Advanced Algorithm Design and Analysis

  1. This assignment has 50 available points (there is also one free point for Question 0). Full marks
    will be obtained for 45 points.
    The following question is worth 1 point:
    Question 0. How many hours did you (as an individual) spend working on this assignment? Answer
    = .
    [15] 1. Taking Duals.
    5 Give the dual for the following LP.
    max 2x1 + 3x2 + x3 − 8x4 + 2x5
    x1 + x2 − x4 + x5 ≤ 10
    x1 + 2x2 + x3 + 4x4 − x5 = 5
    x1, x2, x3 ≥ 0
    Note. There is no need to simplify your answer in any way.
    5 State the Complementary Slackness Conditions for the primal and dual LPs in Part (a).
    5 Let G = (V, E) be a directed graph with positive integer edge weights ce for each e ∈ E.
    We are also given s, t ∈ V and define P to be the set of all (simple) st-paths. (Yes, there
    may be exponentially many. Dont worry about that.)
    Consider the following LP:
    maxP
    P ∈P
    P
    xP
    P ∈P:e∈P
    xP ≤ ce for each e ∈ E
    xP ≥ 0 for each P ∈ P
    Give the dual LP for this problem. At least 1 mark will already be given if you clearly
    and correctly describe the dual variables. Then for full marks explain the dual objective
    and dual constraints.
    Give a combinatorial interpretation for any optimal solution to the dual LP.
    [10] 2. Skew-symmetric Games
    The payoff matrix (aij ) for a two-person zero-sum game is said to be skew symmetric if the matrix
    has the same number of rows and columns and aij = −aji for each choice of i and j. Note that
    in this game, if Player 1 plays strategy i and Player 2 plays strategy j, then the payoff is aij to
    Player 2 and −aij to Player 1.
    5 Show that if Players 1 (row) and 2 (column) use the same mixed strategy, x1 = y1, x2 =
    y2, …, xn = yn, then the expected payoff to Player 2 is
    X
    i
    X
    j
    xiaijyj
    and this equals zero.
    1
    5 Consider any mixed strategy x1, x2, …, xn for Player 2. If the player is conservative, she
    will expect that her payoff w would be no better than the worst responding strategy from
    Player 1. This implies that w must satisfy the following inequalities.
    a11x1 + a12x2 + . . . + a1nxn ≥ w
    a21x1 + a22x2 + . . . + a2nxn ≥ w
    .
    .
    .
    an1x1 + an2x2 + . . . + annxn ≥ w
    Consider multiplying these constraints by y1 = x1, y2 = x2, …yn = xn, respectively, and
    add. Use this manipulation, together with part (a), to conclude that the best possible
    expected payoff for Player 2 for any mixed strategy is ≤ 0. Similarly argue that the best
    possible payoff to Player 1 is ≤ 0. Conclude from linear-programming strong duality
    that there exists mixed strategies where the payoff to each player is 0.
    [10] 3. Difference-Constrained Linear Programs. We consider a special class of linear programs.
    Let x1, . . . , xn ∈ R be n variables. We have m constraints, each of which has one of the following
    two forms:
    • xik − xjk ≤ αk,
    • xik − xjk ≥ αk.
    where ik, jk ∈ [n] and αk ∈ Z for k ∈ [m].
    8 Give an O(mn) algorithm to decide whether there is a feasible non-negative solution
    (a1, . . . , an) that satisfies all of the constraints, and if so, find such a solution.
    Hint. This is not a Simplex Algorithm question. Rather it connects ideas between the
    first half of the course and the topic of linear programming.
    2 Explain how to extend your algorithm for the first part to handle constraints of the form:
    • xik − xjk < αk, • xik − xjk > αk.
    [15] 4. A 3
    2
    -Approximation for Vertex Covers on 4-Colorable Graphs.
    Let G = (V, E) be a undirected graph. A vertex cover is a set U ⊆ V that includes at least one
    endpoint of each edge. The minimum vertex cover problem, denoted by MinVertexCover, asks
    for the smallest number k such that G has a vertex cover of size k.
    Suppose that G is 4-colorable. Recall that this means that there exists c : G → {0, 1, 2, 3}, called
    a 4-coloring of G, such that c(u) ̸= c(v) for all uv ∈ E.
    5 Give an LP relaxation of MinVertexCover with variables xv ∈ [0, 1] for v ∈ V .
    In other words, this would be an LP of the form min P
    v
    xv : Ax ≥ b, 0 ≤ x ≤ 1 with the
    following property. For any vertex cover S of G, the incidence vector 1S
    is feasible for
    your LP.
    Recall. The incidence vector of a set S, denoted by 1
    S
    , is defined by 1
    S
    v = 1 if v ∈ S,
    otherwise 1
    S
    v = 0.
    5 Show that your LP has an optimal solution such that xv ∈ {0,
    1
    2
    , 1} for each v ∈ V .
    Note. Even if you are unable to prove this, you may use this result to complete the last
    part of the question.
    2
    5 Let c : G → {0, 1, 2, 3} be a 4-coloring of G. Without loss of generality we can assume
    |V
    1/2
    0
    | ≤ |V
    1/2
    1
    | ≤ |V
    1/2
    2
    | ≤ |V
    1/2
    3
    |
    where V
    1/2
    i = {v ∈ V : xv = 1/2, c(v) = i} for i = 0, 1, 2, 3.
    Let
    S = {v ∈ V : xv = 1} ∪
    v ∈ V : xv =
    1
    2
    , c(v) ̸= 3
    .
    Show that S gives a 3
    2
    -approximation for MinVertexCover.