TY - GEN
T1 - A generic algorithm for approximately solving stochastic graph optimization problems
AU - Ando, Ei
AU - Ono, Hirotaka
AU - Yamashita, Masafumi
N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.
PY - 2009
Y1 - 2009
N2 - Given a (directed or undirected) graph G = (V,E), a mutually independent random variable Xe obeying a normal distribution for each edge e ∈ E that represents its edge weight, and a property P on graph, a stochastic graph maximization problem asks the distribution function F MAX(x) of random variable XMAX = maxP∈P Σe∈A Xe, where property P is identified with the set of subgraphs P = (U,A) of G having P. This paper proposes a generic algorithm for computing an elementary function F̃(x) that approximates FMAX(x). It is applicable to any P and runs in time O(T AMAX(P)+TACNT(P)), provided the existence of an algorithm AMAX that solves the (deterministic) graph maximization problem for P in time TAMAX(P) and an algorithm ACNT that outputs an upper bound on |P| in time TACNT(P).We analyze the approximation ratio and apply it to three graph maximization problems. In case no efficient algorithms are known for solving the graph maximization problem for P, an approximation algorithm AAPR can be used instead of AMAX to reduce the time complexity, at the expense of increase of approximation ratio. Our algorithm can be modified to handle minimization problems.
AB - Given a (directed or undirected) graph G = (V,E), a mutually independent random variable Xe obeying a normal distribution for each edge e ∈ E that represents its edge weight, and a property P on graph, a stochastic graph maximization problem asks the distribution function F MAX(x) of random variable XMAX = maxP∈P Σe∈A Xe, where property P is identified with the set of subgraphs P = (U,A) of G having P. This paper proposes a generic algorithm for computing an elementary function F̃(x) that approximates FMAX(x). It is applicable to any P and runs in time O(T AMAX(P)+TACNT(P)), provided the existence of an algorithm AMAX that solves the (deterministic) graph maximization problem for P in time TAMAX(P) and an algorithm ACNT that outputs an upper bound on |P| in time TACNT(P).We analyze the approximation ratio and apply it to three graph maximization problems. In case no efficient algorithms are known for solving the graph maximization problem for P, an approximation algorithm AAPR can be used instead of AMAX to reduce the time complexity, at the expense of increase of approximation ratio. Our algorithm can be modified to handle minimization problems.
UR - http://www.scopus.com/inward/record.url?scp=78650651188&partnerID=8YFLogxK
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U2 - 10.1007/978-3-642-04944-6_8
DO - 10.1007/978-3-642-04944-6_8
M3 - Conference contribution
AN - SCOPUS:78650651188
SN - 3642049435
SN - 9783642049439
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 89
EP - 103
BT - Stochastic Algorithms
T2 - 5th Symposium on Stochastic Algorithms, Foundations and Applications, SAGA 2009
Y2 - 26 October 2009 through 28 October 2009
ER -