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UT Dallas CS 6385 - dynamic-prog

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Dynamic ProgrammingDynamic ProgrammingDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming - ExampleDynamic Programming•Dynamic programming is essentially a recursive algorithm, which is often useful if the problem can be represented as a parametrized set of subproblems, such that each subproblem is reducible to others with smaller parameters.Dynamic Programming•The formulation can yield an efficient algorithm if the following two conditions are satisfied:–The number of different subproblems is not too large (does not grow exponentially).–The iterative reductions finally reduce the task to some initial cases for which the solution is already known or directly computable.Dynamic Programming - Example•We show the principle through an example.–A telecom company wants to create an extension plan for its network, year by year over a time horizon of T years, such that the network will have enough capacity to keep up with the growing demand in every year, and the total cost is minimum. The following information is available as input:Dynamic Programming - Example–cost[t, k] is the known cost we have to pay if in year t we extend the capacity by k units (k is assumed to be an integer).–demand[t] is the known capacity demand in year t.Dynamic Programming - Example•Goal: find an extension plan by specifying how much new capacity has to be bought in each year, such that in every year the accumulated capacity satisfies the demand, and the total cost is minimum.Dynamic Programming - Example•For easy description, let us use the following notations:–k will denote the amount of capacity.–The time (year) will be denoted by t: This variable runs over a time horizon T, that is t = 1, …, T.–cost[t, k] denotes the known cost we have to pay if in year t we buy k units of capacity.–demand[t] denotes the known demand for year t.–Let A[t, k] be the minimum achievable accumulated cost of a decision sequence up to the end of year t, if it achieves a total capacity of k.Dynamic Programming - Example•Let us now formulate the recursive algorithm:–The optimal accumulated cost up to the end of year t with accumulated capacity k can be obtained recursively as follows.–If the last amount of capacity we have bought is r and now we have altogether k, then by the end of the previous year we must have had k-r. If we already know the optimum cost up to year t-1 for all possible values of the capacity, then we can express the updated total cost as•A[t, k] = A[t – 1, k - r] + cost[t, r].Dynamic Programming - Example•Dynamic Programming - Example•Dynamic Programming - Example•We can apply the above recursive formula whenever t > 1. But how do we handle the first year, that is, how do we start the recursion? •When t = 1, there is no previosly accumulated capacity yet, so then we simply take–A[1, k] = cost[1, k] for every k.Dynamic Programming -


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UT Dallas CS 6385 - dynamic-prog

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