Dynamic Programming1 Modified by: Daniel Gomez-Prado, University of Massachusetts Amherst.

Dynamic Programming 1

Dynamic Programming

Modified by: Daniel Gomez-Prado, University of Massachusetts Amherst


Outline and Reading

Fuzzy Explanation of Dynamic ProgrammingIntroductory example: Matrix Chain-Product (§5.3.1) The General Technique (§5.3.2)A very good example: 0-1 Knapsack Problem (§5.3.3)


Matrix Chain-ProductsDynamic Programming is a general algorithm design paradigm.

Rather than give the general structure, let us first give a motivating example:

Matrix Chain-Products

Review: Matrix Multiplication. C = A*B A is d × e and B is e × f

O(def ) timeA C

B

d d

f

e

f

e

i

j

i,j

1

0

],[*],[],[e

k

jkBkiAjiC


Matrix Chain-ProductsMatrix Chain-Product: Compute A=A0*A1*…*An-1

Ai is di × di+1

Problem: How to parenthesize?

Example B is 3 × 100 C is 100 × 5 D is 5 × 5 (B*C)*D takes 1500 + 75 = 1575 ops B*(C*D) takes 1500 + 2500 = 4000

ops


An Enumeration ApproachMatrix Chain-Product Alg.: Try all possible ways to parenthesize

A=A0*A1*…*An-1

Calculate number of ops for each one Pick the one that is best

Running time: The number of paranethesizations is

equal to the number of binary trees with n nodes

This is exponential! It is called the Catalan number, and it

is almost 4n. This is a terrible algorithm!


A Greedy ApproachIdea #1: repeatedly select the product that uses (up) the most operations.Counter-example: A is 10 × 5 B is 5 × 10 C is 10 × 5 D is 5 × 10 Greedy idea #1 gives (A*B)*(C*D), which

takes 500+1000+500 = 2000 ops But A*((B*C)*D) takes 500+250+250 = 1000

ops


Another Greedy ApproachIdea #2: repeatedly select the product that uses the fewest operations.Counter-example: A is 101 × 11 B is 11 × 9 C is 9 × 100 D is 100 × 99 Greedy idea #2 gives A*((B*C)*D)), which takes

109989+9900+108900=228789 ops (A*B)*(C*D) takes 9999+89991+89100=189090

ops

The greedy approach is not giving us the optimal value.


A “Recursive” Approach

Define subproblems: Find the best parenthesization of Ai*Ai+1*…*Aj. Let Ni,j denote the number of operations done by this

subproblem. The optimal solution for the whole problem is N0,n-1.

Subproblem optimality: The optimal solution can be defined in terms of optimal subproblems

There has to be a final multiplication (root of the expression tree) for the optimal solution.

Say, the final multiply is at index i: (A0*…*Ai)*(Ai+1*…*An-1). Then the optimal solution N0,n-1 is the sum of two optimal

subproblems, N0,i and Ni+1,n-1 plus the time for the last multiply.

If the global optimum did not have these optimal subproblems, we could define an even better “optimal” solution.


A Characterizing Equation

The global optimal has to be defined in terms of optimal subproblems, depending on where the final multiply is at.Let us consider all possible places for that final multiply:

Recall that Ai is a di × di+1 dimensional matrix. So, a characterizing equation for Ni,j is the following:

Note that subproblems are not independent--the subproblems overlap.

}{min 11,1,, jkijkki

jkiji dddNNN


A Dynamic Programming AlgorithmSince subproblems overlap, we don’t use recursion.Instead, we construct optimal subproblems “bottom-up.” Ni,i’s are easy, so start with themThen do length 2,3,… subproblems, and so on.Running time: O(n3)

Algorithm matrixChain(S):Input: sequence S of n matrices to be multipliedOutput: number of operations in an optimal

paranethization of Sfor i 1 to n-1 do

Ni,i 0 for b 1 to n-1 do

for i 0 to n-b-1 doj i+b

Ni,j +infinityfor k i to j-1 do

Ni,j min{Ni,j , Ni,k +Nk+1,j +di dk+1

dj+1}


answerN 0 1

0

1

2 …

n-1

…

n-1j

i

A Dynamic Programming Algorithm VisualizationThe bottom-up construction fills in the N array by diagonalsNi,j gets values from pervious entries in i-th row and j-th column Filling in each entry in the N table takes O(n) time.Total run time: O(n3)Getting actual parenthesization can be done by remembering “k” for each N entry

}{min 11,1,, jkijkki

jkiji dddNNN


Matrix Chain algorithmAlgorithm matrixChain(S):

Input: sequence S of n matrices to be multiplied

Output: # of multiplications in optimalparenthesization of S

for i 0 to n-1 do

Ni,i 0 for b 1 to n-1 do // b is # of ops in S

for i 0 to n-b-1 doj i+b

Ni,j +infinityfor k i to j-1 do

sum = Ni,k +Nk+1,j +di dk+1 dj+1

if (sum < Ni,j) then

Ni,j sum

Oi,j k

return N0,n-1

Example: ABCD A is 10 × 5 B is 5 × 10 C is 10 × 5 D is 5 × 10

N 0 1 2 3

0

1

2

3

0

0

0

0

A

B

C

D

AB

BC

CD

A(BC)

(BC)D

(A(BC))D

500

250

500

500

500

10000 0 2

0 1

0


Recovering operationsExample: ABCD

A is 10 × 5 B is 5 × 10 C is 10 × 5 D is 5 × 10

N 0 1 2 3

0

1

2

3

0

0

0

0

A

B

C

D

AB

BC

CD

A(BC)

(BC)D

(A(BC))D

500

250

500

500

500

10000 0 2

0 1

0

// return expression for multiplying// matrix chain Ai through Aj

exp(i,j)if (i=j) then // base case, 1 matrix

return ‘Ai’else

k = O[i,j] // see red values on leftS1 = exp(i,k) // 2 recursive calls

S2 = exp(k+1,j)return ‘(‘ S1 S2 ‘)’


The General Dynamic Programming Technique

Applies to a problem that at first seems to require a lot of time (possibly exponential), provided we have: Simple subproblems: the subproblems can be

defined in terms of a few variables, such as j, k, l, m, and so on.

Subproblem optimality: the global optimum value can be defined in terms of optimal subproblems

Subproblem overlap: the subproblems are not independent, but instead they overlap (hence, should be constructed bottom-up).


Knapsack problem

Given some items, pack the knapsack to get the maximum total value. Each item has some weight and some benefit. Total weight that we can carry is no more than some fixed number W.So we must consider weights of items as well as their value.

Item # Weight benefit 1 1 8 2 3 6 3 5 5

Modified from: David Luebke, University of Virginia Charlottesville


Knapsack problemThere are two versions of the problem:

“0-1 knapsack problem” Items are indivisible; you either take an

item or not. Solved with dynamic programming.

“Fractional knapsack problem” Items are divisible: you can take any

fraction of an item. Solved with a greedy algorithm.



The 0/1 Knapsack ProblemGiven: A set S of n items, with each item i having

bi - a positive benefit wi - a positive weight

Goal: Choose items with maximum total benefit but with weight at most W.If we are not allowed to take fractional amounts, then this is the 0/1 knapsack problem.

In this case, we let T denote the set of items we take

Objective: maximize

Constraint:

Ti

ib

Ti

i Ww


0-1 Knapsack problem:a picture

W = 20

wi

bi

109

85

54

43

32

Weight Benefit

This is a knapsackMax weight: W = 20

Items



0-1 Knapsack problem: brute-force approach

Let’s first solve this problem with a straightforward algorithm

Since there are n items, there are 2n possible combinations of items.We go through all combinations and find the one with the most total value and with total weight less or equal to WRunning time will be O(2n)



0-1 Knapsack problem: brute-force approach

Can we do better? Yes, with an algorithm based on dynamic programmingWe need to carefully identify the subproblems

Let’s try this:If items are labeled 1..n, then a subproblem would be to find an optimal solution for Sk = {items labeled 1, 2, .. k}



Defining a Subproblem If items are labeled 1..n, then a subproblem

would be to find an optimal solution for Sk = {items labeled 1, 2, .. k}

This is a valid subproblem definition.

The question is: can we describe the final solution (Sn ) in terms of subproblems (Sk)?

Unfortunately, we can’t do that. Explanation follows….



Defining a Subproblem

Max weight: W = 20For S4:Total weight: 14;Total benefit: 20

w1 =2

b1 =3

w2 =4

b2 =5

w3 =5

b3 =8

w4 =3

b4 =4 wi bi

10

85

54

43

32

Weight Benefit

9

Item

#

4

3

2

1

5

S4

S5

w1 =2

b1 =3

w2 =4

b2 =5

w3 =5

b3 =8

w4 =9

b4 =10

For S5:Total weight: 20Total benefit: 26

Solution for S4 is not part of the solution for S5!!!



Defining a Subproblem (continued)

As we have seen, the solution for S4 is not part of the solution for S5

So our definition of a subproblem is flawed and we need another one!Let’s add another parameter: w, which will represent the exact weight for each subset of itemsThe subproblem then will be to compute B[k,w]



Recursive Formula for subproblems

It means, that the best subset of Sk that has total weight w is one of the two: the best subset of Sk-1 that has total

weight w, or the best subset of Sk-1 that has total

weight w-wk plus the item k

else }],1[],,1[max{

if ],1[],[

kk

k

bwwkBwkB

wwwkBwkB

Recursive formula for subproblems:



Recursive Formula

The best subset of Sk that has the total weight w, either contains item k or not.First case: wk>w. Item k can’t be part of the solution, since if it was, the total weight would be > w, which is unacceptableSecond case: wk <=w. Then the item k can be in the solution, and we choose the case with greater value

else }],1[],,1[max{

if ],1[],[

kk

k

bwwkBwkB

wwwkBwkB



0-1 Knapsack Algorithmfor w = 0 to W

B[0,w] = 0for i = 0 to n

B[i,0] = 0for w = 0 to W

if wi <= w // item “i” can be part of the solution

if bi + B[i-1,w-wi] > B[i-1,w]

B[i,w] = bi + B[i-1,w- wi]

elseB[i,w] = B[i-1,w]

else B[i,w] = B[i-1,w] // wi > w


<the rest of the code>

What is the running time of this algorithm?

O(W)

O(W)

Repeat n times

O(n*W)

Remember that the brute-force algorithm takes O(2n)

i

w

B[i,w]B[i-1,w]

B[i-1,w-wi]


Example

Let’s run our algorithm on the following data:

n = 4 (# of elements)W = 5 (max weight)

Elements (weight, benefit):(2,3), (3,4), (4,5), (5,6)



Example (continue)

for w = 0 to WB[0,w] = 0

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

4



Example (continue)

for i = 0 to nB[i,0] = 0

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0

4



Example (continue)

if wi <= w // item i can be part of the solution if bi + B[i-1,w-wi] > B[i-1,w] B[i,w] = bi + B[i-1,w- wi] else B[i,w] = B[i-1,w] else B[i,w] = B[i-1,w] // wi > w

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=1bi=3

wi=2

w=1w-wi =-1

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0



Example (continue)


0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=1bi=3

wi=2

w=2w-wi =0

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3



Example (continue)

if wi <= w // item i can be part of the solution if bi + B[i-1,w-wi] > B[i-1,w] B[i,w] = bi + B[i-1,w- wi] else B[i,w] = B[i-1,w]


0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=1bi=3

wi=2

w=3w-wi=1

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3



Example (continue)



0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=1bi=3

wi=2

w=4w-wi=2

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3



Example (continue)



0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=1bi=3

wi=2

w=5w-wi=2

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3



Example (continue)


0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=2bi=4

wi=3

w=1w-wi=-2

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3

0



Example (continue)



0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=2bi=4

wi=3

w=2w-wi=-1

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3

0

3





0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=2bi=4

wi=3

w=3w-wi=0

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3

0

3

4


Example (continue)




0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=2bi=4

wi=3

w=4w-wi=1

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3

0

3

4

4


Example (continue)




0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=2bi=4

wi=3

w=5w-wi=2

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3

0

3

4

4

7


Example (continue)




0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=3bi=5

wi=4

w=1..3

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0

3

3

3

3

00

3

4

4

7

0

3

4


Example (continue)



0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=3bi=5

wi=4

w=4w- wi=0

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

3

3

3

3


Example (continue)



0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=3bi=5

wi=4

w=5w- wi=1

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

3

3

3

3


Example (continue)




0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=3bi=5

wi=4

w=1..4

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

3

3

3

3


Example (continue)




0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=3bi=5

wi=4

w=5

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3


Example (continue)


Comments

This algorithm only finds the max possible value that can be carried in the knapsack

To know the items that make this maximum value, an addition to this algorithm is necessary



How to find actual knapsack items

All of the information we need is in the table. B[n,W] is the maximal value of items that can be placed in the Knapsack.Let i=n and k=Wif B[i,k] ≠ B[i -1,k] then

mark the ith item as in the knapsacki = i -1, k = k-wi

elsei = i -1 // Assume the ith item is not in the knapsack// Could it be in the optimally packed knapsack?



i = n , k = w while i , k > 0 if B[i,k] ≠ B[i-1,k] mark the ith item as the knapsack i = i-1, k = k-wi

else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=4k=5bi=5

wi=6

B[i,k]=7B[i-1,k]=7

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3


Finding Items (continue)



else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=4k=5bi=5

wi=6

B[i,k]=7B[i-1,k]=7

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3





else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=3k=5bi=5

wi=4

B[i,k]=7B[i-1,k]=7

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3





else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=2k=5bi=4

wi=3

B[i,k]=7B[i-1,k]=3k-wi=2

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3





else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=1k=2bi=3

wi=2

B[i,k]=3B[i-1,k]=0k-wi=0

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3





else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=0k=0

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3



The optimal knapsackshould contain items:

{ 1 , 2 }



else i = i-1

0

0

0

0

0

0

W0

1

2

3

4

5

i 0 1 2 3

0 0 0 0i=0k=0

Items:1: (2,3)2: (3,4)3: (4,5) 4: (5,6)

4

0 00

3

4

4

7

0

3

4

5

7

0

3

4

5

7

3

3

3

3



The optimal knapsackshould contain items:

{ 1 , 2 }


Conclusions

Dynamic programming is a useful technique for solving certain kind of problemsWhen the solution can be recursively described in terms of partial solutions, we can store these partial solutions and re-use them as necessaryRunning time of dynamic programming algorithm vs. naïve algorithm:» 0-1 Knapsack problem: O(W*n) vs. O(2n)



RememberHw #2 is already posted. It is due on the day of the Exam.

Midterm Exam is scheduled for Monday, March 28 at 5:30 pm or later.

There is a mandatory seminar for CSE student on Monday, March 28, at 4:00, hence we cannot start the exam earlier than 5:30 pm.

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Dynamic Programming1 Modified by: Daniel Gomez-Prado, University of Massachusetts Amherst.

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