efficient heuristic algorithms for the maximum subarray problem rung-ren lin and kun-mao chao

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Efficient heuristic algo rithms for the maximum s ubarray problem Rung-Ren Lin and Kun-Mao Chao

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Page 1: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Efficient heuristic algorithms for the maximum subarray problem

Rung-Ren Lin and Kun-Mao Chao

Page 2: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Preview

Trying to guess the answer intelligently. Preliminary experiments show that these appr

oaches are very promising for locating the maximum subarray in a given two-dimensional array.

Page 3: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Review of Maximum Subarray

Bentley posed the maximum subarray problem in his book “Programming Pearls” in 1984.

He introduces Kadane's algorithm for the one-dimensional case, whose time is linear.

Page 4: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Cont’d

Given an m×n array of numbers, Bentley solved the problem in O(m2n) time.

An improvement O(m2n(loglogm/logm)0.5) was given by Tamaki et al. in 1998.This algorithm is heavily recursive and complicated.

Page 5: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Applications

20 25 30 35 40 45 50 55 60$

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Page 6: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Cont’d

Page 7: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Heuristic Methods

Given a 2-D array A[1..m][1..n], let TL[i][j] denote the sum of the rectangle A[1..i][1..j].

-3 1 2

2 -1 0

0 -2 1

-3 -2 0

-1 -1 1

-1 -3 0

A TL

Page 8: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Constructing TL Matrix

for i = 2 to n do

for j = 1 to n do

A[i][j] = A[i][j] + A[i-1][j]

-3 1 2

2 -1 0

0 -2 1

-3 -1 2

-1 0 2

-1 -2 3

A A’

Page 9: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Cont’d

for i = 2 to n do

for j = 1 to n do

A’[j][i] = A’[j][i] + A’[j][i-1]

-3 1 2

-1 0 2

-1 -2 3

-3 -2 0

-1 -1 1

-1 -3 0

A’ TL

Page 10: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Computing an Arbitrary Rectangle

Page 11: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

How to guess ?

Each rectangle can be computed by TL matrix, and the answer is MAX( + - - ).

the larger the better. the smaller the better.

Page 12: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Cont’d

We try only those entries which are in the top k-th, or in the bottom k-th for a given k.

We test only O(k) times instead of O(n) times. Since there are in total O(m2) pairs, this step takes O(km2).

Page 13: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

4-Corner

Page 14: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Happy New Year!!

Page 15: Efficient heuristic algorithms for the maximum subarray problem Rung-Ren Lin and Kun-Mao Chao

Interesting Questions

128 gold. The way to heaven and hell. 10 smart prisoners.