In [3]:

```
%pylab inline
import pandas as pd
import numpy as np
from __future__ import division
import itertools
import matplotlib.pyplot as plt
import seaborn as sns
import logging
logger = logging.getLogger()
```

for optimization problems:

divide-and-conquer

partition into**disjoint**subproblems, solve recursively, and then combine.dynamic programming

subploems**overlap**

developing by four steps:- Characterize the
**structure**of an optimal solution. **Recursively**define the value of an optimal solution.- Compute the value of an optimal solution, typically in a
**bottom-up**fashion. - [opt] Construct an optimal solution from computed information.

- Characterize the

Given:

- a rod of length $n$ inches.
- a table of prices $p_i$ for $i = 1, 2, \cdots, n$

Problem:

determine the **maximum revenue** $r_n$ obtainable by cutting up the rod and selling the pieces.

Solution:

$$r_n = max_{1 \leq i \leq n} (p_i + r_{n-i})$$

Implementation:

- recursive top-down
- dynamic programming
**optimal substructure**: optimal solutions to a problem incorporate optimal solutions to related subproblems.- uses additional memory to save computation time
- two ways:
- top-down with memorization
- it “remembers” what results it has computed previously.

- bottom-up method.
- We sort the subproblems by size and solve them in size order, smallest first.
- The bottom-up approach often has much better constant factors, since it has less overhead for procedure calls.

- top-down with memorization
**subproblems graphs**, as shown in Fig (15.4).- A dynamic-programming approach runs in
**polynomial**time when**the number of distinct subproblems**involved is**polynomial**in the input size and we can solve each such subproblem in**polynomial**time. - namely, the running time of dynamic programming is
**linear**in the number of vertices and edges.

- A dynamic-programming approach runs in
**Reconstructing a solution**:

We can extend the dynamic-programming approach to record not only the optimal value computed for each subproblem, but also a choice that led to the optimal value. With this information, we can readily print an optimal solution. ￼

In [4]:

```
price = np.array([1, 5, 8, 9, 10, 17, 17, 20, 24, 30])
print('length i: {}'.format(range(len(price))))
print('price p_i: {}'.format(price))
def bottom_up_cut_rod(p_, n):
"""Solve cut_rod problem by bottom-up dynamic programming.
"""
assert (len(p_) >= n), 'n should be less than the max length {}'.format(len(p))
p = np.insert(p_, 0, 0) #set price_0 = 0
r = np.zeros(n+1)
for k in range(1, n+1):
q = -np.inf
for m in range(1, k+1):
q = max(q, p[m]+r[k-m])
r[k] = q
return r[-1]
print('max price: {}'.format([bottom_up_cut_rod(price, n) for n in range(1, len(price)+1)]))
```

**given** a chain $<A_1, A_2, \cdots, A_n>$ of $n$ matrices, where for $i = 1, 2, \cdots, n$, matrix $A_i$ has dimension $p_{i-1} \times p_i$,

**problem**: fully parenthesize the product $A_1 A_2 \cdots A_n$ in a way that minimizes the number of scalar multiplicatons.

**solutions**:

exhaustively checking all possible parenthesizations. $\Omega(2^n)$

\begin{equation}`P(n) = \begin{cases} 1 & \quad \text{if } n = 1 \\ \sum_{k=1}^{n-1} P(k) P(n-k) & \quad \text{if } n \geq 2 \\ \end{cases}`

\end{equation}

Applying dynamic programming. $\Omega (n^3)$

define $A_{i \dotso j} = A_i A_{i+1} \dotsm A_j$The structure of an optimal parenthesization.

suppose $A_{i \dotso k} A_{k \dotso j}$ is the optimal solution of $<A_i, \dotsm, A_j>$, where $i \leq k < j$.

then $A_{i \dotso k}$ must be the optimal solution of $<A_i, \dotsm, A_k>$, as well as $A_{k \dots j}$.Proof:

if existing $Cost(\hat{A}_{i \dotso k}) < Cost(A_{i \dotso k})$,

then $\hat{A}_{i \dotso k} A_{k \dotso j}$ should be the optimal solution ==> contradiction.A recursive solution.

Let $m[i,j]$ be the minimum number of scalar multiplications needed to compute the matrix $A_{i \dotso j}$.\begin{equation}

`m[i,j] = \begin{cases} 0 & \quad \text{if } i = j \\ min_{i \leq k < j} {m[i,k] + m[k+1,j] + p_{i-1} p_k p_j} & \quad \text{if } i < j \end{cases}`

\end{equation}

Computing the optimal costs.

$m[i,j]$ depends on all $m[i,k], m[k+1,j]$.

hence, the algorithm should fill in the talbe $m$ in a manner that corresponds to solving the parenthesizaiton problem on matrix chains of incresing lenghth.Constructing an optimal solution.

construct table $s$ whose rows is $1, \dotsm, n-1$ and columns is $2, \dotsm, n$.

Each entry $s[i,j]$ records the optimal solution $k$ for $A_{i \dotso j}$.

In [5]:

```
#todo
```

Two keys: optimal substructure and overlapping subproblems.

A solution to the problem consists of making a choice.

Suppose: for a given problem, you are given the choice

Given the choice, you determine which subproblems ensue and how to best characterize the resulting space of subproblems.

By using "cut-and-paste" technique, you show that the solutions to the subproblems used within an optimal solution to the problem must themselves be optimal.

To characterize the space of subproblems, a good rule of thumb says to try to keep the space **as simple as possible** and then **expand it as necessary**.

Optimal substructure **varies** across problem domains in two ways:

how many subproblems an optimal solution to the original problem use.

how many choices we have in detering which subproblem(s) to use in an optimal solution.

the **running time** of a dynamic-programming algorithm depends on the product of two factors:

the number of subproblems overall.

how many choices we look at for each subproblem.

Dynamic programming often uses optimal substructure in a **bottom-up fashion**.

The **cost** of the problem solution is usually the subproblem costs plus a cost that is directly attributable to the choice itself.

Be careful NOT to assume that the optimal substructure applies when it does not.

eg: Unweighted shortest path VS Unweighted longest simple path.

subproblems are **independent**:

The solution to one subproblem does not affect the solution to another subproblem of the same problem.

in another word, **the subproblems do not share resources**.

store which choice we made in each subproblem in a table.

maintains an entry in a table for the solution to each subproblem.

In general practice, we prefer to use bottom-up rather than top-down memoized algorithm. While if some subproblems need not be solved at all, the memoized solution has the advantage.

Steps:

Characterizing the optimal substructure:

Let $X = <x_1, x_2, \dotsc, x_m>$ and $Y = <y_1, y_2, \dotsc, y_n>$ be sequences, and let $Z = <z_1, z_2, \dotsc, z_k>$ be any LCS of $X$ and $Y$.If $x_m = y_n$, then $z_k = x_m = y_n$, and $Z_{k-1}$ is an LCS of $X_{m-1}$ and $Y_{n-1}$.

If $X_m \neq y_n$, then $z_k \neq x_m$ implies that $Z$ is an LCS of $X_{m-1}$ and $Y$.

If $x_m \neq y_n$, then $z_k \neq y_n$ implies that $Z$ is an LCS of $X$ and $Y_{n-1}$.

A recursive solution.

\begin{equation}

`c[i,j] = \begin{cases} 0 \quad & \text{if } i = 0 \text{ or } j = 0 \\ c[i-1,j-1] + 1 \quad & \text{if } i, j > 0 \text{ and } x_i = y_j \\ max(c[i,j-1], c[i-1,j]) \quad & \text{if } i, j > 0 \text{ and } x_i \neq y_j \end{cases}`

\end{equation}

Computing the length of an LCS.

code.Constructing.

$b[i,j]$ points to the table entry corresponding to the optimal subproblem solution chosen when computing $c[i,j]$.

eliminate the $b$ table.

leave only two rows of table $c$ at a time.

In [6]:

```
#todo
```

**Given**:

a sequence $K = <k_1, k_2, \dotsc, k_n>$ of $n$ distinct keys in sorted order. For each $k_i$, we have a probability $p_i$ that a serch will be for $k_i$. And we also have $n+1$ "dummy keys" $<d_0, d_1, \dotsc, d_n>$ representing values not in $K$, and the probability $q_i$ for each $d_i$.

We want to build a search trees $T$ for $K$, and define the expected cost of a search in $T$ is:

\begin{align}
E[cost] &= \sum_{i=1}^n (depth_T(k_i) + 1) p_i + \sum_{i=0}^n (depth_T(d_i) + 1) q_i \\
&= 1 + \sum_{i=1}^n depth_T(k_i) p_i + \sum_{i=0}^n depth_T(d_i) q_i
\end{align}

**Problem**:

We wish the expected cost of $T$ is the smallest.

Optimal substructure

If an optimal binary search tree $T$ has a subtree $T'$ containing keys $k_i, \dotsc, k_j$, then this subtree $T'$ must be optimal as well for the subproblem with keys $k_i, \dotsc, k_j$ and dummy keys $d_{i-1}, \dotsc, d_j$.A recursive solution

define: $w[i,j] = \sum_{l=i}^{j} p_l + \sum_{l=i-1}^{j} q_l$

\begin{equation}

`e[i,j] = \begin{cases} q_{i-1} \quad & \text{if } j = i - 1 \\ min_{i \leq r \leq j} \{e[i,r-1] + e[r+1,j] + w[i,j]\} \quad & \text{if } i \leq j \end{cases}`

\end{equation}

Computing

$$w[i,j] = w[i,j-1] + p_j + q_j$$

In [7]:

```
#todo
```