随机算法 (Spring 2014)/Problem Set 3

Problem 1

(Due to J. Naor.)

The Chernoff bound is an exponentially decreasing bound on tail distributions. Let [math]\displaystyle{ X_1,\dots,X_n }[/math] be independent random variables and [math]\displaystyle{ \mathbf{E}[X_i]=0 }[/math] for all [math]\displaystyle{ 1\le i\le n }[/math]. Define [math]\displaystyle{ X=X_1+X_2+\dots+X_n }[/math]. We can use the following two kinds of tail inequalities for [math]\displaystyle{ X }[/math].

• Chernoff Bounds:

[math]\displaystyle{ \Pr[|X|\ge\delta]\le\min_{t\ge 0}\frac{\mathbf{E}[e^{t|X|}]}{e^{t\delta}} }[/math].

• [math]\displaystyle{ k }[/math]th-Moment Bound:

[math]\displaystyle{ \Pr[|X|\ge\delta]\le\frac{\mathbf{E}[|X|^k]}{\delta^k} }[/math].

1. Show that for each [math]\displaystyle{ \delta }[/math], there exists a choice of [math]\displaystyle{ k }[/math] such that the [math]\displaystyle{ k }[/math]th-moment bound is stronger than the Chernoff bound. (Hint: You may use the probabilistic method.)
2. Why would we still prefer the Chernoff bound to the seemingly stronger [math]\displaystyle{ k }[/math]th-moment bound?

Problem 2

Given a binary string, define a run as a maximal sequence of contiguous 1s; for example, the following string

[math]\displaystyle{ \underbrace{111}_{3}00\underbrace{11}_{2}00\underbrace{111111}_{6}0\underbrace{1}_{1}0\underbrace{11}_{2} }[/math]

contains 5 runs, of length 3, 2, 6, 1, and 2.

Let [math]\displaystyle{ S }[/math] be a binary string of length [math]\displaystyle{ n }[/math], generated uniformly at random. Let [math]\displaystyle{ X_k }[/math] be the number of runs in [math]\displaystyle{ S }[/math] of length [math]\displaystyle{ k }[/math] or more.

• Compute the exact value of [math]\displaystyle{ \mathbb{E}[X_k] }[/math] as a function of [math]\displaystyle{ n }[/math] and [math]\displaystyle{ k }[/math].
• Give the best concentration bound you can for [math]\displaystyle{ |X_k -\mathbb{E}[X_k]| }[/math].

Problem 3

The maximum directed cut problem (MAX-DICUT).

We are given as input a directed graph [math]\displaystyle{ G=(V,E) }[/math], with each directed edge [math]\displaystyle{ (u,v)\in E }[/math] having a nonnegative weight [math]\displaystyle{ w_{uv}\ge 0 }[/math]. The goal is to partition [math]\displaystyle{ V }[/math] into two sets [math]\displaystyle{ S\, }[/math] and [math]\displaystyle{ \bar{S}=V\setminus S }[/math] so as to maximize the value of [math]\displaystyle{ \sum_{(u,v)\in E\atop u\in S,v\not\in S}w_{uv} }[/math], that is, the total weight of the edges going from [math]\displaystyle{ S\, }[/math] to [math]\displaystyle{ \bar{S} }[/math].

• Give a randomized [math]\displaystyle{ \frac{1}{4} }[/math]-approximation algorithm based on random sampling.
• Prove that the following is an integer programming for the problem:

[math]\displaystyle{ \begin{align} \text{maximize} && \sum_{(i,j)\in E}w_{ij}z_{ij}\\ \text{subject to} && z_{ij} &\le x_i, & \forall (i,j)&\in E,\\ && z_{ij} &\le 1-x_j, & \forall (i,j)&\in E,\\ && x_i &\in\{0,1\}, & \forall i&\in V,\\ && 0 \le z_{ij}&\le 1, & \forall (i,j)&\in E. \end{align} }[/math]

• Consider a randomized rounding algorithm that solves an LP relaxation of the above integer programming and puts vertex [math]\displaystyle{ i }[/math] in [math]\displaystyle{ S }[/math] with probability [math]\displaystyle{ f(x_i^*) }[/math]. We may assume that [math]\displaystyle{ f(x) }[/math] is a linear function in the form [math]\displaystyle{ f(x)=ax+b }[/math] with some constant [math]\displaystyle{ a }[/math] and [math]\displaystyle{ b }[/math] to be fixed. Try to find good [math]\displaystyle{ a }[/math] and [math]\displaystyle{ b }[/math] so that the randomized rounding algorithm has a good approximation ratio.

Problem 4

The set cover problem is defined as follows:

• Let [math]\displaystyle{ U=\{u_1,u_2,\ldots,u_n\} }[/math] be a set of [math]\displaystyle{ n }[/math] elements, and let [math]\displaystyle{ \mathcal{S}=\{S_1,S_2,\ldots,S_m\} }[/math] be a family of subsets of [math]\displaystyle{ U }[/math]. For each [math]\displaystyle{ u_i\in U }[/math], let [math]\displaystyle{ w_i }[/math] be a nonnegative weight of [math]\displaystyle{ u_i }[/math]. The goal is to find a subset [math]\displaystyle{ V\subseteq U }[/math] with the minimum total weight [math]\displaystyle{ \sum_{i\in V}w_i }[/math], that intersects with all [math]\displaystyle{ S_i\in\mathcal{S} }[/math].

This problem is NP-hard.

(Remark: There are two equivalent definitions of the set cover problem. We take the hitting set version.)

Questions:

• Prove that the following is an integer programming for the problem:

[math]\displaystyle{ \begin{align} \text{minimize} && \sum_{(i,j)\in E}w_{i}x_{i}\\ \text{subject to} && \sum_{i:u_i\in S_j}x_i &\ge 1, &1\le j\le m,\\ && x_i &\in\{0,1\}, & 1\le i\le n. \end{align} }[/math]

• Give a randomized rounding algorithm which returns an [math]\displaystyle{ O(\log m) }[/math]-approximate solution with probability at least [math]\displaystyle{ \frac{1}{2} }[/math]. (Hint: you may repeat the randomized rounding process if there remains some uncovered subsets after one time of applying the randomized rounding.)