Friday, January 31, 2014

Dealing with NP-Hard Problems: An Introduction to Approximation Algorithms

This is just a quick overview on approximation algorithms. It is a broad topic to discuss. For more information go to References.

The famous NP-Complete class is known for its possible intractability. NP means non deterministic polynomial and for a problem to be NP-Complete it has to be
  •   NP  (verified in polynomial time) and
  •   NP-Hard (as hard as any other problem in the NP class).

Among the several important problems that are NP-Complete or NP-Hard (on its optimization form) we can name the Knapsack, the Travel Salesmen, and the Set Cover problem.

Even though no efficient optimal solution might exist for NP-Complete problems we still need to address this issue due to the amount of practical problems existent in the NP-Complete class.

Considering that even for medium volumes of data exponential brute-force is impractical, the option is abdicating the optimum solution as minimum as possible and pursuing an efficient algorithm.

 Approximation algorithms are a way to deal with NP-Hard problems. They are polynomial-time algorithms, that return guaranteed near optimal solutions for any instance of the problem. The objective is to make the output as close to the optimal value as possible. We say that an α-approximation, is an algorithm that is within a α distance from the optimal value.

Measures of Approximation

Among the measures of approximation it is possible to highlight:
  • Absolute approximation
  • Approximation factor
We say that an algorithm A is an absolute approximation for an instance I if it stays under a absolute distance k of the optimum algorithm OPT:

                         |A(I) − OPT(I)| ≤ k  ∀ instance I.

An algorithm has an approximation factor of α if:

                       A(I) ≤ α · OPT(I) ∀I, for minimization
                       A(I) ≥ α · OPT(I) ∀I, for maximization

being that α>1 for minimization and α<1 for maximization problems.

Approximation Techniques

Greedy approaches are a highly intuitive and usually easy to implement approximation algorithm. It basically consists of making the "best" local choice at each step. For example, for the Set Cover problem, a greedy algorithm would be:

"At each round choose the set that minimizes the ratio weight of its weight to the number of currently uncovered elements it contains."

You can check a proof of approximation here [1].

Another way to create an approximation is by making a linear relaxation of a integral program. Remembering that many problems can be written in a more  mathematical form, were we have a objective function to maximize (or minimize), constraints and variables.
The Knapsack is a good example:

The goal here is to maximize the objective function, where vi represents the value of each element i, and variable xi represents whether element i is going to be taken or not. The maximization has to take into account the weight of each element represented by the first constraint.

Approximation through linear relaxation can be done in a very simple way. While Integral programming is NP-Hard, linear programming is not. If we relax (substitute) the constraint

        we can have a solution (not optimal!) in polynomial time.

Here is what is would look like:

The linear relaxation serves as a lowerbound of the optimal solution in minimization problems and upperbound in maximization problems.

There is also a very powerful method called Primal-dual schema.

It is well known that, in some cases, optimal solutions satisfy the complementary slackness conditions.

The Primal-Dual schema works with a relaxed version of the complementary slackness conditions. It starts with a integral feasible solution for the primal and a feasible solution for the dual, for example. Iteratively, it satisfies the slackness conditions so that no constraint problem is broken in the process. When all conditions are satisfied the program ends.

It can be a little complex, so I am going to do a post about it on the future. For now, to understand it in details please read [2].

Classes of Approximation

Algorithms as the mentioned above can be classified by their approximation "degree", or how much it is possible to approximate them of the optimal solution.
Following there are listed the classifications:

  • PO - problems for which there are exact polynomial algorithms. This an extension of the P class to optimization problems. 
  • PTAS (Polynomial Time Approximation Scheme) -  It presents an approximation scheme which is a (1 + e)OPT approximation for minimization, and, (1 - e)OPT for maximization, where e is a relative error (rational number).
  • FPTAS  (Fully Polynomial Time Approximation Scheme) -  as PTAS, FPTAS is also a polynomial scheme, but FPTAS running time is polynomial in the inverse of the error (1/e).
  • APX -  there is at least one polynomial α-approximation (for some constant α).
  • NPO - is an extension of the NP class to optimization problems. This means that an algorithm A is in the NP Optimization class if its instances are polynomial in size,  and solution for the problem can be verified in polynomial time and the size of the objective function (solution) can be calculated in polynomial time. 
This is the relation among the classes:


If an algorithm is in the FTPAS class, this usually means that it can have better approximations than one in the APX class.

The knapsack problem, for example, has been proved to be in FPTAS [3]. If by any chance someone proved it to be also in any other class of the above, than P=NP.


[1] D. P. Williamson and D. B. Shmoys. The Design of Approximation Algorithms. 2010. Cambridge University Press
[2] V. Vazirani. Approximation Algorithms. 2001. Springer-Verlag. 

[3] (PORTUGUESE) M.H. Carvalho, M.R. Cerioli, R. Dahab, P. Feofiloff, C.G. Fernandes, C.E. Ferreira, K.S. Guimarães, F.K. Miyazawa, J.C. Pina Jr., J. Soares, Y. Wakabayashi. Uma introdução sucinta a algoritmos de aproximação. 23o Colóquio Brasileiro de Matemática, IMPA, Rio de Janeiro. 

[4]  Giorgio Ausiello, Pierluigi Crescenzi, and Marco Protasi. Approximate Solution of NP Optimization Problems. Theor. Comput. Sci. 150(1):1-55 (1995)