{"id":8676,"date":"2014-12-07T13:44:04","date_gmt":"2014-12-07T21:44:04","guid":{"rendered":"http:\/\/algnotes.info\/b\/?page_id=8676"},"modified":"2023-09-14T17:14:48","modified_gmt":"2023-09-15T01:14:48","slug":"background","status":"publish","type":"page","link":"https:\/\/algnotes.info\/on\/background\/","title":{"rendered":"Misc. background material"},"content":{"rendered":"<div class=\"latex-file\">\n<div class=\"latex-document\">\n<div class=\"latex-outer-sheet\">\n<div class=\"latex-inner-sheet\">\n<blockquote class=\"quote\"><p><center><em>Misc. background material.<\/em><\/center><\/p><\/blockquote>\n<p> \u00a0<!--more--><\/p>\n<\/div>\n<\/div>\n<div class=\"latex-outer-sheet\">\n<div class=\"latex-inner-sheet\">\n<div class=\"latex-section\">\n<h1 id=\"a0000000002\">Excerpts<\/h1>\n<div class=\"ccchildpages\"><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/\" class=\"\">Probabilistic method<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A brief introduction to the probabilistic method, followed by some basic bounds and a few examples.<\/em><\/center><\/blockquote><p>Alon, Spencer, and Erd\u0151s (1992) describe the method as follows: <\/p><blockquote class=\"quote\"><em> In order to prove the existence of a combinatorial structure with certain properties, we construct an appropriate probability space and show that a randomly chosen element in the space has the desired properties with positive probability.<\/em><span class=\"cite\">[<a href=\"#Alon92Probabilistic\">1<\/a>]<\/span> <\/blockquote><p>The method has come into wide use since about 1950, even in areas of mathematics that, a-priori, have nothing to do with probability. This is roughly because probability provides a useful high-level conceptual framework for understanding (formalizing, organizing, communicating) many widely applicable counting and averaging arguments. This probabilistic viewpoint is called the <em>probabilistic lens<\/em>. <\/p><p>Alon et al. note that, although <em>in principle<\/em> analysis with the probabilistic method can be replaced by direct arguments, <\/p><blockquote class=\"quote\"><em> \u2026in practice, the probability is essential. It would be hopeless to replace the applications of many of the tools [by counting arguments].\u00a0<span class=\"cite\">[<a href=\"#Alon92Probabilistic\">1<\/a>, page 2]<\/span><\/em> <\/blockquote><p>In Computer Science, the method is used in <a href=\"http:\/\/algnotes.info\/on\/randomized-rounding\">randomized rounding<\/a>, to design approximation algorithms for combinatorial optimization problems.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><div class=\"ccchildpages\"><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/basic-bounds\/\" class=\"\">basic bounds<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Existence proofs, the naive union bound, linearity of expectation, Markov bound.<\/em><\/center><\/blockquote>\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/basic-bounds\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/examples\/\" class=\"\">examples (Max Cut, Tur\u00e1n\u2019s theorem)<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Examples: 2-approximation for Max Cut; Tur\u00e1n\u2019s theorem<\/em><\/center><\/blockquote>\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/examples\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/method-of-conditional-probabilities\/\" class=\"\">method of conditional probabilities (Max Cut)<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>The method of conditional probabilities converts a probabilistic existence proof into a deterministic algorithm.<\/em><\/center><\/blockquote>  The method of conditional probabilities is a systematic method for converting non-constructive probabilistic existence proofs into efficient deterministic algorithms that explicitly construct the desired object.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/method-of-conditional-probabilities\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/pessimistic-estimators\/\" class=\"\">pessimistic estimators (Tur\u00e1ns theorem)<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Pessimistic estimators in the method of conditional probabilities.<\/em><\/center><\/blockquote>  In applying the method of conditional probabilities, exact conditional probabilities (or expectations) are sometimes hard to compute. Pessimistic estimators can be used instead. We illustrate the idea by example, using Tur\u00e1n\u2019s theorem.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/pessimistic-estimators\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/chernoff\/\" class=\"\">Chernoff bound<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A brief introduction to Chernoff bounds.<\/em><\/center><\/blockquote><p> If you\u2019re already familiar with Chernoff bounds, you may prefer to <a href=\"http:\/\/algnotes.info\/on\/chernoff-proof\">skip directly to the statement and proof of a typical Chernoff bound.<\/a> <\/p><p>Chernoff bounds (a.k.a.\u00a0tail bounds, Hoeffding\/Azuma\/Talagrand inequalities, the method of bounded differences, etc.\u00a0<span class=\"cite\">[<a href=\"#Chernoff52Measure\">1<\/a>, <a href=\"#Hoeffding63Probability\">2<\/a>]<\/span>) are used to bound the probability that some function (typically a sum) of many \u201csmall\u201d random variables falls in the tail of its distribution (far from its expectation).\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/chernoff\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/chernoff-proof\/\" class=\"\">Chernoff bound proof<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>The statement and proof of a typical Chernoff bound.<\/em><\/center><\/blockquote> \u00a0\u00a0\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/probabilistic-method\/chernoff-proof\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><\/div><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/\" class=\"\">Bounds related to random stopping times<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\nLinks to notes on bounds related to random stopping times\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><div class=\"ccchildpages\"><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/walds\/\" class=\"\">Wald\u2019s equation<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Wald\u2019s equation, a form of linearity of expectation for sums with randomly many terms.<\/em><\/center><\/blockquote><p>Consider a sum <script type=\"math\/tex;\">\\sum _{t=1}^T x_t<\/script> of random variables, where the number of terms <script type=\"math\/tex;\">T<\/script> is itself a random variable. If each term <script type=\"math\/tex;\">x_t<\/script> has expectation at most (or at least) <script type=\"math\/tex;\">\\mu <\/script>, then the expectation of the sum is at most (or at least) <script type=\"math\/tex;\">\\mu \\, \\textrm{E}[T]<\/script> (the bound on the expectation of each term, times the expected number of terms). This holds provided the random variables in the sum are bounded above or below and <script type=\"math\/tex;\">T<\/script> is a <em>stopping time<\/em> with finite expectation.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/walds\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/walds-dependent\/\" class=\"\">Wald\u2019s equation for dependent increments<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A variant of Wald\u2019s equation to use when the expected increment depends on the sum so far.<\/em><\/center><\/blockquote>  Wald\u2019s equation applies to any sequence that, with each step, increases (or decreases) in expectation by a constant additive amount. What about sequences where the expected change with each step depends on the current value? For example, suppose Alice starts with <script type=\"math\/tex;\">n<\/script> coins. In each round <script type=\"math\/tex;\">t=1,2,\\ldots ,T<\/script>, she flips each remaining coin and discards those that come up tails. She stops once all coins are discarded. What is the expected number of rounds?\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/walds-dependent\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/markov-for-supermartingales\/\" class=\"\">Markov bound for super-martingales<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em> For any non-negative super-martingale, the probability that its maximum <script type=\"math\/tex;\">\\max _t X_t<\/script> ever exceeds a given value <script type=\"math\/tex;\">c<\/script> is at most <script type=\"math\/tex;\">\\textrm{E}[X_0]\/c<\/script>. <\/em><\/center><\/blockquote><p>  The <a href=\"http:\/\/algnotes.info\/on\/basic-bounds\">Markov bound<\/a> plays a fundamental role in the following sense: many probabilistic proofs, including, for example, <a href=\"http:\/\/algnotes.info\/on\/chernoff-bound-proof\">the proof of the Chernoff bound<\/a>, rely ultimately on the Markov bound. This note discusses a bound that plays a role similar to the Markov bound in a particular important scenario: when analyzing the maximum value achieved by a given non-negative super-martingale. <\/p><p>Here\u2019s a simple example. Alice goes to the casino with $1. At the casino, she plays the following game repeatedly: she bets half her current balance on a fair coin flip. (For example, on the first flip, she bets 50 cents, so she wins 50 cents with probability 1\/2 and loses 50 cents with probability 1\/2.) Will Alice\u2019s winnings <em>ever<\/em> reach $10 or more? The bound here says this happens with probability at most 1\/10.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/markov-for-supermartingales\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/stopping-time-chernoff\/\" class=\"\">\u201cStopping-time\u201d Chernoff bounds<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Extending the Chernoff bound to handle sums with randomly many terms.<\/em><\/center><\/blockquote>  Alice goes to the casino and plays bets on a sequence of fair coin flips. On the <script type=\"math\/tex;\">t<\/script>th bet, Alice chooses an amount <script type=\"math\/tex;\">a_t\\in [0,1]<\/script> to bet: she wins <script type=\"math\/tex;\">a_t<\/script> if this flip is heads, otherwise she loses <script type=\"math\/tex;\">a_t<\/script>. Since it\u2019s Vegas, she never stops playing. Fix any <script type=\"math\/tex;\">\\varepsilon \\gt 0<\/script>. Let <script type=\"math\/tex;\">W_t<\/script> be the sum of bets won after the <script type=\"math\/tex;\">t<\/script>th bet. Let <script type=\"math\/tex;\">L_t<\/script> be the sum of bets lost after the <script type=\"math\/tex;\">t<\/script>th bet. Will Alice ever reach a time <script type=\"math\/tex;\">t<\/script> such that <script type=\"math\/tex;\">W_t\/(1+\\varepsilon ) - L_t\/(1-\\varepsilon ) \\ge \\varepsilon \\mu <\/script>? The bound below says that the probability that she does is less than <script type=\"math\/tex;\">\\exp (-\\varepsilon ^2\\mu )<\/script>.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/stopping-time-chernoff\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/expected-maximum-sum\/\" class=\"\">Expected maximum (or minimum) of many sums<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Bounds on the expected maximum (or minimum) among a collection of sums.<\/em><\/center><\/blockquote><p>  It can be technically convenient to work with expectations directly, instead of working with probabilities. Here, given a <em>collection<\/em> of sums of 0\/1 random variables, we bound the expected maximum (or minimum) sum in the collection. <\/p><p>For example, suppose Alice throws balls randomly into <script type=\"math\/tex;\">n<\/script> bins just until the first bin has <script type=\"math\/tex;\">n<\/script> balls. The bound says that the expected maximum number of balls in any bin will be at most <script type=\"math\/tex;\">n+2\\sqrt{n\\ln n}+\\ln n<\/script>. Similarly, the expected minimum number of balls in any bin will be at least <script type=\"math\/tex;\">n-2\\sqrt{n\\ln n}<\/script>. <\/p><p>The bound differs from Chernoff in a few ways: <\/p><ul class=\"itemize\"> <li><p>it bounds the expected maximum or minimum (as opposed to the probability of a large deviation), <\/p><\/li><li><p>the sums can have randomly many terms, so they don\u2019t have to be concentrated around their means. <\/p><\/li> <\/ul><p>\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/expected-maximum-sum\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/expected-deviation\/\" class=\"\">Expected deviation of a sum<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Bounds on the expected deviation of a sum from a threshold.<\/em><\/center><\/blockquote><p>  Here are bounds on the expected deviation of a sum of 0\/1-random variables above or below some threshold (typically near its mean). <\/p><p>For example, suppose Alice flips a fair coin <script type=\"math\/tex;\">n<\/script> times. She pays Bob $1 for each head after the first <script type=\"math\/tex;\">(1+\\varepsilon )n\/2<\/script> heads (if any). What is her expected payment to Bob? The bounds here say: at most <script type=\"math\/tex;\">\\varepsilon ^{-1} \\exp (-\\varepsilon ^2 n\/6)<\/script>. For example, if <script type=\"math\/tex;\">\\varepsilon =\\Omega (1\/\\sqrt n)<\/script>, the expected payment is <script type=\"math\/tex;\">O(\\sqrt n)<\/script>. If <script type=\"math\/tex;\">\\varepsilon =\\sqrt{6c\\ln (n)\/n}<\/script>, the expected payment is <script type=\"math\/tex;\">O(1\\, \/\\, n^{c-1}\\sqrt{\\ln n})<\/script>. In general the expectation is about <script type=\"math\/tex;\">\\varepsilon ^{-1}<\/script> times the probability (according to Chernoff) that the sum exceeds its mean by a factor of <script type=\"math\/tex;\">1+\\varepsilon <\/script>.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/stopping-times\/expected-deviation\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><\/div><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/linear-programming\/\" class=\"\">Linear programming<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <blockquote class=\"quote\"><center><em>Notes on Linear Programming and Integer Linear Programming.<\/em><\/center><\/blockquote><p>\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/linear-programming\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><div class=\"ccchildpages\"><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/linear-programming\/modeling\/\" class=\"\">modeling Set Cover and Multicommodity Flow<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Set Cover and Multicommodity flow as (integer) linear programs.<\/em><\/center><\/blockquote>  Modeling a problem as a linear program or integer linear program is a basic skill. Here are two examples.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/linear-programming\/modeling\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/linear-programming\/rounding\/\" class=\"\">rounding an LP relaxation<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A simple example of computing an approximate solution by rounding the solution to a linear-program relaxation.<\/em><\/center><\/blockquote><p>The basic paradigm: <\/p><ol class=\"enumerate\"> <li value=\"1\"><p>Model your problem as an integer linear program. <\/p><\/li><li value=\"2\"><p>Solve its linear program relaxation. <\/p><\/li><li value=\"3\"><p>Somehow <em>round<\/em> the solution <script type=\"math\/tex;\">x^*<\/script> of the relaxed problem to get a solution <script type=\"math\/tex;\">\\tilde x<\/script> of the original problem. <\/p><\/li> <\/ol><p>The rounding step is typically most easily done with a so-called <em>randomized rounding<\/em> scheme. <\/p><p>Rounding a relaxation is one of two standard ways to use linear-programming relaxations to design approximation algorithms. (The other way is the <em>primal-dual method<\/em>.)\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/linear-programming\/rounding\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><\/div><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/randomized-rounding\/\" class=\"\">Randomized rounding<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Randomly rounding a fractional LP solution to an integer solution.<\/em><\/center><\/blockquote>  The idea, introduced by Raghavan and Thompson in 1987, is to use the probabilistic method to round the solution of a linear program, converting it into an approximately optimal integer solution\u00a0<span class=\"cite\">[<a href=\"#Raghavan87Randomized\">3<\/a>]<\/span>. It\u2019s a broadly useful technique. For many problems, randomized rounding yields algorithms with optimal approximation ratios (assuming P<script type=\"math\/tex;\">\\neq <\/script>NP). This note describes randomized rounding and gives a few examples.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/randomized-rounding\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/greedy-example\/\" class=\"\">Set Cover \/ greedy algorithm<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A brief review of the greedy algorithm for the Set-Cover problem.<\/em><\/center><\/blockquote> \u00a0\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/greedy-example\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/set-cover-wolsey\/\" class=\"\">Set Cover \/ Wolsey\u2019s generalization<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>Wolsey\u2019s generalization of the greedy Set-Cover algorithm to a large class of problems.<\/em><\/center><\/blockquote>  It is natural to ask what general classes of problems the greedy Set-Cover algorithm generalizes to. Here we describe one such class, due to Wolsey (1982), that captures many, but not all, such problems.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/set-cover-wolsey\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/lagrangian-relaxation-example\/\" class=\"\">Lagrangian relaxation \/ example<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A simple example of a Lagrangian-relaxation algorithm.<\/em><\/center><\/blockquote>  The algorithm is for Maximum Multicommodity Flow. It illustrates some prototypical aspects of Lagrangian relaxation.\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/lagrangian-relaxation-example\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><article class=\"hentry ccchildpage\">\r\n<header class=\"entry-header\">\r\n<h1 class=\"entry-title\">\r\n<a href=\"https:\/\/algnotes.info\/on\/background\/lagrangian-relaxation-discussion\/\" class=\"\">Lagrangian relaxation \/ discussion<\/a>\r\n<\/h1>\r\n<\/header>\r\n<div class=\"entry-summary\">\r\n<div class=\"latex-file\"><div class=\"latex-document\"> <div class=\"latex-outer-sheet\"><div class=\"latex-inner-sheet\"> <p><blockquote class=\"quote\"><center><em>A brief yet long-winded discussion of Lagrangian-relaxation algorithms.<\/em><\/center><\/blockquote> \u00a0\r\n<!--- a href=\"https:\/\/algnotes.info\/on\/background\/lagrangian-relaxation-discussion\/\" class=\"\">More...<\/a --->\r\n<\/div>\r\n<footer class=\"entry-meta\">\r\n<\/footer>\r\n<\/article><\/div>\n<\/div><\/div>\n<\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Misc. background material. \u00a0<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-8676","page","type-page","status-publish","hentry"],"jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/pages\/8676","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/comments?post=8676"}],"version-history":[{"count":0,"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/pages\/8676\/revisions"}],"wp:attachment":[{"href":"https:\/\/algnotes.info\/on\/wp-json\/wp\/v2\/media?parent=8676"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}