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LP Duality

Posted on 04-20-2021 | In algorithm , optimization , LP

For any given LP, we can construct LP like one of the format follow.

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Approximation Algorithm (9): Survivable Network Design

Posted on 04-17-2021 | In algorithm , approximation

Survivable network design is the problem of building a network that remains connected even after some edges are removed.

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Approximation Algorithm (8): Integer Multicommodity Flows

Posted on 04-04-2021 | In algorithm , approximation

The integer multicommodity flow problem aims to minimize edge congestion. It applies naturally to circuit design, where avoiding critical paths is a key concern. We begin by formulating the problem.

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Chernoff Bounds

Posted on 04-03-2021 | In algorithm , probability , approximation

Let $X_1, X_2, \ldots, X_n$ be $n$ independent random variables taking values in $[0, 1]$. Then,
$Pr[X \ge (1 + \delta)U] \lt (\frac{e^{\delta}}{(1 + \delta)^{1 + \delta}})^U$,
$Pr[X \le (1 - \delta)L] \lt (\frac{e^{-\delta}}{(1 - \delta)^{1 - \delta}})^L$.
For $X = \sum\limits_{i=1}^n X_i$, $\mu = E[X]$, $L \le \mu \le U$ and $\delta > 0$.

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Network Flow Decomposition

Posted on 04-02-2021 | In algorithm , graph , network

A graph is a data structure that represents relationships between nodes. From any graph, we can define a flow. Formally, the flow of a graph is defined as follows. For a given graph $G= (V, E)$, flow $f$ is a mapping function $V \times V \rightarrow \mathcal{R}$. To be a flow, there are some requirements. If there is a capacity $c$ for edeges $c : V \times V \rightarrow \mathcal{R}$, which $(u,v) \in E$ iff $c(u,v)$ exists. Then flow of graph can’t exceed that capacity. Which means $f(u,v) \le c(u, v)$. Also it requires two variables which are source $s$ and destination $t$. Then $\sum\limits_{(i, v) \in E, v \neq s,t}f(i, v) = \sum\limits_{(v, j) \in E, v \neq s,t}f(v, j)$. Which means that every value goes in $v$ should go out from $v$ either. Then we can evaluate this flow $f$ as $\sum\limits_{(s, v) \in E}f(s, v) - \sum\limits_{(v, s) \in E}f(v, s)$ $=$ $\sum\limits_{(v, t) \in E}f(v, t) - \sum\limits_{(t, v) \in E}f(t, v)$.

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Approximation Algorithm (7): Minimizing Sum of Completion Times

Posted on 03-26-2021 | In algorithm , approximation

Unweighted Version

Minimizing the sum of completion times is a classic scheduling problem. Suppose there are $n$ jobs to be scheduled. Let $r_1, r_2, \ldots, r_n$ be their release dates and $p_1, p_2, \ldots, p_n$ be their processing times. We schedule all $n$ jobs in some order. Let $C_1, C_2, \ldots, C_n$ be the completion times of the jobs in that order. The goal is to find a schedule that minimizes $\sum\limits_{i=1}^n C_i$. The machine is non-preemptive, meaning a job cannot be interrupted once started.

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Linear Programming

Posted on 03-24-2021 | In algorithm , optimization , LP

A linear program consists of two components.

  1. An objective function to minimize or maximize.
  2. Constraints that define the feasible region.
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Approximation Algorithm (6): Minimum-Degree Spanning Tree

Posted on 03-24-2021 | In algorithm , approximation

Minimum-degree spanning tree problem is a problem to minimize the degree of the spanning tree from given graph. Formally, problem is like below. Given a graph $G = (V,E)$, minimized the $\max_{v \in V} deg(v)$ from a spanning tree $T$ of $G$. Notice that this is a NP-hard problem.

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Parallel PageRank and BFS

Posted on 03-19-2021 | In algorithm , concurrency , graph

PageRank

PageRank is an algorithm that determines the relative importance of vertices in a graph. For each iteration, each vertex will be updated by nearby vertices. Let’s define some terms.

  1. $r_i^t$ as the rank of vertex $i$ at iteration $t$, with $\sum\limits_{i \in V}r_i^0 = 1$.
  2. $\delta(i)$ as the set of neighboring vertices of vertex $i$.
  3. $\beta$ is the convergence damping factor, with $0 \le \beta \le 1$.
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MPI: Message Passing Interface

Posted on 03-18-2021 | In concurrency , distributed computing , MPI

MPI is a programming model for parallel and distributed computing. It transfers data between processing units without requiring detailed manual setup. For example, with 4 machines each having 16 CPU cores, there are 64 cores in total. MPI can utilize all 64 cores uniformly without explicit configuration.

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Programelot

Programelot

I am Programelot who is researching about optimization.

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