A rigorous analysis of the cavity equations for the minimum spanning tree

We analyze a new general representation for the Minimum Weight Steiner Tree (MST) problem which translates the topological connectivity constraint into a set of local conditions which can be analyzed by the so called cavity equations techniques. For the limit case of the Spanning tree we prove that the fixed point of the algorithm arising from the cavity equations leads to the global optimum.Comment: 5 pages, 1 figur

A rigorous analysis of the cavity equations for the minimum spanning tree

We analyze a new general representation for the Minimum Weight Steiner Tree (MST) problem which translates the topological connectivity constraint into a set of local conditions which can be analyzed by the so called cavity equations techniques. For the limit case of the Spanning tree we prove that the fixed point of the algorithm arising from the cavity equations leads to the global optimum.Comment: 5 pages, 1 figur

On the performance of a cavity method based algorithm for the Prize-Collecting Steiner Tree Problem on graphs

We study the behavior of an algorithm derived from the cavity method for the Prize-Collecting Steiner Tree (PCST) problem on graphs. The algorithm is based on the zero temperature limit of the cavity equations and as such is formally simple (a fixed point equation resolved by iteration) and distributed (parallelizable). We provide a detailed comparison with state-of-the-art algorithms on a wide range of existing benchmarks networks and random graphs. Specifically, we consider an enhanced derivative of the Goemans-Williamson heuristics and the DHEA solver, a Branch and Cut Linear/Integer Programming based approach. The comparison shows that the cavity algorithm outperforms the two algorithms in most large instances both in running time and quality of the solution. Finally we prove a few optimality properties of the solutions provided by our algorithm, including optimality under the two post-processing procedures defined in the Goemans-Williamson derivative and global optimality in some limit cases

Percolation-like Scaling Exponents for Minimal Paths and Trees in the Stochastic Mean Field Model

In the mean field (or random link) model there are $n$ points and inter-point distances are independent random variables. For $0 < \ell < \infty$ and in the $n \to \infty$ limit, let $\delta(\ell) = 1/n \times$ (maximum number of steps in a path whose average step-length is $\leq \ell$). The function $\delta(\ell)$ is analogous to the percolation function in percolation theory: there is a critical value $\ell_* = e^{-1}$ at which $\delta(\cdot)$ becomes non-zero, and (presumably) a scaling exponent $\beta$ in the sense $\delta(\ell) \asymp (\ell - \ell_*)^\beta$. Recently developed probabilistic methodology (in some sense a rephrasing of the cavity method of Mezard-Parisi) provides a simple albeit non-rigorous way of writing down such functions in terms of solutions of fixed-point equations for probability distributions. Solving numerically gives convincing evidence that $\beta = 3$. A parallel study with trees instead of paths gives scaling exponent $\beta = 2$. The new exponents coincide with those found in a different context (comparing optimal and near-optimal solutions of mean-field TSP and MST) and reinforce the suggestion that these scaling exponents determine universality classes for optimization problems on random points.Comment: 19 page

The cavity approach for Steiner trees packing problems

The Belief Propagation approximation, or cavity method, has been recently applied to several combinatorial optimization problems in its zero-temperature implementation, the max-sum algorithm. In particular, recent developments to solve the edge-disjoint paths problem and the prize-collecting Steiner tree problem on graphs have shown remarkable results for several classes of graphs and for benchmark instances. Here we propose a generalization of these techniques for two variants of the Steiner trees packing problem where multiple "interacting" trees have to be sought within a given graph. Depending on the interaction among trees we distinguish the vertex-disjoint Steiner trees problem, where trees cannot share nodes, from the edge-disjoint Steiner trees problem, where edges cannot be shared by trees but nodes can be members of multiple trees. Several practical problems of huge interest in network design can be mapped into these two variants, for instance, the physical design of Very Large Scale Integration (VLSI) chips. The formalism described here relies on two components edge-variables that allows us to formulate a massage-passing algorithm for the V-DStP and two algorithms for the E-DStP differing in the scaling of the computational time with respect to some relevant parameters. We will show that one of the two formalisms used for the edge-disjoint variant allow us to map the max-sum update equations into a weighted maximum matching problem over proper bipartite graphs. We developed a heuristic procedure based on the max-sum equations that shows excellent performance in synthetic networks (in particular outperforming standard multi-step greedy procedures by large margins) and on large benchmark instances of VLSI for which the optimal solution is known, on which the algorithm found the optimum in two cases and the gap to optimality was never larger than 4 %

Clustering with shallow trees

We propose a new method for hierarchical clustering based on the optimisation of a cost function over trees of limited depth, and we derive a message--passing method that allows to solve it efficiently. The method and algorithm can be interpreted as a natural interpolation between two well-known approaches, namely single linkage and the recently presented Affinity Propagation. We analyze with this general scheme three biological/medical structured datasets (human population based on genetic information, proteins based on sequences and verbal autopsies) and show that the interpolation technique provides new insight.Comment: 11 pages, 7 figure

A survey of max-type recursive distributional equations

In certain problems in a variety of applied probability settings (from probabilistic analysis of algorithms to statistical physics), the central requirement is to solve a recursive distributional equation of the form X =^d g((\xi_i,X_i),i\geq 1). Here (\xi_i) and g(\cdot) are given and the X_i are independent copies of the unknown distribution X. We survey this area, emphasizing examples where the function g(\cdot) is essentially a ``maximum'' or ``minimum'' function. We draw attention to the theoretical question of endogeny: in the associated recursive tree process X_i, are the X_i measurable functions of the innovations process (\xi_i)?Comment: Published at http://dx.doi.org/10.1214/105051605000000142 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org