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1 Chapter 6 Dynamic Programming Slides by Kevin Wayne. Copyright © 2005 Pearson-Addison Wesley. All rights reserved. 2 Algorithmic Paradigms Greed. Build up a solution incrementally, myopically optimizing some local criterion. Divide-and-conquer. Break up a problem into two sub-problems, solve each sub-problem independently, and combine solution to sub-problems to form solution to original problem. Dynamic programming. Break up a problem into a series of overlapping sub-problems, and build up solutions to larger and larger sub-problems.

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Page 1: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

1

Chapter 6

Dynamic Programming

Slides by Kevin Wayne.Copyright © 2005 Pearson-Addison Wesley.All rights reserved.

2

Algorithmic Paradigms

Greed. Build up a solution incrementally, myopically optimizing some local criterion.

Divide-and-conquer. Break up a problem into two sub-problems, solve each sub-problem independently, and combine solution to sub-problems to form solution to original problem.

Dynamic programming. Break up a problem into a series of overlapping sub-problems, and build up solutions to larger and larger sub-problems.

Page 2: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

3

Dynamic Programming History

Bellman. Pioneered the systematic study of dynamic programming in the 1950s.

Etymology.! Dynamic programming = planning over time.! Secretary of Defense was hostile to mathematical research.! Bellman sought an impressive name to avoid confrontation.

– "it's impossible to use dynamic in a pejorative sense"– "something not even a Congressman could object to"

Reference: Bellman, R. E. Eye of the Hurricane, An Autobiography.

4

Dynamic Programming Applications

Areas. ! Bioinformatics.! Control theory.! Information theory.! Operations research.! Computer science: theory, graphics, AI, systems, ….

Some famous dynamic programming algorithms. ! Viterbi for hidden Markov models.! Unix diff for comparing two files.! Smith-Waterman for sequence alignment.! Bellman-Ford for shortest path routing in networks.! Cocke-Kasami-Younger for parsing context free grammars.

Page 3: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

6.1 Weighted Interval Scheduling

6

Weighted Interval Scheduling

Weighted interval scheduling problem.! Job j starts at sj, finishes at fj, and has weight or value vj . ! Two jobs compatible if they don't overlap.! Goal: find maximum weight subset of mutually compatible jobs.

Time0 1 2 3 4 5 6 7 8 9 10 11

f

g

h

e

a

b

c

d

Page 4: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

7

Unweighted Interval Scheduling Review

Recall. Greedy algorithm works if all weights are 1.! Consider jobs in ascending order of finish time.! Add job to subset if it is compatible with previously chosen jobs.

Observation. Greedy algorithm can fail spectacularly if arbitrary weights are allowed.

Time0 1 2 3 4 5 6 7 8 9 10 11

b

a

weight = 999

weight = 1

8

Weighted Interval Scheduling

Notation. Label jobs by finishing time: f1 ≤ f2 ≤ . . . ≤ fn .Def. p(j) = largest index i < j such that job i is compatible with j.

Ex: p(8) = 5, p(7) = 3, p(2) = 0.

Time0 1 2 3 4 5 6 7 8 9 10 11

6

7

8

4

3

1

2

5

Page 5: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

9

Dynamic Programming: Binary Choice

Notation. OPT(j) = value of optimal solution to the problem consisting of job requests 1, 2, ..., j.

! Case 1: OPT selects job j.– can't use incompatible jobs { p(j) + 1, p(j) + 2, ..., j - 1 }– must include optimal solution to problem consisting of remaining

compatible jobs 1, 2, ..., p(j)

! Case 2: OPT does not select job j.– must include optimal solution to problem consisting of remaining

compatible jobs 1, 2, ..., j-1

OPT( j) =0 if j = 0

max v j + OPT( p( j)), OPT( j 1){ } otherwise

optimal substructure

_{

10

Input: n, s1,…,sn , f1,…,fn , v1,…,vn

Sort jobs by finish times so that f1 ≤ f2 ≤ ... ≤ fn.

Compute p(1), p(2), …, p(n)

Compute-Opt(j) { if (j = 0) return 0 else return max(vj + Compute-Opt(p(j)), Compute-Opt(j-1))}

Weighted Interval Scheduling: Brute Force

Brute force algorithm.

Page 6: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

11

Weighted Interval Scheduling: Brute Force

Observation. Recursive algorithm fails spectacularly because of redundant sub-problems ⇒ exponential algorithms.

Ex. Number of recursive calls for family of "layered" instances grows like Fibonacci sequence.

3

45

12

p(1) = 0, p(j) = j-2

5

4 3

3 2 2 1

2 1

1 0

1 0 1 0

Memoization. Store results of each sub-problem in a cache; lookup as needed.

12

Input: n, s1,…,sn , f1,…,fn , v1,…,vn

Sort jobs by finish times so that f1 ≤ f2 ≤ ... ≤ fn.Compute p(1), p(2), …, p(n)

for j = 1 to n M[j] = emptyM[0] = 0

M-Compute-Opt(j) { if (M[j] is empty) M[j] = max(vj + M-Compute-Opt(p(j)), M-Compute-Opt(j-1)) return M[j]}

global array

Weighted Interval Scheduling: Memoization

Page 7: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

13

Weighted Interval Scheduling: Running Time

Claim. Memoized version of algorithm takes O(n log n) time.! Sort by finish time: O(n log n).! Computing p(⋅) : O(n log n), O(n) after sorting by start time :

scan both (s1, s2,..., sn) & (f1, f2,..., fn).

! M-Compute-Opt(j): each invocation takes O(1) time and either– (i) returns an existing value M[j]– (ii) fills in one new entry M[j] and makes two recursive calls

! Progress measure Φ = # nonempty entries of M[].– initially Φ = 0, throughout Φ ≤ n. – (ii) increases Φ by 1 ⇒ at most 2n recursive calls.

! Overall running time of M-Compute-Opt(n) is O(n). ▪

Remark. O(n) if jobs are pre-sorted by start and finish times.

14

Automated Memoization

Automated memoization. Many functional programming languages(e.g., Lisp) have built-in support for memoization.

F(40)

F(39) F(38)

F(38)

F(37) F(36)

F(37)

F(36) F(35)

F(36)

F(35) F(34)

F(37)

F(36) F(35)

static int F(int n) { if (n <= 1) return n; else return F(n-1) + F(n-2);}

(defun F (n) (if (<= n 1) n (+ (F (- n 1)) (F (- n 2)))))

Lisp (efficient)Java (exponential)

Page 8: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

15

Weighted Interval Scheduling: Finding a Solution

Q. Dynamic programming algorithms computes optimal value. What if we want the solution itself?A. Do some post-processing.

! # of recursive calls ≤ n ⇒ O(n).

Run M-Compute-Opt(n)Run Find-Solution(n)

Find-Solution(j) { if (j = 0) output nothing else if (vj + M[p(j)] > M[j-1]) print j Find-Solution(p(j)) else Find-Solution(j-1)}

16

Weighted Interval Scheduling: Bottom-Up

Bottom-up dynamic programming. Unwind recursion.

Input: n, s1,…,sn , f1,…,fn , v1,…,vn

Sort jobs by finish times so that f1 ≤ f2 ≤ ... ≤ fn.

Compute p(1), p(2), …, p(n)

Iterative-Compute-Opt { M[0] = 0 for j = 1 to n M[j] = max(vj + M[p(j)], M[j-1])}

Page 9: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

6.8 Shortest Paths

18

Shortest Paths

Shortest path problem. Given a directed graph G = (V, E), with edge weights cvw, find shortest path from node s to node t.

Ex. Nodes represent agents in a financial setting and cvw is cost of transaction in which we buy from agent v and sell immediately to w.

s

3

t

2

6

7

45

10

18 -16

9

6

15 -8

30

20

44

16

11

6

19

6

allow negative weights

Page 10: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

19

Shortest Paths: Failed Attempts

Dijkstra. Can fail if negative edge costs.

Re-weighting. Adding a constant to every edge weight can fail.

u

t

s v

2

1

3

-6

s t

2

3

2

-3

3

5 5

66

0

20

Shortest Paths: Negative Cost Cycles

Negative cost cycle.

Observation. If some path from s to t contains a negative cost cycle, there does not exist a shortest s-t path; otherwise, there exists one that is simple.

s tW

c(W) < 0

-6

7

-4

Page 11: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

21

Shortest Paths: Dynamic Programming

Def. OPT(i, v) = length of shortest v-t path P using at most i edges.

! Case 1: P uses at most i-1 edges.– OPT(i, v) = OPT(i-1, v)

! Case 2: P uses exactly i edges.– if (v, w) is first edge, then OPT uses (v, w), and then selects best

w-t path using at most i-1 edges

Remark. By previous observation, if no negative cycles, thenOPT(n-1, v) = length of shortest v-t path.

OPT(i, v) = 0 if i = 0

min OPT(i 1, v) ,(v, w) E

min OPT(i 1, w)+ cvw{ }

otherwise

_{ _{ }

22

Shortest Paths: Implementation

Analysis. Θ(mn) time, Θ(n2) space.

Finding the shortest paths. Maintain a "successor" for each table entry.

Shortest-Path(G, t) { foreach node v ∈ V M[0,v] ← ∞ M[0,t] ← 0

for i = 1 to n-1 foreach node v ∈ V M[i, v] ← M[i-1,v] foreach edge (u, w) ∈ E M[i, u] ← min { M[i,u], M[i-1,w] + cuw }}

Page 12: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

23

Shortest Paths: Practical Improvements

Practical improvements.! Maintain only one array M[v] = shortest v-t path that we have

found so far.! No need to check edges of the form (v, w) unless M[w] changed

in previous iteration.

Theorem. Throughout the algorithm, M[v] is length of some v-t path, and after i rounds of updates, the value M[v] is no larger than the length of shortest v-t path using ≤ i edges.

Overall impact.! Memory: O(m + n).! Running time: O(mn) worst case, but substantially faster in practice.

24

Bellman-Ford: Efficient Implementation

Push-Based-Shortest-Path(G, s, t) { foreach node v ∈ V { M[v] ← ∞ successor[v] ← φ }

M[t] = 0 for i = 1 to n-1 { foreach node w ∈ V { if (M[w] has been updated in previous iteration) { foreach node v such that (v, w) ∈ E { if (M[v] > M[w] + cvw) { M[v] ← M[w] + cvw successor[v] ← w } } } If no M[w] value changed in iteration i, stop. }}

Page 13: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

6.10 Negative Cycles in a Graph

26

Detecting Negative Cycles

Lemma. If OPT(n,v) = OPT(n-1,v) for all v, then no negative cycles.Pf. Bellman-Ford algorithm.

Lemma. If OPT(n,v) < OPT(n-1,v) for some node v, then (any) shortest path from v to t contains a cycle W. Moreover W has negative cost.

Pf. (by contradiction)! Since OPT(n,v) < OPT(n-1,v), we know P has exactly n edges.! By pigeonhole principle, P must contain a directed cycle W.! Deleting W yields a v-t path with < n edges ⇒ W has negative cost.

v tW

c(W) < 0

Page 14: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

27

Detecting Negative Cycles

Theorem. Can detect negative cost cycle in O(mn) time.! Add new node t and connect all nodes to t with 0-cost edge.! Check if OPT(n, v) = OPT(n-1, v) for all nodes v.

– if yes, then no negative cycles– if no, then extract cycle from shortest path from v to t

v

18

2

5 -23

-15 -11

6

t

0

0

0 0 0

28

Detecting Negative Cycles: Application

Currency conversion. Given n currencies and exchange rates between pairs of currencies, is there an arbitrage opportunity?

Remark. Fastest algorithm very valuable!

!$

£ ¥!

3/102/3 2

170 56

3/504/3

6

!

1/10000

800

1/7

Page 15: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

29

Detecting Negative Cycles: Summary

Bellman-Ford. O(mn) time, O(m + n) space.! Run Bellman-Ford for n iterations (instead of n-1).! Upon termination, Bellman-Ford successor variables trace a negative

cycle if one exists.! See p. 288 for improved version and early termination rule.

6.3 Segmented Least Squares

Page 16: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

Least squares.! Foundational problem in statistic and numerical analysis.! Given n points in the plane: (x1, y1), (x2, y2) , . . . , (xn, yn).! Find a line y = ax + b that minimizes the sum of the squared error:

Solution. Calculus ⇒ min error is achieved when

31

Segmented Least Squares

SSE = (yi axi b)2i=1

n

x

y! _ _

a = (!i xi)(!i yi) - n !i xiyi

(!i xi)(!i xi) - n !i xixi

b = !i (yi - a xi) n

32

Segmented Least Squares

Segmented least squares.! Points lie roughly on a sequence of several line segments.! Given n points in the plane (x1, y1), (x2, y2) , . . . , (xn, yn) with ! x1 < x2 < ... < xn, find a sequence of lines that minimizes f(x).

Q. What's a reasonable choice for f(x) to balance accuracy and parsimony?

x

y

goodness of fit

number of lines

Page 17: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

33

Segmented Least Squares

Segmented least squares.! Points lie roughly on a sequence of several line segments.! Given n points in the plane (x1, y1), (x2, y2) , . . . , (xn, yn) with ! x1 < x2 < ... < xn, find a sequence of lines that minimizes:

– the sum of the sums of the squared errors E in each segment– the number of lines L

! Tradeoff function: E + c L, for some constant c > 0.

x

y

34

Dynamic Programming: Multiway Choice

Notation.! OPT(j) = minimum cost for points p1, pi+1 , . . . , pj.! e(i, j) = minimum sum of squares for points pi, pi+1 , . . . , pj.

To compute OPT(j):! Last segment uses points pi, pi+1 , . . . , pj for some i.! Cost = e(i, j) + c + OPT(i-1).

OPT( j) =0 if j = 0

min1 i j

e(i, j) + c + OPT(i 1){ } otherwise

_{" "

Page 18: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

35

Segmented Least Squares: Algorithm

Running time. O(n3).! Bottleneck = computing e(i, j) for O(n2) pairs, O(n) per pair using

previous formula.

INPUT: n, p1,…,pN , c

Segmented-Least-Squares() { M[0] = 0 for j = 1 to n for i = 1 to j compute the least square error eij for the segment pi,…, pj

for j = 1 to n M[j] = min 1 ≤ i ≤ j (eij + c + M[i-1])

return M[n]}

can be improved to O(n2) by pre-computing various statistics

6.5 RNA Secondary Structure

Page 19: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

37

RNA Secondary Structure

RNA. String B = b1b2…bn over alphabet { A, C, G, U }.

Secondary structure. RNA is single-stranded so it tends to loop back and form base pairs with itself. This structure is essential for understanding behaviour of molecule.

G

U

C

A

GA

A

G

CG

A

UG

A

U

U

A

G

A

C A

A

C

U

G

A

G

U

C

A

U

C

G

G

G

C

C

G

Ex: GUCGAUUGAGCGAAUGUAACAACGUGGCUACGGCGAGA

complementary base pairs: A-U, C-G

38

RNA Secondary Structure

Secondary structure. A set of pairs S = { (bi, bj) } that satisfy:

! [Watson-Crick.] S is a matching and each pair in S is a Watson-Crick complement: A-U, U-A, C-G, or G-C.

! [No sharp turns.] The ends of each pair are separated by at least 4 intervening bases. If (bi, bj) ∈ S, then i < j - 4.

! [Non-crossing.] If (bi, bj) and (bk, bl) are two pairs in S, then we cannot have i < k < j < l.

Free energy. Usual hypothesis is that an RNA molecule will form the secondary structure with the optimum total free energy.

Goal. Given an RNA molecule B = b1b2…bn, find a secondary structure S that maximizes the number of base pairs.

approximate by number of base pairs

Page 20: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

39

RNA Secondary Structure: Examples

Examples.

C

G G

C

A

G

U

U

U A

A U G U G G C C A U

G G

C

A

G

U

U A

A U G G G C A U

C

G G

C

A

U

G

U

U A

A G U U G G C C A U

sharp turn crossingok

G

G≤4

base pair

40

RNA Secondary Structure: Subproblems

First attempt. OPT(j) = maximum number of base pairs in a secondary structure of the substring b1b2…bj.

Difficulty. Results in two sub-problems.! Finding secondary structure in: b1b2…bt-1.! Finding secondary structure in: bt+1bt+2…bn-1.

1 t n

match bt and bn

OPT(t-1)

need more sub-problems

Page 21: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

41

Dynamic Programming Over Intervals

Notation. OPT(i, j) = maximum number of base pairs in a secondary structure of the substring bibi+1…bj.

! Case 1. If i ≥ j - 4.– OPT(i, j) = 0 by no-sharp turns condition.

! Case 2. Base bj is not involved in a pair.– OPT(i, j) = OPT(i, j-1)

! Case 3. Base bj pairs with bt for some i ≤ t < j - 4.– non-crossing constraint decouples resulting sub-problems– OPT(i, j) = 1 + maxt { OPT(i, t-1) + OPT(t+1, j-1) }

Remark. Same core idea in Cocke–Younger–Kasami algorithm to parse context-free grammars.

i ≤ t < j-4 and bt and bj

are Watson-Crick complements

42

Bottom Up Dynamic Programming Over Intervals

Q. What order to solve the sub-problems?A. Do shortest intervals first.

Running time. O(n3).

RNA(b1,…,bn) { for k = 5, 6, …, n-1 for i = 1, 2, …, n-k j = i + k Compute M[i, j]

return M[1, n]} using recurrence

0 0 0

0 0

02

3

4

1

i

6 7 8 9

j

Page 22: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

43

Dynamic Programming Summary

Recipe.! Characterize structure of problem.! Recursively define value of optimal solution.! Compute value of optimal solution.! Construct optimal solution from computed information.

Dynamic programming techniques.! Binary choice: weighted interval scheduling.! Multi-way choice: segmented least squares.! Adding a new variable: knapsack.! Dynamic programming over intervals: RNA secondary structure.

Top-down vs. bottom-up: different people have different intuitions.

Viterbi algorithm for HMM also usesDP to optimize a maximum likelihoodtradeoff between parsimony and accuracy

CKY parsing algorithm for context-freegrammar has similar structure

Extra Slides

Page 23: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

6.4 Knapsack Problem

46

Knapsack Problem

Knapsack problem.! Given n objects and a "knapsack."! Item i weighs wi > 0 kilograms and has value vi > 0.! Knapsack has capacity of W kilograms.! Goal: fill knapsack so as to maximize total value.

Ex: { 3, 4 } has value 40.

Greedy: repeatedly add item with maximum ratio vi / wi.Ex: { 5, 2, 1 } achieves only value = 35 ⇒ greedy not optimal.

1

Value

182228

1

Weight

56

6 2

7

Item

1

345

2W = 11

Page 24: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

47

Dynamic Programming: False Start

Def. OPT(i) = max profit subset of items 1, …, i.

! Case 1: OPT does not select item i.– OPT selects best of { 1, 2, …, i-1 }

! Case 2: OPT selects item i.– accepting item i does not immediately imply that we will have to

reject other items– without knowing what other items were selected before i, we don't

even know if we have enough room for i

Conclusion. Need more sub-problems!

48

Dynamic Programming: Adding a New Variable

Def. OPT(i, w) = max profit subset of items 1, …, i with weight limit w.

! Case 1: OPT does not select item i.– OPT selects best of { 1, 2, …, i-1 } using weight limit w

! Case 2: OPT selects item i.– new weight limit = w – wi– OPT selects best of { 1, 2, …, i–1 } using this new weight limit

OPT(i, w) =0 if i = 0

OPT(i 1, w) if wi > wmax OPT(i 1, w), vi + OPT(i 1, w wi ){ } otherwise

{

Page 25: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

49

Input: n, w1,…,wN, v1,…,vN

for w = 0 to W M[0, w] = 0

for i = 1 to n for w = 1 to W if (wi > w) M[i, w] = M[i-1, w] else M[i, w] = max {M[i-1, w], vi + M[i-1, w-wi ]}

return M[n, W]

Knapsack Problem: Bottom-Up

Knapsack. Fill up an n-by-W array.

50

Knapsack Algorithm

n + 1

1

Value

182228

1

Weight

56

6 2

7

Item

1

345

2

φ

{ 1, 2 }

{ 1, 2, 3 }

{ 1, 2, 3, 4 }

{ 1 }

{ 1, 2, 3, 4, 5 }

0

0

0

0

0

0

0

1

0

1

1

1

1

1

2

0

6

6

6

1

6

3

0

7

7

7

1

7

4

0

7

7

7

1

7

5

0

7

18

18

1

18

6

0

7

19

22

1

22

7

0

7

24

24

1

28

8

0

7

25

28

1

29

9

0

7

25

29

1

34

10

0

7

25

29

1

34

11

0

7

25

40

1

40

W + 1

W = 11

OPT: { 4, 3 }value = 22 + 18 = 40

Page 26: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

51

Knapsack Problem: Running Time

Running time. Θ(n W).! Not polynomial in input size!! "Pseudo-polynomial."! Decision version of Knapsack is NP-complete. [Chapter 8]

Knapsack approximation algorithm. There exists a polynomial algorithm that produces a feasible solution that has value within 0.01% of optimum. [Section 11.8]

6.6 Sequence Alignment

Page 27: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

53

String Similarity

How similar are two strings?! ocurrance! occurrence

o c u r r a n c e

c c u r r e n c eo

-

o c u r r n c e

c c u r r n c eo

- - a

e -

o c u r r a n c e

c c u r r e n c eo

-

5 mismatches, 1 gap

1 mismatch, 1 gap

0 mismatches, 3 gaps

54

Applications.! Basis for Unix diff.! Speech recognition.! Computational biology.

Edit distance. [Levenshtein 1966, Needleman-Wunsch 1970]! Gap penalty δ; mismatch penalty αxy.! Cost = sum of gap and mismatch penalties.

2δ + αCA

C G A C C T A C C T

C T G A C T A C A T

T G A C C T A C C T

C T G A C T A C A T

-T

C

C

C

αTC + αGT + αAG+ 2αCA

-

Edit Distance

Page 28: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

55

Goal: Given two strings X = x1 x2 . . . xm and Y = y1 y2 . . . yn find alignment of minimum cost.

Def. An alignment M is a set of ordered pairs xi,yj such that each item occurs in at most one pair and no crossings.

Def. The pair xi,yj and xi',yj' cross if i < i', but j > j'.

Ex: CTACCG vs. TACATG.Sol: M = x2,y1, x3,y2, x4,y3, x5,y4, x6,y6.

Sequence Alignment

cost( M ) = xi y j(xi, y j ) M

mismatch1 2 4 3 4

+i : xi unmatched

+j : y j unmatched

gap1 2 4 4 4 4 4 3 4 4 4 4 4

C T A C C -

T A C A T-

G

Gy1 y2 y3 y4 y5 y6

x2 x3 x4 x5x1 x6

! ! !δ α δ

56

Sequence Alignment: Problem Structure

Def. OPT(i, j) = min cost of aligning strings x1 x2 . . . xi and y1 y2 . . . yj.! Case 1: OPT matches xi,yj.

– pay mismatch for xi,yj + min cost of aligning two stringsx1 x2 . . . xi-1 and y1 y2 . . . yj-1

! Case 2a: OPT leaves xi unmatched.– pay gap for xi and min cost of aligning x1 x2 . . . xi-1 and y1 y2 . . . yj

! Case 2b: OPT leaves yj unmatched.– pay gap for yj and min cost of aligning x1 x2 . . . xi and y1 y2 . . . yj-1

OPT(i, j) =

j if i = 0

min xi y j

+ OPT(i 1, j 1)

+ OPT(i 1, j)+ OPT(i, j 1)

otherwise

i if j = 0{ δ

α

δ

_ __

_

δ

δ {

Page 29: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

57

Sequence Alignment: Algorithm

Analysis. Θ(mn) time and space.English words or sentences: m, n ≤ 10.Computational biology: m = n = 100,000. 10 billions ops OK, but 10GB array?

Sequence-Alignment(m, n, x1x2...xm, y1y2...yn, δ, α) { for i = 0 to m M[0, i] = iδ for j = 0 to n M[j, 0] = jδ

for i = 1 to m for j = 1 to n M[i, j] = min(α[xi, yj] + M[i-1, j-1], δ + M[i-1, j], δ + M[i, j-1]) return M[m, n]}

6.7 Sequence Alignment in Linear Space

Page 30: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

59

Sequence Alignment: Linear Space

Q. Can we avoid using quadratic space?

Easy. Optimal value in O(m + n) space and O(mn) time.! Compute OPT(i, •) from OPT(i-1, •).! No longer a simple way to recover alignment itself.

Theorem. [Hirschberg 1975] Optimal alignment in O(m + n) space and O(mn) time.! Clever combination of divide-and-conquer and dynamic programming.! Inspired by idea of Savitch from complexity theory.

60

Edit distance graph.! Let f(i, j) be shortest path from (0,0) to (i, j).! Observation: f(i, j) = OPT(i, j).

Sequence Alignment: Linear Space

i-j

m-n

x1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

δ

δ

xi y j

Page 31: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

61

Edit distance graph.! Let f(i, j) be shortest path from (0,0) to (i, j).! Can compute f (•, j) for any j in O(mn) time and O(m + n) space.

Sequence Alignment: Linear Space

i-j

m-n

x1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

j

62

Edit distance graph.! Let g(i, j) be shortest path from (i, j) to (m, n).! Can compute by reversing the edge orientations and inverting the

roles of (0, 0) and (m, n)

Sequence Alignment: Linear Space

i-j

m-n

x1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

δ

δ

xi y j

Page 32: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

63

Edit distance graph.! Let g(i, j) be shortest path from (i, j) to (m, n).! Can compute g(•, j) for any j in O(mn) time and O(m + n) space.

Sequence Alignment: Linear Space

i-j

m-n

x1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

j

64

Observation 1. The cost of the shortest path that uses (i, j) isf(i, j) + g(i, j).

Sequence Alignment: Linear Space

i-j

m-n

x1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

Page 33: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

65

Observation 2. let q be an index that minimizes f(q, n/2) + g(q, n/2). Then, the shortest path from (0, 0) to (m, n) uses (q, n/2).

Sequence Alignment: Linear Space

i-j

m-n

x1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

n / 2

q

66

Divide: find index q that minimizes f(q, n/2) + g(q, n/2) using DP.! Align xq and yn/2.

Conquer: recursively compute optimal alignment in each piece.

Sequence Alignment: Linear Space

i-jx1

x2

y1

x3

y2 y3 y4 y5 y6

ε

ε

0-0

q

n / 2

m-n

Page 34: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

67

Theorem. Let T(m, n) = max running time of algorithm on strings of length at most m and n. T(m, n) = O(mn log n).

Remark. Analysis is not tight because two sub-problems are of size(q, n/2) and (m - q, n/2). In next slide, we save log n factor.

Sequence Alignment: Running Time Analysis Warmup

T (m, n) 2T (m, n /2) + O(mn) T (m, n) = O(mn logn)

68

Theorem. Let T(m, n) = max running time of algorithm on strings of length m and n. T(m, n) = O(mn).

Pf. (by induction on n)! O(mn) time to compute f( •, n/2) and g ( •, n/2) and find index q.! T(q, n/2) + T(m - q, n/2) time for two recursive calls. ! Choose constant c so that:

! Base cases: m = 2 or n = 2. ! Inductive hypothesis: T(m, n) ≤ 2cmn.

Sequence Alignment: Running Time Analysis

T(m, 2) cmT(2, n) cnT(m, n) cmn + T(q, n /2) + T(m q, n /2)

Page 35: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

6.9 Distance Vector Protocol

70

Distance Vector Protocol

Communication network.! Nodes ≈ routers.! Edges ≈ direct communication link.! Cost of edge ≈ delay on link.

Dijkstra's algorithm. Requires global information of network.

Bellman-Ford. Uses only local knowledge of neighboring nodes.

Synchronization. We don't expect routers to run in lockstep. The order in which each foreach loop executes in not important. Moreover, algorithm still converges even if updates are asynchronous.

naturally nonnegative, but Bellman-Ford used anyway!

Page 36: Dynamic Programming - McGill Universitycrypto.cs.mcgill.ca/.../06dynamic-programming.pdf · Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming

71

Distance Vector Protocol

Distance vector protocol.! Each router maintains a vector of shortest path lengths to every

other node (distances) and the first hop on each path (directions).! Algorithm: each router performs n separate computations, one for

each potential destination node.! "Routing by rumor."

Ex. RIP, Xerox XNS RIP, Novell's IPX RIP, Cisco's IGRP, DEC's DNA Phase IV, AppleTalk's RTMP.

Caveat. Edge costs may change during algorithm (or fail completely).

tv 1s 1

1

deleted

"counting to infinity"2 1

72

Path Vector Protocols

Link state routing.! Each router also stores the entire path.! Based on Dijkstra's algorithm.! Avoids "counting-to-infinity" problem and related difficulties.! Requires significantly more storage.

Ex. Border Gateway Protocol (BGP), Open Shortest Path First (OSPF).

not just the distance and first hop