Slides credited from Hsu-Chun Hsiao

Size: px
Start display at page:

Download "Slides credited from Hsu-Chun Hsiao"

Transcription

1 Slides credited from Hsu-Chun Hsiao

2 Greedy Algorithms Greedy #1: Activity-Selection / Interval Scheduling Greedy #2: Coin Changing Greedy #3: Fractional Knapsack Problem Greedy #4: Breakpoint Selection Greedy #5: Huffman Codes Greedy #6: Scheduling to Minimize Lateness Greedy #7: Task-Scheduling 2

3 To yield an optimal solution, the problem should exhibit 1. Greedy-Choice Property : making locally optimal (greedy) choices leads to a globally optimal solution 2. Optimal Substructure : an optimal solution to the problem contains within it optimal solutions to subproblems 3

4 4

5 Input: a finite set S = a 1, a 2,, a n of n tasks, their processing time t 1, t 2,, t n, and integer deadlines d 1, d 2,, d n Job Processing Time (t i ) Deadline (d i ) Output: a schedule that minimizes the maximum lateness Lateness a 4 a 1 a 3 a

6 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness Let a schedule H contains s H, j and f H, j as the start time and finish time of job j f H, j s H, j = t j Lateness of job j in H is L H, j = max 0, f H, j d j The goal is to minimize max j L H, j = max j 0, f H, j d j 6

7 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness Idea Shortest-processing-time-first w/o idle time? Earliest-deadline-first w/o idle time? Practice: prove that any schedule w/ idle is not optimal 7

8 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness Idea Shortest-processing-time-first w/o idle time? Lateness 0 1 a 1 a Lateness 0 0 a 2 a Job 1 2 Processing Time (t i ) 1 2 Deadline (d i )

9 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness Idea Earliest-deadline-first w/o idle time? Greedy algorithm Min-Lateness(n, t[], d[]) sort tasks by deadlines s.t. d[1] d[2]... d[n] ct = 0 // current time for j = 1 to n assign job j to interval (ct, ct + t[j]) s[j] = ct f[j] = s[j] + t[j] ct = ct + t[j] return s[], f[] 9

10 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness Greedy choice: first select the task with the earliest deadline Proof via contradiction Assume that there is no OPT including this greedy choice If OPT processes a 1 as the i-th task (a k ), we can switch a k and a 1 into OPT The maximum lateness must be equal or lower, because L OPT L OPT 10

11 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness If a k is not late in OPT : Generalization of this property? If a k is late in OPT : L(OPT, k) L(OPT, 1) OPT a k a 1 L(OPT, 1) L(OPT, k) OPT a 1 a k 11

12 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness There is an optimal scheduling w/o inversions given d 1 d 2 d n a i and a j are inverted if d i < d j but a j is scheduled before a i Proof via contradiction Assume that OPT has a i and a j that are inverted Let OPT = OPT but a i and a j are swapped OPT is equal or better than OPT, because L OPT L OPT 12

13 Scheduling to Minimize Lateness Problem Input: n tasks with their processing time t 1, t 2,, t n, and deadlines d 1, d 2,, d n Output: the schedule that minimizes the maximum lateness L(OPT, j) If a j is not late in OPT : If a j is late in OPT : OPT a j L(OPT, i) a i Optimal Solution = Greedy Choice + Subproblem Solution OPT L(OPT, i) L(OPT, j) a i a j The earliest-deadline-first greedy algorithm is optimal 13

14 14 Textbook Chapter 16.5 A task-scheduling problem as a matroid

15 Input: a finite set S = a 1, a 2,, a n of n unit-time tasks, their corresponding integer deadlines d 1, d 2,, d n (1 d i n), and nonnegative penalties w 1, w 2,, w n if a i is not finished by time d i Job Deadline (d i ) Penalty (w i ) Output: a schedule that minimizes the total penalty Penalty a 4 a 2 a 3 a 6 a 5 a 7 a 1 0 n 15

16 Task-Scheduling Problem Input: n tasks with their deadlines d 1, d 2,, d n and penalties w 1, w 2,, w n Output: the schedule that minimizes the total penalty Let a schedule H is the OPT A task a i is late in H if f H, i > d j Task d i A task a i is early in H if f H, i d j We can have an early-first schedule H with the same total penalty (OPT) H Penalty w i a 4 a 2 a 3 a 6 a 5 a 7 a 1 0 n H Penalty a 2 a 3 a 6 a 5 a 7 a 4 a 1 0 n If the late task proceeds the early task, switching them makes the early one earlier and late one still late 16

17 Task-Scheduling Problem Input: n tasks with their deadlines d 1, d 2,, d n and penalties w 1, w 2,, w n Output: the schedule that minimizes the total penalty Rethink the problem: maximize the total penalty for the set of early tasks Task Idea d i w i Largest-penalty-first w/o idle time? Earliest-deadline-first w/o idle time? Penalty a 2 a 3 a 6 a 5 a 7 a 4 a 1 0 n 17

18 Task-Scheduling Problem Input: n tasks with their deadlines d 1, d 2,, d n and penalties w 1, w 2,, w n Output: the schedule that minimizes the total penalty Greedy choice: select the largest-penalty task into the early set if feasible Proof via contradiction Assume that there is no OPT including this greedy choice If OPT processes a i after d i, we can switch a j and a i into OPT The maximum penalty must be equal or lower, because w i w j Penalty a j d i w i a i 0 n Penalty w j a i d i a j 0 n 18

19 Task-Scheduling Problem Input: n tasks with their deadlines d 1, d 2,, d n and penalties w 1, w 2,, w n Output: the schedule that minimizes the total penalty Greedy algorithm Task-Scheduling(n, d[], w[]) sort tasks by penalties s.t. w[1] w[2] w[n] for i = 1 to n find the latest available index j <= d[i] if j > 0 A = A {i} mark index j unavailable return A // the set of early tasks Can it be better? Practice: reduce the time for finding the latest available index 19

20 Job Deadline (d i ) Penalty (w i ) a 4 a 2 a 3 a 1 a 7 a 5 a Total penalty = = 50 20

21 Greedy : always makes the choice that looks best at the moment in the hope that this choice will lead to a globally optimal solution When to use greedy Whether the problem has optimal substructure Whether we can make a greedy choice and remain only one subproblem Common for optimization problem Optimal Solution = Greedy Choice + Subproblem Solution Prove for correctness Optimal substructure Greedy choice property 21

22 22 Important announcement will be sent mailbox & post to the course website Course Website:

CSE202: Algorithm Design and Analysis. Ragesh Jaiswal, CSE, UCSD

CSE202: Algorithm Design and Analysis. Ragesh Jaiswal, CSE, UCSD Fractional knapsack Problem Fractional knapsack: You are a thief and you have a sack of size W. There are n divisible items. Each item i has a volume W (i) and a total value V (i). Design an algorithm

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

2. This algorithm does not solve the problem of finding a maximum cardinality set of non-overlapping intervals. Consider the following intervals:

2. This algorithm does not solve the problem of finding a maximum cardinality set of non-overlapping intervals. Consider the following intervals: 1. No solution. 2. This algorithm does not solve the problem of finding a maximum cardinality set of non-overlapping intervals. Consider the following intervals: E A B C D Obviously, the optimal solution

More information

useful than solving these yourself, writing up your solution and then either comparing your

useful than solving these yourself, writing up your solution and then either comparing your CSE 441T/541T: Advanced Algorithms Fall Semester, 2003 September 9, 2004 Practice Problems Solutions Here are the solutions for the practice problems. However, reading these is far less useful than solving

More information

Homework #4. CMSC351 - Spring 2013 PRINT Name : Due: Thu Apr 16 th at the start of class

Homework #4. CMSC351 - Spring 2013 PRINT Name : Due: Thu Apr 16 th at the start of class Homework #4 CMSC351 - Spring 2013 PRINT Name : Due: Thu Apr 16 th at the start of class o Grades depend on neatness and clarity. o Write your answers with enough detail about your approach and concepts

More information

CSE 417 Dynamic Programming (pt 2) Look at the Last Element

CSE 417 Dynamic Programming (pt 2) Look at the Last Element CSE 417 Dynamic Programming (pt 2) Look at the Last Element Reminders > HW4 is due on Friday start early! if you run into problems loading data (date parsing), try running java with Duser.country=US Duser.language=en

More information

Handout 4: Deterministic Systems and the Shortest Path Problem

Handout 4: Deterministic Systems and the Shortest Path Problem SEEM 3470: Dynamic Optimization and Applications 2013 14 Second Term Handout 4: Deterministic Systems and the Shortest Path Problem Instructor: Shiqian Ma January 27, 2014 Suggested Reading: Bertsekas

More information

What is Greedy Approach? Control abstraction for Greedy Method. Three important activities

What is Greedy Approach? Control abstraction for Greedy Method. Three important activities 0-0-07 What is Greedy Approach? Suppose that a problem can be solved by a sequence of decisions. The greedy method has that each decision is locally optimal. These locally optimal solutions will finally

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

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

June 11, Dynamic Programming( Weighted Interval Scheduling)

June 11, Dynamic Programming( Weighted Interval Scheduling) Dynamic Programming( Weighted Interval Scheduling) June 11, 2014 Problem Statement: 1 We have a resource and many people request to use the resource for periods of time (an interval of time) 2 Each interval

More information

Maximizing the Spread of Influence through a Social Network Problem/Motivation: Suppose we want to market a product or promote an idea or behavior in

Maximizing the Spread of Influence through a Social Network Problem/Motivation: Suppose we want to market a product or promote an idea or behavior in Maximizing the Spread of Influence through a Social Network Problem/Motivation: Suppose we want to market a product or promote an idea or behavior in a society. In order to do so, we can target individuals,

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

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

CS599: Algorithm Design in Strategic Settings Fall 2012 Lecture 6: Prior-Free Single-Parameter Mechanism Design (Continued)

CS599: Algorithm Design in Strategic Settings Fall 2012 Lecture 6: Prior-Free Single-Parameter Mechanism Design (Continued) CS599: Algorithm Design in Strategic Settings Fall 2012 Lecture 6: Prior-Free Single-Parameter Mechanism Design (Continued) Instructor: Shaddin Dughmi Administrivia Homework 1 due today. Homework 2 out

More information

Programming for Engineers in Python

Programming for Engineers in Python Programming for Engineers in Python Lecture 12: Dynamic Programming Autumn 2011-12 1 Lecture 11: Highlights GUI (Based on slides from the course Software1, CS, TAU) GUI in Python (Based on Chapter 19 from

More information

1) S = {s}; 2) for each u V {s} do 3) dist[u] = cost(s, u); 4) Insert u into a 2-3 tree Q with dist[u] as the key; 5) for i = 1 to n 1 do 6) Identify

1) S = {s}; 2) for each u V {s} do 3) dist[u] = cost(s, u); 4) Insert u into a 2-3 tree Q with dist[u] as the key; 5) for i = 1 to n 1 do 6) Identify CSE 3500 Algorithms and Complexity Fall 2016 Lecture 17: October 25, 2016 Dijkstra s Algorithm Dijkstra s algorithm for the SSSP problem generates the shortest paths in nondecreasing order of the shortest

More information

Recharging Bandits. Joint work with Nicole Immorlica.

Recharging Bandits. Joint work with Nicole Immorlica. Recharging Bandits Bobby Kleinberg Cornell University Joint work with Nicole Immorlica. NYU Machine Learning Seminar New York, NY 24 Oct 2017 Prologue Can you construct a dinner schedule that: never goes

More information

CS599: Algorithm Design in Strategic Settings Fall 2012 Lecture 4: Prior-Free Single-Parameter Mechanism Design. Instructor: Shaddin Dughmi

CS599: Algorithm Design in Strategic Settings Fall 2012 Lecture 4: Prior-Free Single-Parameter Mechanism Design. Instructor: Shaddin Dughmi CS599: Algorithm Design in Strategic Settings Fall 2012 Lecture 4: Prior-Free Single-Parameter Mechanism Design Instructor: Shaddin Dughmi Administrivia HW out, due Friday 10/5 Very hard (I think) Discuss

More information

Dynamic Programming and Reinforcement Learning

Dynamic Programming and Reinforcement Learning Dynamic Programming and Reinforcement Learning Daniel Russo Columbia Business School Decision Risk and Operations Division Fall, 2017 Daniel Russo (Columbia) Fall 2017 1 / 34 Supervised Machine Learning

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

6.231 DYNAMIC PROGRAMMING LECTURE 3 LECTURE OUTLINE

6.231 DYNAMIC PROGRAMMING LECTURE 3 LECTURE OUTLINE 6.21 DYNAMIC PROGRAMMING LECTURE LECTURE OUTLINE Deterministic finite-state DP problems Backward shortest path algorithm Forward shortest path algorithm Shortest path examples Alternative shortest path

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

and, we have z=1.5x. Substituting in the constraint leads to, x=7.38 and z=11.07.

and, we have z=1.5x. Substituting in the constraint leads to, x=7.38 and z=11.07. EconS 526 Problem Set 2. Constrained Optimization Problem 1. Solve the optimal values for the following problems. For (1a) check that you derived a minimum. For (1b) and (1c), check that you derived a

More information

Stochastic Optimization Methods in Scheduling. Rolf H. Möhring Technische Universität Berlin Combinatorial Optimization and Graph Algorithms

Stochastic Optimization Methods in Scheduling. Rolf H. Möhring Technische Universität Berlin Combinatorial Optimization and Graph Algorithms Stochastic Optimization Methods in Scheduling Rolf H. Möhring Technische Universität Berlin Combinatorial Optimization and Graph Algorithms More expensive and longer... Eurotunnel Unexpected loss of 400,000,000

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

CSE 417 Algorithms. Huffman Codes: An Optimal Data Compression Method

CSE 417 Algorithms. Huffman Codes: An Optimal Data Compression Method CSE 417 Algorithms Huffman Codes: An Optimal Data Compression Method 1 Compression Example 100k file, 6 letter alphabet: a 45% b 13% c 12% d 16% e 9% f 5% File Size: ASCII, 8 bits/char: 800kbits 2 3 >

More information

Project Planning. Jesper Larsen. Department of Management Engineering Technical University of Denmark

Project Planning. Jesper Larsen. Department of Management Engineering Technical University of Denmark Project Planning jesla@man.dtu.dk Department of Management Engineering Technical University of Denmark 1 Project Management Project Management is a set of techniques that helps management manage large-scale

More information

CE 191: Civil and Environmental Engineering Systems Analysis. LEC 15 : DP Examples

CE 191: Civil and Environmental Engineering Systems Analysis. LEC 15 : DP Examples CE 191: Civil and Environmental Engineering Systems Analysis LEC 15 : DP Examples Professor Scott Moura Civil & Environmental Engineering University of California, Berkeley Fall 2014 Prof. Moura UC Berkeley

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

UNIT 2. Greedy Method GENERAL METHOD

UNIT 2. Greedy Method GENERAL METHOD UNIT 2 GENERAL METHOD Greedy Method Greedy is the most straight forward design technique. Most of the problems have n inputs and require us to obtain a subset that satisfies some constraints. Any subset

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

Homework solutions, Chapter 8

Homework solutions, Chapter 8 Homework solutions, Chapter 8 NOTE: We might think of 8.1 as being a section devoted to setting up the networks and 8.2 as solving them, but only 8.2 has a homework section. Section 8.2 2. Use Dijkstra

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

Financial Optimization ISE 347/447. Lecture 15. Dr. Ted Ralphs

Financial Optimization ISE 347/447. Lecture 15. Dr. Ted Ralphs Financial Optimization ISE 347/447 Lecture 15 Dr. Ted Ralphs ISE 347/447 Lecture 15 1 Reading for This Lecture C&T Chapter 12 ISE 347/447 Lecture 15 2 Stock Market Indices A stock market index is a statistic

More information

ECE 586GT: Problem Set 1: Problems and Solutions Analysis of static games

ECE 586GT: Problem Set 1: Problems and Solutions Analysis of static games University of Illinois Fall 2018 ECE 586GT: Problem Set 1: Problems and Solutions Analysis of static games Due: Tuesday, Sept. 11, at beginning of class Reading: Course notes, Sections 1.1-1.4 1. [A random

More information

MODULE-1 ASSIGNMENT-2

MODULE-1 ASSIGNMENT-2 MODULE-1 ASSIGNMENT-2 An investor has Rs 20 lakhs with her and considers three schemes to invest the money for one year. The expected returns are 10%, 12% and 15% for the three schemes per year. The third

More information

6.231 DYNAMIC PROGRAMMING LECTURE 3 LECTURE OUTLINE

6.231 DYNAMIC PROGRAMMING LECTURE 3 LECTURE OUTLINE 6.21 DYNAMIC PROGRAMMING LECTURE LECTURE OUTLINE Deterministic finite-state DP problems Backward shortest path algorithm Forward shortest path algorithm Shortest path examples Alternative shortest path

More information

Linear functions Increasing Linear Functions. Decreasing Linear Functions

Linear functions Increasing Linear Functions. Decreasing Linear Functions 3.5 Increasing, Decreasing, Max, and Min So far we have been describing graphs using quantitative information. That s just a fancy way to say that we ve been using numbers. Specifically, we have described

More information

Dynamic Programming cont. We repeat: The Dynamic Programming Template has three parts.

Dynamic Programming cont. We repeat: The Dynamic Programming Template has three parts. Page 1 Dynamic Programming cont. We repeat: The Dynamic Programming Template has three parts. Subproblems Sometimes this is enough if the algorithm and its complexity is obvious. Recursion Algorithm Must

More information

Congestion Control In The Internet Part 1: Theory. JY Le Boudec 2015

Congestion Control In The Internet Part 1: Theory. JY Le Boudec 2015 1 Congestion Control In The Internet Part 1: Theory JY Le Boudec 2015 Plan of This Module Part 1: Congestion Control, Theory Part 2: How it is implemented in TCP/IP Textbook 2 3 Theory of Congestion Control

More information

ORF 307: Lecture 12. Linear Programming: Chapter 11: Game Theory

ORF 307: Lecture 12. Linear Programming: Chapter 11: Game Theory ORF 307: Lecture 12 Linear Programming: Chapter 11: Game Theory Robert J. Vanderbei April 3, 2018 Slides last edited on April 3, 2018 http://www.princeton.edu/ rvdb Game Theory John Nash = A Beautiful

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

Using the Maximin Principle

Using the Maximin Principle Using the Maximin Principle Under the maximin principle, it is easy to see that Rose should choose a, making her worst-case payoff 0. Colin s similar rationality as a player induces him to play (under

More information

Real-time Scheduling of Aperiodic and Sporadic Tasks (2) Advanced Operating Systems Lecture 5

Real-time Scheduling of Aperiodic and Sporadic Tasks (2) Advanced Operating Systems Lecture 5 Real-time Scheduling of Aperiodic and Sporadic Tasks (2) Advanced Operating Systems Lecture 5 Lecture outline Scheduling aperiodic jobs (cont d) Simple sporadic server Scheduling sporadic jobs 2 Limitations

More information

Chapter 21. Dynamic Programming CONTENTS 21.1 A SHORTEST-ROUTE PROBLEM 21.2 DYNAMIC PROGRAMMING NOTATION

Chapter 21. Dynamic Programming CONTENTS 21.1 A SHORTEST-ROUTE PROBLEM 21.2 DYNAMIC PROGRAMMING NOTATION Chapter 21 Dynamic Programming CONTENTS 21.1 A SHORTEST-ROUTE PROBLEM 21.2 DYNAMIC PROGRAMMING NOTATION 21.3 THE KNAPSACK PROBLEM 21.4 A PRODUCTION AND INVENTORY CONTROL PROBLEM 23_ch21_ptg01_Web.indd

More information

Optimization Methods in Management Science

Optimization Methods in Management Science Problem Set Rules: Optimization Methods in Management Science MIT 15.053, Spring 2013 Problem Set 6, Due: Thursday April 11th, 2013 1. Each student should hand in an individual problem set. 2. Discussing

More information

CS224W: Social and Information Network Analysis Jure Leskovec, Stanford University

CS224W: Social and Information Network Analysis Jure Leskovec, Stanford University CS224W: Social and Information Network Analysis Jure Leskovec, Stanford University http://cs224w.stanford.edu 10/27/16 Jure Leskovec, Stanford CS224W: Social and Information Network Analysis, http://cs224w.stanford.edu

More information

Deterministic Dynamic Programming

Deterministic Dynamic Programming Deterministic Dynamic Programming Dynamic programming is a technique that can be used to solve many optimization problems. In most applications, dynamic programming obtains solutions by working backward

More information

FUNCIONAMIENTO DEL ALGORITMO DEL PCR: EUPHEMIA

FUNCIONAMIENTO DEL ALGORITMO DEL PCR: EUPHEMIA FUNCIONAMIENTO DEL ALGORITMO DEL PCR: EUPHEMIA 09-04-2013 INTRODUCTION PCR can have two functions: For Power Exchanges: Most competitive price will arise & Overall welfare increases Isolated Markets Price

More information

Algorithmic Game Theory (a primer) Depth Qualifying Exam for Ashish Rastogi (Ph.D. candidate)

Algorithmic Game Theory (a primer) Depth Qualifying Exam for Ashish Rastogi (Ph.D. candidate) Algorithmic Game Theory (a primer) Depth Qualifying Exam for Ashish Rastogi (Ph.D. candidate) 1 Game Theory Theory of strategic behavior among rational players. Typical game has several players. Each player

More information

Discrete Mathematics for CS Spring 2008 David Wagner Final Exam

Discrete Mathematics for CS Spring 2008 David Wagner Final Exam CS 70 Discrete Mathematics for CS Spring 2008 David Wagner Final Exam PRINT your name:, (last) SIGN your name: (first) PRINT your Unix account login: Your section time (e.g., Tue 3pm): Name of the person

More information

Single Machine Inserted Idle Time Scheduling with Release Times and Due Dates

Single Machine Inserted Idle Time Scheduling with Release Times and Due Dates Single Machine Inserted Idle Time Scheduling with Release Times and Due Dates Natalia Grigoreva Department of Mathematics and Mechanics, St.Petersburg State University, Russia n.s.grig@gmail.com Abstract.

More information

Introduction to Dynamic Programming

Introduction to Dynamic Programming Introduction to Dynamic Programming http://bicmr.pku.edu.cn/~wenzw/bigdata2018.html Acknowledgement: this slides is based on Prof. Mengdi Wang s and Prof. Dimitri Bertsekas lecture notes Outline 2/65 1

More information

Posted-Price Mechanisms and Prophet Inequalities

Posted-Price Mechanisms and Prophet Inequalities Posted-Price Mechanisms and Prophet Inequalities BRENDAN LUCIER, MICROSOFT RESEARCH WINE: CONFERENCE ON WEB AND INTERNET ECONOMICS DECEMBER 11, 2016 The Plan 1. Introduction to Prophet Inequalities 2.

More information

COS 318: Operating Systems. CPU Scheduling. Jaswinder Pal Singh Computer Science Department Princeton University

COS 318: Operating Systems. CPU Scheduling. Jaswinder Pal Singh Computer Science Department Princeton University COS 318: Operating Systems CPU Scheduling Jaswinder Pal Singh Computer Science Department Princeton University (http://www.cs.princeton.edu/courses/cos318/) Today s Topics u CPU scheduling basics u CPU

More information

Advanced Operations Research Prof. G. Srinivasan Dept of Management Studies Indian Institute of Technology, Madras

Advanced Operations Research Prof. G. Srinivasan Dept of Management Studies Indian Institute of Technology, Madras Advanced Operations Research Prof. G. Srinivasan Dept of Management Studies Indian Institute of Technology, Madras Lecture 23 Minimum Cost Flow Problem In this lecture, we will discuss the minimum cost

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

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

Reinforcement learning and Markov Decision Processes (MDPs) (B) Avrim Blum

Reinforcement learning and Markov Decision Processes (MDPs) (B) Avrim Blum Reinforcement learning and Markov Decision Processes (MDPs) 15-859(B) Avrim Blum RL and MDPs General scenario: We are an agent in some state. Have observations, perform actions, get rewards. (See lights,

More information

Lecture 17: More on Markov Decision Processes. Reinforcement learning

Lecture 17: More on Markov Decision Processes. Reinforcement learning Lecture 17: More on Markov Decision Processes. Reinforcement learning Learning a model: maximum likelihood Learning a value function directly Monte Carlo Temporal-difference (TD) learning COMP-424, Lecture

More information

Lecture 5 January 30

Lecture 5 January 30 EE 223: Stochastic Estimation and Control Spring 2007 Lecture 5 January 30 Lecturer: Venkat Anantharam Scribe: aryam Kamgarpour 5.1 Secretary Problem The problem set-up is explained in Lecture 4. We review

More information

The Irrevocable Multi-Armed Bandit Problem

The Irrevocable Multi-Armed Bandit Problem The Irrevocable Multi-Armed Bandit Problem Ritesh Madan Qualcomm-Flarion Technologies May 27, 2009 Joint work with Vivek Farias (MIT) 2 Multi-Armed Bandit Problem n arms, where each arm i is a Markov Decision

More information

1 Appendix A: Definition of equilibrium

1 Appendix A: Definition of equilibrium Online Appendix to Partnerships versus Corporations: Moral Hazard, Sorting and Ownership Structure Ayca Kaya and Galina Vereshchagina Appendix A formally defines an equilibrium in our model, Appendix B

More information

Online Algorithms SS 2013

Online Algorithms SS 2013 Faculty of Computer Science, Electrical Engineering and Mathematics Algorithms and Complexity research group Jun.-Prof. Dr. Alexander Skopalik Online Algorithms SS 2013 Summary of the lecture by Vanessa

More information

2) What is algorithm?

2) What is algorithm? 2) What is algorithm? Step by step procedure designed to perform an operation, and which (like a map or flowchart) will lead to the sought result if followed correctly. Algorithms have a definite beginning

More information

Optimization Prof. A. Goswami Department of Mathematics Indian Institute of Technology, Kharagpur. Lecture - 18 PERT

Optimization Prof. A. Goswami Department of Mathematics Indian Institute of Technology, Kharagpur. Lecture - 18 PERT Optimization Prof. A. Goswami Department of Mathematics Indian Institute of Technology, Kharagpur Lecture - 18 PERT (Refer Slide Time: 00:56) In the last class we completed the C P M critical path analysis

More information

A Branch-and-Price method for the Multiple-depot Vehicle and Crew Scheduling Problem

A Branch-and-Price method for the Multiple-depot Vehicle and Crew Scheduling Problem A Branch-and-Price method for the Multiple-depot Vehicle and Crew Scheduling Problem SCIP Workshop 2018, Aachen Markó Horváth Tamás Kis Institute for Computer Science and Control Hungarian Academy of Sciences

More information

56:171 Operations Research Midterm Exam Solutions October 22, 1993

56:171 Operations Research Midterm Exam Solutions October 22, 1993 56:171 O.R. Midterm Exam Solutions page 1 56:171 Operations Research Midterm Exam Solutions October 22, 1993 (A.) /: Indicate by "+" ="true" or "o" ="false" : 1. A "dummy" activity in CPM has duration

More information

Optimization Methods. Lecture 16: Dynamic Programming

Optimization Methods. Lecture 16: Dynamic Programming 15.093 Optimization Methods Lecture 16: Dynamic Programming 1 Outline 1. The knapsack problem Slide 1. The traveling salesman problem 3. The general DP framework 4. Bellman equation 5. Optimal inventory

More information

Lecture 5. 1 Online Learning. 1.1 Learning Setup (Perspective of Universe) CSCI699: Topics in Learning & Game Theory

Lecture 5. 1 Online Learning. 1.1 Learning Setup (Perspective of Universe) CSCI699: Topics in Learning & Game Theory CSCI699: Topics in Learning & Game Theory Lecturer: Shaddin Dughmi Lecture 5 Scribes: Umang Gupta & Anastasia Voloshinov In this lecture, we will give a brief introduction to online learning and then go

More information

CSCI 1951-G Optimization Methods in Finance Part 00: Course Logistics Introduction to Finance Optimization Problems

CSCI 1951-G Optimization Methods in Finance Part 00: Course Logistics Introduction to Finance Optimization Problems CSCI 1951-G Optimization Methods in Finance Part 00: Course Logistics Introduction to Finance Optimization Problems January 26, 2018 1 / 24 Basic information All information is available in the syllabus

More information

36106 Managerial Decision Modeling Sensitivity Analysis

36106 Managerial Decision Modeling Sensitivity Analysis 1 36106 Managerial Decision Modeling Sensitivity Analysis Kipp Martin University of Chicago Booth School of Business September 26, 2017 Reading and Excel Files 2 Reading (Powell and Baker): Section 9.5

More information

Logistics. Lecture notes. Maria Grazia Scutellà. Dipartimento di Informatica Università di Pisa. September 2015

Logistics. Lecture notes. Maria Grazia Scutellà. Dipartimento di Informatica Università di Pisa. September 2015 Logistics Lecture notes Maria Grazia Scutellà Dipartimento di Informatica Università di Pisa September 2015 These notes are related to the course of Logistics held by the author at the University of Pisa.

More information

Lecture Outline. Scheduling aperiodic jobs (cont d) Scheduling sporadic jobs

Lecture Outline. Scheduling aperiodic jobs (cont d) Scheduling sporadic jobs Priority Driven Scheduling of Aperiodic and Sporadic Tasks (2) Embedded Real-Time Software Lecture 8 Lecture Outline Scheduling aperiodic jobs (cont d) Sporadic servers Constant utilization servers Total

More information

Dynamic Programming: An overview. 1 Preliminaries: The basic principle underlying dynamic programming

Dynamic Programming: An overview. 1 Preliminaries: The basic principle underlying dynamic programming Dynamic Programming: An overview These notes summarize some key properties of the Dynamic Programming principle to optimize a function or cost that depends on an interval or stages. This plays a key role

More information

More Advanced Single Machine Models. University at Buffalo IE661 Scheduling Theory 1

More Advanced Single Machine Models. University at Buffalo IE661 Scheduling Theory 1 More Advanced Single Machine Models University at Buffalo IE661 Scheduling Theory 1 Total Earliness And Tardiness Non-regular performance measures Ej + Tj Early jobs (Set j 1 ) and Late jobs (Set j 2 )

More information

Lecture outline W.B.Powell 1

Lecture outline W.B.Powell 1 Lecture outline What is a policy? Policy function approximations (PFAs) Cost function approximations (CFAs) alue function approximations (FAs) Lookahead policies Finding good policies Optimizing continuous

More information

CHAPTER 5: DYNAMIC PROGRAMMING

CHAPTER 5: DYNAMIC PROGRAMMING CHAPTER 5: DYNAMIC PROGRAMMING Overview This chapter discusses dynamic programming, a method to solve optimization problems that involve a dynamical process. This is in contrast to our previous discussions

More information

Introduction to Real-Time Systems. Note: Slides are adopted from Lui Sha and Marco Caccamo

Introduction to Real-Time Systems. Note: Slides are adopted from Lui Sha and Marco Caccamo Introduction to Real-Time Systems Note: Slides are adopted from Lui Sha and Marco Caccamo 1 Recap Schedulability analysis - Determine whether a given real-time taskset is schedulable or not L&L least upper

More information

Markov Decision Processes II

Markov Decision Processes II Markov Decision Processes II Daisuke Oyama Topics in Economic Theory December 17, 2014 Review Finite state space S, finite action space A. The value of a policy σ A S : v σ = β t Q t σr σ, t=0 which satisfies

More information

CS360 Homework 14 Solution

CS360 Homework 14 Solution CS360 Homework 14 Solution Markov Decision Processes 1) Invent a simple Markov decision process (MDP) with the following properties: a) it has a goal state, b) its immediate action costs are all positive,

More information

PORTFOLIO OPTIMIZATION AND EXPECTED SHORTFALL MINIMIZATION FROM HISTORICAL DATA

PORTFOLIO OPTIMIZATION AND EXPECTED SHORTFALL MINIMIZATION FROM HISTORICAL DATA PORTFOLIO OPTIMIZATION AND EXPECTED SHORTFALL MINIMIZATION FROM HISTORICAL DATA We begin by describing the problem at hand which motivates our results. Suppose that we have n financial instruments at hand,

More information

CMPSCI 311: Introduction to Algorithms Second Midterm Practice Exam SOLUTIONS

CMPSCI 311: Introduction to Algorithms Second Midterm Practice Exam SOLUTIONS CMPSCI 311: Introduction to Algorithms Second Midterm Practice Exam SOLUTIONS November 17, 2016. Name: ID: Instructions: Answer the questions directly on the exam pages. Show all your work for each question.

More information

DM559/DM545 Linear and integer programming

DM559/DM545 Linear and integer programming Department of Mathematics and Computer Science University of Southern Denmark, Odense May 22, 2018 Marco Chiarandini DM559/DM55 Linear and integer programming Sheet, Spring 2018 [pdf format] Contains Solutions!

More information

Lecture Notes 1

Lecture Notes 1 4.45 Lecture Notes Guido Lorenzoni Fall 2009 A portfolio problem To set the stage, consider a simple nite horizon problem. A risk averse agent can invest in two assets: riskless asset (bond) pays gross

More information

Resource Reservation Servers

Resource Reservation Servers Resource Reservation Servers Jan Reineke Saarland University July 18, 2013 With thanks to Jian-Jia Chen! Jan Reineke Resource Reservation Servers July 18, 2013 1 / 29 Task Models and Scheduling Uniprocessor

More information

Approximate Dynamic Programming for a Spare Parts Problem: The Challenge of Rare Events

Approximate Dynamic Programming for a Spare Parts Problem: The Challenge of Rare Events Approximate Dynamic Programming for a Spare Parts Problem: The Challenge of Rare Events INFORMS Seattle November 2007 Hugo P. Simão Warren B. Powell CASTLE Laboratory Princeton University http://www.castlelab.princeton.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

TTIC An Introduction to the Theory of Machine Learning. Learning and Game Theory. Avrim Blum 5/7/18, 5/9/18

TTIC An Introduction to the Theory of Machine Learning. Learning and Game Theory. Avrim Blum 5/7/18, 5/9/18 TTIC 31250 An Introduction to the Theory of Machine Learning Learning and Game Theory Avrim Blum 5/7/18, 5/9/18 Zero-sum games, Minimax Optimality & Minimax Thm; Connection to Boosting & Regret Minimization

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

Chapter 9 Integer Programming Part 1. Prof. Dr. Arslan M. ÖRNEK

Chapter 9 Integer Programming Part 1. Prof. Dr. Arslan M. ÖRNEK Chapter 9 Integer Programming Part 1 Prof. Dr. Arslan M. ÖRNEK Integer Programming An integer programming problem (IP) is an LP in which some or all of the variables are required to be non-negative integers.

More information

Approximation Algorithms for Stochastic Inventory Control Models

Approximation Algorithms for Stochastic Inventory Control Models Approximation Algorithms for Stochastic Inventory Control Models Retsef Levi Martin Pal Robin Roundy David B. Shmoys Abstract We consider stochastic control inventory models in which the goal is to coordinate

More information

Problem Set 2: Answers

Problem Set 2: Answers Economics 623 J.R.Walker Page 1 Problem Set 2: Answers The problem set came from Michael A. Trick, Senior Associate Dean, Education and Professor Tepper School of Business, Carnegie Mellon University.

More information

Stochastic Programming and Financial Analysis IE447. Midterm Review. Dr. Ted Ralphs

Stochastic Programming and Financial Analysis IE447. Midterm Review. Dr. Ted Ralphs Stochastic Programming and Financial Analysis IE447 Midterm Review Dr. Ted Ralphs IE447 Midterm Review 1 Forming a Mathematical Programming Model The general form of a mathematical programming model is:

More information

Real-Time and Embedded Systems (M) Lecture 7

Real-Time and Embedded Systems (M) Lecture 7 Priority Driven Scheduling of Aperiodic and Sporadic Tasks (1) Real-Time and Embedded Systems (M) Lecture 7 Lecture Outline Assumptions, definitions and system model Simple approaches Background, interrupt-driven

More information

Scenario reduction and scenario tree construction for power management problems

Scenario reduction and scenario tree construction for power management problems Scenario reduction and scenario tree construction for power management problems N. Gröwe-Kuska, H. Heitsch and W. Römisch Humboldt-University Berlin Institute of Mathematics Page 1 of 20 IEEE Bologna POWER

More information

Lecture 6. 1 Polynomial-time algorithms for the global min-cut problem

Lecture 6. 1 Polynomial-time algorithms for the global min-cut problem ORIE 633 Network Flows September 20, 2007 Lecturer: David P. Williamson Lecture 6 Scribe: Animashree Anandkumar 1 Polynomial-time algorithms for the global min-cut problem 1.1 The global min-cut problem

More information

MAC Learning Objectives. Learning Objectives (Cont.)

MAC Learning Objectives. Learning Objectives (Cont.) MAC 1140 Module 12 Introduction to Sequences, Counting, The Binomial Theorem, and Mathematical Induction Learning Objectives Upon completing this module, you should be able to 1. represent sequences. 2.

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