Solving MAXSAT by Solving a Sequence of Simpler SAT Instances

Size: px
Start display at page:

Download "Solving MAXSAT by Solving a Sequence of Simpler SAT Instances"

Transcription

1 Solving MAXSAT by Solving a Sequence of Simpler SAT Instances Jessica Davies and Fahiem Bacchus Department of Computer Science University of Toronto [jdavies

2 The MAXSAT Problem An instance of the MAXSAT problem is given by a CNF formula F and a cost wt(c) associated with falsifying each clause C e.g. F = {(a b c, ), (x y, 4)} (a b c, ) is a hard clause, (x y, 4) is soft A truth assignment π has cost equal to the sum of the costs of the clauses it falsifies Goal: find an optimal truth assignment, i.e., a truth assignment of minimum cost mincost(f)

3 Applications Many optimization problems can be easily encoded as MAXSAT Traveling Salesman MaxCut, MaxClique Problems from planning, probabilistic reasoning (MPE) CNF is commonly used for industrial problems in hardware design Applications of MAXSAT include FPGA routing, design debugging

4 How to solve MAXSAT? 1. Branch and Bound 2. Solve a Sequence of SAT Instances

5 1. Branch and Bound Backtracking search through the partial truth assignments Ineffective for very large instances from industrial applications Solvers include MiniMaxSat [Heras et al. 2008], MaxSatz c [Li et al. 2010], [Davies et al. 2010]

6 2. Solving a Sequence of SAT Instances: Existing Approach Each SAT instance in the sequence encodes a MAXSAT Decision Problem Is there a truth assignment of cost at most k?, then k is varied Exploits the good performance of SAT solvers on large industrial instances Solvers that implement variations of this algorithm include MSUnCore [Marques-Silva and Manquinho 2008], WPM2 [Ansótegui et al. 2010]

7 2. Solving a Sequence of SAT Instances: Existing Approach Bottleneck: the SAT solving time The SAT encodings of the decision problems become larger and harder to solve, especially for non-uniform costs Our approach: solve MAXSAT with a sequence of simpler SAT instances

8 Definitions Definition A core is a set of soft clauses that is inconsistent with the hard clauses. Observation (1) Given a collection of cores, K, and a truth assignment π s.t. π = hard(f), let hs(π) be the set of clauses falsified by π. Then hs(π) is a hitting set of K, i.e. hs(π) κ = κ K.

9 Definitions Example K κ 1 = {(x, 1), ( x, 1)} κ 2 = {(y, 1), ( y x, 1), (x, 1)} κ 3 = {(a, 1), ( a b, 1), ( b a, 1)} κ 1, κ 2, and κ 3 are cores π = {x, y, a, b, c} falsifies ( x, 1) κ 1, ( y x, 1) κ 2 and ( b a, 1) κ 3 the set of clauses falsified by π is a hitting set for K

10 Definitions Example K κ 1 = {(x, 1), ( x, 1)} κ 2 = {(y, 1), ( y x, 1), (x, 1)} κ 3 = {(a, 1), ( a b, 1), ( b a, 1)} κ 1, κ 2, and κ 3 are cores π = {x, y, a, b, c} falsifies ( x, 1) κ 1, ( y x, 1) κ 2 and ( b a, 1) κ 3 the set of clauses falsified by π is a hitting set for K

11 Definitions Definition A Minimum Cost Hitting Set (MCHS) of a collection of cores K is a hitting set for K such that all other hitting sets have greater or equal cost. The cost of a hitting set is the sum of the costs of the clauses it contains MCHS(K) denotes the cost of a minimum cost hitting set of K.

12 Definitions Example K κ 1 = {(x, 1), ( x, 1)} κ 2 = {(y, 1), ( y x, 1), (x, 1)} κ 3 = {(a, 1), ( a b, 1), ( b a, 1)} hs min = {(x, 1), ( a b, 1)} is a MCHS of K MCHS(K) = 2 is the cost of hs min hs C = {(x, 1), C} for any C κ 3 is also a MCHS of K

13 A New Approach to Solving MAXSAT Observation (2) Given a collection of cores K, and a truth assignment π, cost(π) MCHS(K). Therefore, mincost(f) MCHS(K). Observation (3) If π = F \ hs then cost(π) cost(hs). Theorem If π = F \ hs and hs is a min cost hitting set of a collection of cores K, then π is an optimal truth assignment for F. Proof. By Observations 2 and 3, mincost(f) MCHS(K) = cost(hs) cost(π) so π is an optimal truth assignment.

14 The MAXHS Algorithm κ 1 κ 2 κ 3 κ 4... κ n κ n+1 F = hs min F \ hs min yes SAT? no π = F \ hs min Theorem π is optimal for F Theorem If π = F \ hs and hs is a min cost hitting set of a collection of cores K, then π is an optimal truth assignment for F.

15 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) What is mincost(f)?

16 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 SAT-Solver(F) returns (UNSAT, κ 1 )

17 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 MCHS({κ 1 }) = 1

18 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 2 SAT-Solver(F \ {(x, 1)}) returns (UNSAT, κ 2 )

19 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 MCHS({κ 1, κ 2 }) = 1

20 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 3 SAT-Solver(F \ {( x, 1)}) returns (UNSAT, κ 3 )

21 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 κ 3 MCHS({κ 1, κ 2, κ 3 }) = 2

22 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 4 SAT-Solver(F \ {( x, 1), (x y, 1)}) returns (UNSAT, κ 4 )

23 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 κ 3 κ 4 MCHS({κ 1, κ 2, κ 3, κ 4 }) = 2

24 MAXHS: Example (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) SAT-Solver(F \ {(x, 1), (x y, 1)}) returns (SAT, π) where π = { x, y, z} is a solution Theorem π is an optimal truth assignment for F

25 MAXHS: Advantages The MAXHS algorithm achieves a separation of SAT from numerical reasoning Each SAT instance is a subset of the original MAXSAT formula F The SAT refutations are easy in practice SAT solving is no longer a bottleneck (small fraction of total time) The MCHS problem is well-studied in the OR community Sophisticated MIP solvers like CPLEX can be used The strengths of both types of solvers are better exploited

26 MAXHS: Plateaus In the example, the cost of the MCHS did not always increase when a new core was added (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 κ 3 MCHS({κ 1, κ 2, κ 3 }) = 2

27 MAXHS: Plateaus In the example, the cost of the MCHS did not always increase when a new core was added (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 κ 3 κ 4 MCHS({κ 1, κ 2, κ 3, κ 4 }) = MCHS({κ 1, κ 2, κ 3 }) = 2 4 cores, mincost(f) = 2

28 MAXHS: Plateaus In general, the number of cores generated will be larger than the number of clauses that are falsified by the optimal truth assignment Many of the cores do not increase the MCHS cost e.g. 914 cores to prove that at least 287 clauses must be falsified We investigated several techniques to discourage plateaus

29 Diverse Cores First, find as many disjoint cores as possible MCHS problem is trivial during this phase For some MAXSAT instances, very few additional cores will be needed Encourage the SAT solver to return diverse cores Invert the activities of the variables between iterations Delete learnt clauses between iterations

30 (x, 1) Realizable Hitting Sets ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 κ 3 If the MCHS hs 1 = {( x, 1), (x y, 1)} is chosen, we saw earlier that another core κ 4 will be found (x, 1) ( x, 1) (x y, 1) ( y, 1) ( x z, 1) ( z y, 1) κ 1 κ 2 κ 3 If the MCHS hs 2 = {(x, 1), (x y, 1)} is chosen instead, the remaining clauses are satisfiable, and the algorithm terminates immediately with the optimal truth assignment

31 Realizable Hitting Sets It is impossible to falsify both clauses in hs 1 = {( x, 1), (x y, 1)} at the same time hs 1 is not realizable Definition A hitting set H is realizable in a MAXSAT problem F if there exists a truth assignment π such that (a) for each clause c H, π = c, and (b) π = hard(f). MAXRHS is like MAXHS except we find the min realizable hitting set It can be shown that this is also sufficient for correctness

32 Realizable Hitting Sets It is not easy to enforce the realizability condition in an Integer Program formulation We developed our own Branch and Bound solver to find realizable hitting sets Not as fast as CPLEX However, MAXRHS can sometimes reduce the number of iterations enough to pay off Average # MAXHS MAXRHS Family Instances mincost # Iter Time (s) # Iter Time (s) ms/sean > pms/bcp-msp > pms/bcp-mtg > pms/bcp-syn >

33 MAXHS Experiments We used Minisat2.0 for the SAT solver and CPLEX for the hitting sets 1034 unsatisfiable Industrial instances from the 2009 MaxSAT Evaluation 116 unsatisfiable Crafted instances All competing MAXSAT solvers that use a Sequence of SAT approach Msuncore, WBO, PM2, WPM1, WPM2, SAT4J and Qmaxsat 1200s timeout # SAT4J WPM1 WPM2 MAXHS Instances # Solved # Solved # Solved # Solved

34 MAXHS: Newly Solved Instances Instance (# Clauses) mincost # Iters Avg. Core Size Total Time 1_1_10_15 (200) _1_10_10 (200) _10_20 (370) _10_14 (357) _10_15 (361) _10_10 (336) ex5.r (1729) ex5.pi (1785) pdc.r (2999) test1.r (898) rot.b (2199) bench1.pi (1287) max1024.r (1924) max1024.pi (1952) prom2.r (3566) prom2.pi (3584) MAXHS solved 16 partial MAXSAT instances from the Industrial category, not solved by any solvers in the 2009 and 2010 Evaluations and unsolved in our experiments after 5400s

35 MAXHS: Newly Solved Instances Instance (# Clauses) mincost # Iters Avg. Core Size Total Time 1_1_10_15 (200) _1_10_10 (200) _10_20 (370) _10_14 (357) _10_15 (361) _10_10 (336) ex5.r (1729) ex5.pi (1785) pdc.r (2999) test1.r (898) rot.b (2199) bench1.pi (1287) max1024.r (1924) max1024.pi (1952) prom2.r (3566) prom2.pi (3584) From the 2008 PMS Industrial bcp-syn family, submitted by Marques-Silva

36 MAXHS: Newly Solved Instances Instance (# Clauses) mincost # Iters Avg. Core Size Total Time 1_1_10_15 (200) _1_10_10 (200) _10_20 (370) _10_14 (357) _10_15 (361) _10_10 (336) ex5.r (1729) ex5.pi (1785) pdc.r (2999) test1.r (898) rot.b (2199) bench1.pi (1287) max1024.r (1924) max1024.pi (1952) prom2.r (3566) prom2.pi (3584) Many clauses must be falsified (e.g. 287) The hitting set problems are very easy (CPLEX takes < 1 sec. for each)

37 Diverse Costs # Distinct SAT4J WPM1 WPM2 WBO MAXHS Costs Iter Time Iter Time Iter Time Iter Time Iter Time We increased the number of distinct costs on a Linux Upgradeability Weighted Partial MAXSAT instance MAXHS and WBO are immune to this kind of cost diversification

38 Summary and Future Work A new approach for solving large industrial MAXSAT instances Separates the SAT solving from the numerical reasoning Allows SAT solvers and MIP solvers to be better exploited Competitive with existing MAXSAT solvers based on a sequence of SAT instances Can solve problems with larger optima, requiring many clauses to be falsified Future Work How to produce more diverse cores to avoid plateaus? Improve the enforcement of the realizability condition Exploit non-minimum hitting sets

SAT and DPLL. Espen H. Lian. May 4, Ifi, UiO. Espen H. Lian (Ifi, UiO) SAT and DPLL May 4, / 59

SAT and DPLL. Espen H. Lian. May 4, Ifi, UiO. Espen H. Lian (Ifi, UiO) SAT and DPLL May 4, / 59 SAT and DPLL Espen H. Lian Ifi, UiO May 4, 2010 Espen H. Lian (Ifi, UiO) SAT and DPLL May 4, 2010 1 / 59 Normal forms Normal forms DPLL Complexity DPLL Implementation Bibliography Espen H. Lian (Ifi, UiO)

More information

SAT and DPLL. Introduction. Preliminaries. Normal forms DPLL. Complexity. Espen H. Lian. DPLL Implementation. Bibliography.

SAT and DPLL. Introduction. Preliminaries. Normal forms DPLL. Complexity. Espen H. Lian. DPLL Implementation. Bibliography. SAT and Espen H. Lian Ifi, UiO Implementation May 4, 2010 Espen H. Lian (Ifi, UiO) SAT and May 4, 2010 1 / 59 Espen H. Lian (Ifi, UiO) SAT and May 4, 2010 2 / 59 Introduction Introduction SAT is the problem

More information

Lecture 2: The Simple Story of 2-SAT

Lecture 2: The Simple Story of 2-SAT 0510-7410: Topics in Algorithms - Random Satisfiability March 04, 2014 Lecture 2: The Simple Story of 2-SAT Lecturer: Benny Applebaum Scribe(s): Mor Baruch 1 Lecture Outline In this talk we will show that

More information

Practical SAT Solving

Practical SAT Solving Practical SAT Solving Lecture 1 Carsten Sinz, Tomáš Balyo April 18, 2016 NSTITUTE FOR THEORETICAL COMPUTER SCIENCE KIT University of the State of Baden-Wuerttemberg and National Laboratory of the Helmholtz

More information

Another Variant of 3sat. 3sat. 3sat Is NP-Complete. The Proof (concluded)

Another Variant of 3sat. 3sat. 3sat Is NP-Complete. The Proof (concluded) 3sat k-sat, where k Z +, is the special case of sat. The formula is in CNF and all clauses have exactly k literals (repetition of literals is allowed). For example, (x 1 x 2 x 3 ) (x 1 x 1 x 2 ) (x 1 x

More information

Algebra homework 8 Homomorphisms, isomorphisms

Algebra homework 8 Homomorphisms, isomorphisms MATH-UA.343.005 T.A. Louis Guigo Algebra homework 8 Homomorphisms, isomorphisms For every n 1 we denote by S n the n-th symmetric group. Exercise 1. Consider the following permutations: ( ) ( 1 2 3 4 5

More information

Another Variant of 3sat

Another Variant of 3sat Another Variant of 3sat Proposition 32 3sat is NP-complete for expressions in which each variable is restricted to appear at most three times, and each literal at most twice. (3sat here requires only that

More information

Levin Reduction and Parsimonious Reductions

Levin Reduction and Parsimonious Reductions Levin Reduction and Parsimonious Reductions The reduction R in Cook s theorem (p. 266) is such that Each satisfying truth assignment for circuit R(x) corresponds to an accepting computation path for M(x).

More information

monotone circuit value

monotone circuit value monotone circuit value A monotone boolean circuit s output cannot change from true to false when one input changes from false to true. Monotone boolean circuits are hence less expressive than general circuits.

More information

Leveraging Belief Propagation, Backtrack Search, and Statistics for Model Counting

Leveraging Belief Propagation, Backtrack Search, and Statistics for Model Counting Annals of Operations Research manuscript No. (will be inserted by the editor) Leveraging Belief Propagation, Backtrack Search, and Statistics for Model Counting Lukas Kroc Ashish Sabharwal Bart Selman

More information

Computing Unsatisfiable k-sat Instances with Few Occurrences per Variable

Computing Unsatisfiable k-sat Instances with Few Occurrences per Variable Computing Unsatisfiable k-sat Instances with Few Occurrences per Variable Shlomo Hoory and Stefan Szeider Department of Computer Science, University of Toronto, shlomoh,szeider@cs.toronto.edu Abstract.

More information

You Have an NP-Complete Problem (for Your Thesis)

You Have an NP-Complete Problem (for Your Thesis) You Have an NP-Complete Problem (for Your Thesis) From Propositions 27 (p. 242) and Proposition 30 (p. 245), it is the least likely to be in P. Your options are: Approximations. Special cases. Average

More information

Computing Unsatisfiable k-sat Instances with Few Occurrences per Variable

Computing Unsatisfiable k-sat Instances with Few Occurrences per Variable Computing Unsatisfiable k-sat Instances with Few Occurrences per Variable Shlomo Hoory and Stefan Szeider Abstract (k, s)-sat is the propositional satisfiability problem restricted to instances where each

More information

IEOR E4004: Introduction to OR: Deterministic Models

IEOR E4004: Introduction to OR: Deterministic Models IEOR E4004: Introduction to OR: Deterministic Models 1 Dynamic Programming Following is a summary of the problems we discussed in class. (We do not include the discussion on the container problem or the

More information

Lecture 23: April 10

Lecture 23: April 10 CS271 Randomness & Computation Spring 2018 Instructor: Alistair Sinclair Lecture 23: April 10 Disclaimer: These notes have not been subjected to the usual scrutiny accorded to formal publications. They

More information

Cook s Theorem: the First NP-Complete Problem

Cook s Theorem: the First NP-Complete Problem Cook s Theorem: the First NP-Complete Problem Theorem 37 (Cook (1971)) sat is NP-complete. sat NP (p. 113). circuit sat reduces to sat (p. 284). Now we only need to show that all languages in NP can be

More information

Steepest descent and conjugate gradient methods with variable preconditioning

Steepest descent and conjugate gradient methods with variable preconditioning Ilya Lashuk and Andrew Knyazev 1 Steepest descent and conjugate gradient methods with variable preconditioning Ilya Lashuk (the speaker) and Andrew Knyazev Department of Mathematics and Center for Computational

More information

Continuing Education Course #287 Engineering Methods in Microsoft Excel Part 2: Applied Optimization

Continuing Education Course #287 Engineering Methods in Microsoft Excel Part 2: Applied Optimization 1 of 6 Continuing Education Course #287 Engineering Methods in Microsoft Excel Part 2: Applied Optimization 1. Which of the following is NOT an element of an optimization formulation? a. Objective function

More information

Yao s Minimax Principle

Yao s Minimax Principle Complexity of algorithms The complexity of an algorithm is usually measured with respect to the size of the input, where size may for example refer to the length of a binary word describing the input,

More information

Lecture 10: The knapsack problem

Lecture 10: The knapsack problem Optimization Methods in Finance (EPFL, Fall 2010) Lecture 10: The knapsack problem 24.11.2010 Lecturer: Prof. Friedrich Eisenbrand Scribe: Anu Harjula The knapsack problem The Knapsack problem is a problem

More information

CS 188: Artificial Intelligence

CS 188: Artificial Intelligence CS 188: Artificial Intelligence Markov Decision Processes Dan Klein, Pieter Abbeel University of California, Berkeley Non-Deterministic Search 1 Example: Grid World A maze-like problem The agent lives

More information

Chapter 15: Dynamic Programming

Chapter 15: Dynamic Programming Chapter 15: Dynamic Programming Dynamic programming is a general approach to making a sequence of interrelated decisions in an optimum way. While we can describe the general characteristics, the details

More information

Lecture 14: Basic Fixpoint Theorems (cont.)

Lecture 14: Basic Fixpoint Theorems (cont.) Lecture 14: Basic Fixpoint Theorems (cont) Predicate Transformers Monotonicity and Continuity Existence of Fixpoints Computing Fixpoints Fixpoint Characterization of CTL Operators 1 2 E M Clarke and E

More information

Lecture 19: March 20

Lecture 19: March 20 CS71 Randomness & Computation Spring 018 Instructor: Alistair Sinclair Lecture 19: March 0 Disclaimer: These notes have not been subjected to the usual scrutiny accorded to formal publications. They may

More information

Issues. Senate (Total = 100) Senate Group 1 Y Y N N Y 32 Senate Group 2 Y Y D N D 16 Senate Group 3 N N Y Y Y 30 Senate Group 4 D Y N D Y 22

Issues. Senate (Total = 100) Senate Group 1 Y Y N N Y 32 Senate Group 2 Y Y D N D 16 Senate Group 3 N N Y Y Y 30 Senate Group 4 D Y N D Y 22 1. Every year, the United States Congress must approve a budget for the country. In order to be approved, the budget must get a majority of the votes in the Senate, a majority of votes in the House, and

More information

then for any deterministic f,g and any other random variable

then for any deterministic f,g and any other random variable Martingales Thursday, December 03, 2015 2:01 PM References: Karlin and Taylor Ch. 6 Lawler Sec. 5.1-5.3 Homework 4 due date extended to Wednesday, December 16 at 5 PM. We say that a random variable is

More information

Interior-Point Algorithm for CLP II. yyye

Interior-Point Algorithm for CLP II.   yyye Conic Linear Optimization and Appl. Lecture Note #10 1 Interior-Point Algorithm for CLP II Yinyu Ye Department of Management Science and Engineering Stanford University Stanford, CA 94305, U.S.A. http://www.stanford.edu/

More information

1 Online Problem Examples

1 Online Problem Examples Comp 260: Advanced Algorithms Tufts University, Spring 2018 Prof. Lenore Cowen Scribe: Isaiah Mindich Lecture 9: Online Algorithms All of the algorithms we have studied so far operate on the assumption

More information

Essays on Some Combinatorial Optimization Problems with Interval Data

Essays on Some Combinatorial Optimization Problems with Interval Data Essays on Some Combinatorial Optimization Problems with Interval Data a thesis submitted to the department of industrial engineering and the institute of engineering and sciences of bilkent university

More information

Sublinear Time Algorithms Oct 19, Lecture 1

Sublinear Time Algorithms Oct 19, Lecture 1 0368.416701 Sublinear Time Algorithms Oct 19, 2009 Lecturer: Ronitt Rubinfeld Lecture 1 Scribe: Daniel Shahaf 1 Sublinear-time algorithms: motivation Twenty years ago, there was practically no investigation

More information

THE TRAVELING SALESMAN PROBLEM FOR MOVING POINTS ON A LINE

THE TRAVELING SALESMAN PROBLEM FOR MOVING POINTS ON A LINE THE TRAVELING SALESMAN PROBLEM FOR MOVING POINTS ON A LINE GÜNTER ROTE Abstract. A salesperson wants to visit each of n objects that move on a line at given constant speeds in the shortest possible time,

More information

MS-E2114 Investment Science Lecture 4: Applied interest rate analysis

MS-E2114 Investment Science Lecture 4: Applied interest rate analysis MS-E2114 Investment Science Lecture 4: Applied interest rate analysis A. Salo, T. Seeve Systems Analysis Laboratory Department of System Analysis and Mathematics Aalto University, School of Science Overview

More information

Maximum Contiguous Subsequences

Maximum Contiguous Subsequences Chapter 8 Maximum Contiguous Subsequences In this chapter, we consider a well-know problem and apply the algorithm-design techniques that we have learned thus far to this problem. While applying these

More information

Finding Equilibria in Games of No Chance

Finding Equilibria in Games of No Chance Finding Equilibria in Games of No Chance Kristoffer Arnsfelt Hansen, Peter Bro Miltersen, and Troels Bjerre Sørensen Department of Computer Science, University of Aarhus, Denmark {arnsfelt,bromille,trold}@daimi.au.dk

More information

Forecast Horizons for Production Planning with Stochastic Demand

Forecast Horizons for Production Planning with Stochastic Demand Forecast Horizons for Production Planning with Stochastic Demand Alfredo Garcia and Robert L. Smith Department of Industrial and Operations Engineering Universityof Michigan, Ann Arbor MI 48109 December

More information

Q1. [?? pts] Search Traces

Q1. [?? pts] Search Traces CS 188 Spring 2010 Introduction to Artificial Intelligence Midterm Exam Solutions Q1. [?? pts] Search Traces Each of the trees (G1 through G5) was generated by searching the graph (below, left) with a

More information

FMCAD 2011 Effective Word-Level Interpolation for Software Verification

FMCAD 2011 Effective Word-Level Interpolation for Software Verification FMCAD 2011 Effective Word-Level Interpolation for Software Verification Alberto Griggio FBK-IRST Motivations Craig interpolation applied succesfully for Formal Verification of both hardware and software

More information

Lecture l(x) 1. (1) x X

Lecture l(x) 1. (1) x X Lecture 14 Agenda for the lecture Kraft s inequality Shannon codes The relation H(X) L u (X) = L p (X) H(X) + 1 14.1 Kraft s inequality While the definition of prefix-free codes is intuitively clear, we

More information

A Study on Implied Constraints in a MaxSAT Approach to B2B Problems

A Study on Implied Constraints in a MaxSAT Approach to B2B Problems Miquel Bofill 1, Marc Garcia 1, Jesús Giráldez-Cru 2, and Mateu Villaret 1 1 Departament d Informàtica, Matemàtica Aplicada i Estadística, Universitat de Girona, Spain {mbofill,mgarciao,villaret}@imae.udg.edu

More information

CS 343: Artificial Intelligence

CS 343: Artificial Intelligence CS 343: Artificial Intelligence Markov Decision Processes II Prof. Scott Niekum The University of Texas at Austin [These slides based on those of Dan Klein and Pieter Abbeel for CS188 Intro to AI at UC

More information

Optimal Search for Parameters in Monte Carlo Simulation for Derivative Pricing

Optimal Search for Parameters in Monte Carlo Simulation for Derivative Pricing Optimal Search for Parameters in Monte Carlo Simulation for Derivative Pricing Prof. Chuan-Ju Wang Department of Computer Science University of Taipei Joint work with Prof. Ming-Yang Kao March 28, 2014

More information

Markov Decision Processes

Markov Decision Processes Markov Decision Processes Robert Platt Northeastern University Some images and slides are used from: 1. CS188 UC Berkeley 2. AIMA 3. Chris Amato Stochastic domains So far, we have studied search Can use

More information

LECTURE 2: MULTIPERIOD MODELS AND TREES

LECTURE 2: MULTIPERIOD MODELS AND TREES LECTURE 2: MULTIPERIOD MODELS AND TREES 1. Introduction One-period models, which were the subject of Lecture 1, are of limited usefulness in the pricing and hedging of derivative securities. In real-world

More information

The Traveling Salesman Problem. Time Complexity under Nondeterminism. A Nondeterministic Algorithm for tsp (d)

The Traveling Salesman Problem. Time Complexity under Nondeterminism. A Nondeterministic Algorithm for tsp (d) The Traveling Salesman Problem We are given n cities 1, 2,..., n and integer distances d ij between any two cities i and j. Assume d ij = d ji for convenience. The traveling salesman problem (tsp) asks

More information

Integer Programming. Review Paper (Fall 2001) Muthiah Prabhakar Ponnambalam (University of Texas Austin)

Integer Programming. Review Paper (Fall 2001) Muthiah Prabhakar Ponnambalam (University of Texas Austin) Integer Programming Review Paper (Fall 2001) Muthiah Prabhakar Ponnambalam (University of Texas Austin) Portfolio Construction Through Mixed Integer Programming at Grantham, Mayo, Van Otterloo and Company

More information

2 Deduction in Sentential Logic

2 Deduction in Sentential Logic 2 Deduction in Sentential Logic Though we have not yet introduced any formal notion of deductions (i.e., of derivations or proofs), we can easily give a formal method for showing that formulas are tautologies:

More information

Near-Uniform Sampling of Combinatorial Spaces Using XOR Constraints

Near-Uniform Sampling of Combinatorial Spaces Using XOR Constraints Near-Uniform Sampling of Combinatorial Spaces Using XOR Constraints Carla P. Gomes Ashish Sabharwal Bart Selman Department of Computer Science Cornell University, Ithaca NY 14853-7501, USA {gomes,sabhar,selman}@cs.cornell.edu

More information

Martingale Pricing Theory in Discrete-Time and Discrete-Space Models

Martingale Pricing Theory in Discrete-Time and Discrete-Space Models IEOR E4707: Foundations of Financial Engineering c 206 by Martin Haugh Martingale Pricing Theory in Discrete-Time and Discrete-Space Models These notes develop the theory of martingale pricing in a discrete-time,

More information

Finding optimal arbitrage opportunities using a quantum annealer

Finding optimal arbitrage opportunities using a quantum annealer Finding optimal arbitrage opportunities using a quantum annealer White Paper Finding optimal arbitrage opportunities using a quantum annealer Gili Rosenberg Abstract We present two formulations for finding

More information

Analysis of Computing Policies Using SAT Solvers (Short Paper)

Analysis of Computing Policies Using SAT Solvers (Short Paper) Analysis of Computing Policies Using SAT Solvers Short Paper Marijn J. H. Heule, Rezwana Reaz, H. B. Acharya, and Mohamed G. Gouda The University of Texas at Austin, United States {marijn,rezwana,acharya,gouda}@cs.utexas.edu

More information

Homework 1 posted, due Friday, September 30, 2 PM. Independence of random variables: We say that a collection of random variables

Homework 1 posted, due Friday, September 30, 2 PM. Independence of random variables: We say that a collection of random variables Generating Functions Tuesday, September 20, 2011 2:00 PM Homework 1 posted, due Friday, September 30, 2 PM. Independence of random variables: We say that a collection of random variables Is independent

More information

Game theory for. Leonardo Badia.

Game theory for. Leonardo Badia. Game theory for information engineering Leonardo Badia leonardo.badia@gmail.com Zero-sum games A special class of games, easier to solve Zero-sum We speak of zero-sum game if u i (s) = -u -i (s). player

More information

Complexity of Iterated Dominance and a New Definition of Eliminability

Complexity of Iterated Dominance and a New Definition of Eliminability Complexity of Iterated Dominance and a New Definition of Eliminability Vincent Conitzer and Tuomas Sandholm Carnegie Mellon University 5000 Forbes Avenue Pittsburgh, PA 15213 {conitzer, sandholm}@cs.cmu.edu

More information

Integer Programming Models

Integer Programming Models Integer Programming Models Fabio Furini December 10, 2014 Integer Programming Models 1 Outline 1 Combinatorial Auctions 2 The Lockbox Problem 3 Constructing an Index Fund Integer Programming Models 2 Integer

More information

Bounding Optimal Expected Revenues for Assortment Optimization under Mixtures of Multinomial Logits

Bounding Optimal Expected Revenues for Assortment Optimization under Mixtures of Multinomial Logits Bounding Optimal Expected Revenues for Assortment Optimization under Mixtures of Multinomial Logits Jacob Feldman School of Operations Research and Information Engineering, Cornell University, Ithaca,

More information

Optimal Sampling for a Loan Portfolio

Optimal Sampling for a Loan Portfolio Optimal Sampling for a Loan Portfolio Alex Kisselev (Pine River Cap Management) Pak-Wing Fok (University of Delaware) Kai Yang (George Washington University) Dubravka Bodiroga (George Washington University)

More information

Mechanism Design and Auctions

Mechanism Design and Auctions Mechanism Design and Auctions Game Theory Algorithmic Game Theory 1 TOC Mechanism Design Basics Myerson s Lemma Revenue-Maximizing Auctions Near-Optimal Auctions Multi-Parameter Mechanism Design and the

More information

Introduction to Greedy Algorithms: Huffman Codes

Introduction to Greedy Algorithms: Huffman Codes Introduction to Greedy Algorithms: Huffman Codes Yufei Tao ITEE University of Queensland In computer science, one interesting method to design algorithms is to go greedy, namely, keep doing the thing that

More information

Bidding Languages. Chapter Introduction. Noam Nisan

Bidding Languages. Chapter Introduction. Noam Nisan Chapter 1 Bidding Languages Noam Nisan 1.1 Introduction This chapter concerns the issue of the representation of bids in combinatorial auctions. Theoretically speaking, bids are simply abstract elements

More information

Chapter 2 Uncertainty Analysis and Sampling Techniques

Chapter 2 Uncertainty Analysis and Sampling Techniques Chapter 2 Uncertainty Analysis and Sampling Techniques The probabilistic or stochastic modeling (Fig. 2.) iterative loop in the stochastic optimization procedure (Fig..4 in Chap. ) involves:. Specifying

More information

CEC login. Student Details Name SOLUTIONS

CEC login. Student Details Name SOLUTIONS Student Details Name SOLUTIONS CEC login Instructions You have roughly 1 minute per point, so schedule your time accordingly. There is only one correct answer per question. Good luck! Question 1. Searching

More information

Multistage Stochastic Programming

Multistage Stochastic Programming IE 495 Lecture 21 Multistage Stochastic Programming Prof. Jeff Linderoth April 16, 2003 April 16, 2002 Stochastic Programming Lecture 21 Slide 1 Outline HW Fixes Multistage Stochastic Programming Modeling

More information

Lecture 5: Iterative Combinatorial Auctions

Lecture 5: Iterative Combinatorial Auctions COMS 6998-3: Algorithmic Game Theory October 6, 2008 Lecture 5: Iterative Combinatorial Auctions Lecturer: Sébastien Lahaie Scribe: Sébastien Lahaie In this lecture we examine a procedure that generalizes

More information

Lecture 7: Bayesian approach to MAB - Gittins index

Lecture 7: Bayesian approach to MAB - Gittins index Advanced Topics in Machine Learning and Algorithmic Game Theory Lecture 7: Bayesian approach to MAB - Gittins index Lecturer: Yishay Mansour Scribe: Mariano Schain 7.1 Introduction In the Bayesian approach

More information

Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques

Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques 1 Introduction Martin Branda 1 Abstract. We deal with real-life portfolio problem with Value at Risk, transaction

More information

An Algorithm for Distributing Coalitional Value Calculations among Cooperating Agents

An Algorithm for Distributing Coalitional Value Calculations among Cooperating Agents An Algorithm for Distributing Coalitional Value Calculations among Cooperating Agents Talal Rahwan and Nicholas R. Jennings School of Electronics and Computer Science, University of Southampton, Southampton

More information

Elastic demand solution methods

Elastic demand solution methods solution methods CE 392C October 6, 2016 REVIEW We ve added another consistency relationship: Route choices No vehicle left behind Link performance functions Shortest path OD matrix Travel times Demand

More information

Symmetry, Sliding Windows and Transfer Matrices.

Symmetry, Sliding Windows and Transfer Matrices. Symmetry, Sliding Windows and Transfer Matrices Alexander Shpunt Department of Physics, Massachusetts Institute of Technology, Cambridge, MA 02139, USA (Dated: May 16, 2008) In this paper we study 1D k-neighbor

More information

15-451/651: Design & Analysis of Algorithms October 23, 2018 Lecture #16: Online Algorithms last changed: October 22, 2018

15-451/651: Design & Analysis of Algorithms October 23, 2018 Lecture #16: Online Algorithms last changed: October 22, 2018 15-451/651: Design & Analysis of Algorithms October 23, 2018 Lecture #16: Online Algorithms last changed: October 22, 2018 Today we ll be looking at finding approximately-optimal solutions for problems

More information

Edinburgh Research Explorer

Edinburgh Research Explorer Edinburgh Research Explorer A Global Chance-Constraint for Stochastic Inventory Systems Under Service Level Constraints Citation for published version: Rossi, R, Tarim, SA, Hnich, B & Pestwich, S 2008,

More information

An Empirical Study of Optimization for Maximizing Diffusion in Networks

An Empirical Study of Optimization for Maximizing Diffusion in Networks An Empirical Study of Optimization for Maximizing Diffusion in Networks Kiyan Ahmadizadeh Bistra Dilkina, Carla P. Gomes, Ashish Sabharwal Cornell University Institute for Computational Sustainability

More information

1 Shapley-Shubik Model

1 Shapley-Shubik Model 1 Shapley-Shubik Model There is a set of buyers B and a set of sellers S each selling one unit of a good (could be divisible or not). Let v ij 0 be the monetary value that buyer j B assigns to seller i

More information

Chapter wise Question bank

Chapter wise Question bank GOVERNMENT ENGINEERING COLLEGE - MODASA Chapter wise Question bank Subject Name Analysis and Design of Algorithm Semester Department 5 th Term ODD 2015 Information Technology / Computer Engineering Chapter

More information

ELEMENTS OF MONTE CARLO SIMULATION

ELEMENTS OF MONTE CARLO SIMULATION APPENDIX B ELEMENTS OF MONTE CARLO SIMULATION B. GENERAL CONCEPT The basic idea of Monte Carlo simulation is to create a series of experimental samples using a random number sequence. According to the

More information

4: SINGLE-PERIOD MARKET MODELS

4: SINGLE-PERIOD MARKET MODELS 4: SINGLE-PERIOD MARKET MODELS Marek Rutkowski School of Mathematics and Statistics University of Sydney Semester 2, 2016 M. Rutkowski (USydney) Slides 4: Single-Period Market Models 1 / 87 General Single-Period

More information

The Complexity of Simple and Optimal Deterministic Mechanisms for an Additive Buyer. Xi Chen, George Matikas, Dimitris Paparas, Mihalis Yannakakis

The Complexity of Simple and Optimal Deterministic Mechanisms for an Additive Buyer. Xi Chen, George Matikas, Dimitris Paparas, Mihalis Yannakakis The Complexity of Simple and Optimal Deterministic Mechanisms for an Additive Buyer Xi Chen, George Matikas, Dimitris Paparas, Mihalis Yannakakis Seller has n items for sale The Set-up Seller has n items

More information

Column generation to solve planning problems

Column generation to solve planning problems Column generation to solve planning problems ALGORITMe Han Hoogeveen 1 Continuous Knapsack problem We are given n items with integral weight a j ; integral value c j. B is a given integer. Goal: Find a

More information

e-companion ONLY AVAILABLE IN ELECTRONIC FORM

e-companion ONLY AVAILABLE IN ELECTRONIC FORM OPERATIONS RESEARCH doi 1.1287/opre.11.864ec e-companion ONLY AVAILABLE IN ELECTRONIC FORM informs 21 INFORMS Electronic Companion Risk Analysis of Collateralized Debt Obligations by Kay Giesecke and Baeho

More information

The Real Numbers. Here we show one way to explicitly construct the real numbers R. First we need a definition.

The Real Numbers. Here we show one way to explicitly construct the real numbers R. First we need a definition. The Real Numbers Here we show one way to explicitly construct the real numbers R. First we need a definition. Definitions/Notation: A sequence of rational numbers is a funtion f : N Q. Rather than write

More information

A DNC function that computes no effectively bi-immune set

A DNC function that computes no effectively bi-immune set A DNC function that computes no effectively bi-immune set Achilles A. Beros Laboratoire d Informatique de Nantes Atlantique, Université de Nantes July 5, 204 Standard Definitions Definition f is diagonally

More information

A Formal Study of Distributed Resource Allocation Strategies in Multi-Agent Systems

A Formal Study of Distributed Resource Allocation Strategies in Multi-Agent Systems A Formal Study of Distributed Resource Allocation Strategies in Multi-Agent Systems Jiaying Shen, Micah Adler, Victor Lesser Department of Computer Science University of Massachusetts Amherst, MA 13 Abstract

More information

Probability. An intro for calculus students P= Figure 1: A normal integral

Probability. An intro for calculus students P= Figure 1: A normal integral Probability An intro for calculus students.8.6.4.2 P=.87 2 3 4 Figure : A normal integral Suppose we flip a coin 2 times; what is the probability that we get more than 2 heads? Suppose we roll a six-sided

More information

Binary Decision Diagrams

Binary Decision Diagrams Binary Decision Diagrams Hao Zheng Department of Computer Science and Engineering University of South Florida Tampa, FL 33620 Email: zheng@cse.usf.edu Phone: (813)974-4757 Fax: (813)974-5456 Hao Zheng

More information

Mechanism Design For Set Cover Games When Elements Are Agents

Mechanism Design For Set Cover Games When Elements Are Agents Mechanism Design For Set Cover Games When Elements Are Agents Zheng Sun, Xiang-Yang Li 2, WeiZhao Wang 2, and Xiaowen Chu Hong Kong Baptist University, Hong Kong, China, {sunz,chxw}@comp.hkbu.edu.hk 2

More information

Scenario-Based Value-at-Risk Optimization

Scenario-Based Value-at-Risk Optimization Scenario-Based Value-at-Risk Optimization Oleksandr Romanko Quantitative Research Group, Algorithmics Incorporated, an IBM Company Joint work with Helmut Mausser Fields Industrial Optimization Seminar

More information

Lecture Quantitative Finance Spring Term 2015

Lecture Quantitative Finance Spring Term 2015 implied Lecture Quantitative Finance Spring Term 2015 : May 7, 2015 1 / 28 implied 1 implied 2 / 28 Motivation and setup implied the goal of this chapter is to treat the implied which requires an algorithm

More information

SOLVING ROBUST SUPPLY CHAIN PROBLEMS

SOLVING ROBUST SUPPLY CHAIN PROBLEMS SOLVING ROBUST SUPPLY CHAIN PROBLEMS Daniel Bienstock Nuri Sercan Özbay Columbia University, New York November 13, 2005 Project with Lucent Technologies Optimize the inventory buffer levels in a complicated

More information

Competitive Market Model

Competitive Market Model 57 Chapter 5 Competitive Market Model The competitive market model serves as the basis for the two different multi-user allocation methods presented in this thesis. This market model prices resources based

More information

Strong Subgraph k-connectivity of Digraphs

Strong Subgraph k-connectivity of Digraphs Strong Subgraph k-connectivity of Digraphs Yuefang Sun joint work with Gregory Gutin, Anders Yeo, Xiaoyan Zhang yuefangsun2013@163.com Department of Mathematics Shaoxing University, China July 2018, Zhuhai

More information

Binary Decision Diagrams

Binary Decision Diagrams Binary Decision Diagrams Hao Zheng Department of Computer Science and Engineering University of South Florida Tampa, FL 33620 Email: zheng@cse.usf.edu Phone: (813)974-4757 Fax: (813)974-5456 Hao Zheng

More information

EE365: Markov Decision Processes

EE365: Markov Decision Processes EE365: Markov Decision Processes Markov decision processes Markov decision problem Examples 1 Markov decision processes 2 Markov decision processes add input (or action or control) to Markov chain with

More information

Trust Region Methods for Unconstrained Optimisation

Trust Region Methods for Unconstrained Optimisation Trust Region Methods for Unconstrained Optimisation Lecture 9, Numerical Linear Algebra and Optimisation Oxford University Computing Laboratory, MT 2007 Dr Raphael Hauser (hauser@comlab.ox.ac.uk) The Trust

More information

On the Optimality of a Family of Binary Trees Techical Report TR

On the Optimality of a Family of Binary Trees Techical Report TR On the Optimality of a Family of Binary Trees Techical Report TR-011101-1 Dana Vrajitoru and William Knight Indiana University South Bend Department of Computer and Information Sciences Abstract In this

More information

0/1 knapsack problem knapsack problem

0/1 knapsack problem knapsack problem 1 (1) 0/1 knapsack problem. A thief robbing a safe finds it filled with N types of items of varying size and value, but has only a small knapsack of capacity M to use to carry the goods. More precisely,

More information

An effective perfect-set theorem

An effective perfect-set theorem An effective perfect-set theorem David Belanger, joint with Keng Meng (Selwyn) Ng CTFM 2016 at Waseda University, Tokyo Institute for Mathematical Sciences National University of Singapore The perfect

More information

Feb. 4 Math 2335 sec 001 Spring 2014

Feb. 4 Math 2335 sec 001 Spring 2014 Feb. 4 Math 2335 sec 001 Spring 2014 Propagated Error in Function Evaluation Let f (x) be some differentiable function. Suppose x A is an approximation to x T, and we wish to determine the function value

More information

Uncertainty in Equilibrium

Uncertainty in Equilibrium Uncertainty in Equilibrium Larry Blume May 1, 2007 1 Introduction The state-preference approach to uncertainty of Kenneth J. Arrow (1953) and Gérard Debreu (1959) lends itself rather easily to Walrasian

More information

Technical Report Doc ID: TR April-2009 (Last revised: 02-June-2009)

Technical Report Doc ID: TR April-2009 (Last revised: 02-June-2009) Technical Report Doc ID: TR-1-2009. 14-April-2009 (Last revised: 02-June-2009) The homogeneous selfdual model algorithm for linear optimization. Author: Erling D. Andersen In this white paper we present

More information

Structural Induction

Structural Induction Structural Induction Jason Filippou CMSC250 @ UMCP 07-05-2016 Jason Filippou (CMSC250 @ UMCP) Structural Induction 07-05-2016 1 / 26 Outline 1 Recursively defined structures 2 Proofs Binary Trees Jason

More information

Markov Decision Process

Markov Decision Process Markov Decision Process Human-aware Robotics 2018/02/13 Chapter 17.3 in R&N 3rd Ø Announcement: q Slides for this lecture are here: http://www.public.asu.edu/~yzhan442/teaching/cse471/lectures/mdp-ii.pdf

More information