Optimal Recombination in Genetic Algorithms

This paper surveys results on complexity of the optimal recombination problem (ORP), which consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. We consider efficient reductions of the ORPs, allowing to establish polynomial solvability or NP-hardness of the ORPs, as well as direct proofs of hardness results

JGraphT -- A Java library for graph data structures and algorithms

Mathematical software and graph-theoretical algorithmic packages to efficiently model, analyze and query graphs are crucial in an era where large-scale spatial, societal and economic network data are abundantly available. One such package is JGraphT, a programming library which contains very efficient and generic graph data-structures along with a large collection of state-of-the-art algorithms. The library is written in Java with stability, interoperability and performance in mind. A distinctive feature of this library is the ability to model vertices and edges as arbitrary objects, thereby permitting natural representations of many common networks including transportation, social and biological networks. Besides classic graph algorithms such as shortest-paths and spanning-tree algorithms, the library contains numerous advanced algorithms: graph and subgraph isomorphism; matching and flow problems; approximation algorithms for NP-hard problems such as independent set and TSP; and several more exotic algorithms such as Berge graph detection. Due to its versatility and generic design, JGraphT is currently used in large-scale commercial, non-commercial and academic research projects. In this work we describe in detail the design and underlying structure of the library, and discuss its most important features and algorithms. A computational study is conducted to evaluate the performance of JGraphT versus a number of similar libraries. Experiments on a large number of graphs over a variety of popular algorithms show that JGraphT is highly competitive with other established libraries such as NetworkX or the BGL.Comment: Major Revisio

Partial chord diagrams and matrix models

In this article, the enumeration of partial chord diagrams is discussed via matrix model techniques. In addition to the basic data such as the number of backbones and chords, we also consider the Euler characteristic, the backbone spectrum, the boundary point spectrum, and the boundary length spectrum. Furthermore, we consider the boundary length and point spectrum that unifies the last two types of spectra. We introduce matrix models that encode generating functions of partial chord diagrams filtered by each of these spectra. Using these matrix models, we derive partial differential equations - obtained independently by cut-and-join arguments in an earlier work - for the corresponding generating functions.Comment: 42 pages, 14 figure

Combinatorics of Option Spreads: The Margining Aspect

In December 2005, the U.S. Securities and Exchange Commission approved margin rules for complex option spreads with 5, 6, 7, 8, 9, 10 and 12 legs. Only option spreads with 2, 3 or 4 legs were recognized before. Taking advantage of option spreads with a large number of legs substantially reduces margin requirements and, at the same time, adequately estimates risk for margin accounts with positions in options. In this paper we present combinatorial models for known and newly discovered option spreads with up to 134 legs. We propose their full characterization in terms of matchings, alternating cycles and chains in graphs with bicolored edges. We show that the combinatorial analysis of option spreads reveals powerful hedging mechanisms in the structure of margin accounts, and that the problem of minimizing the margin requirement for a portfolio of option spreads can be solved in polynomial time using network flow algorithms. We also give recommendations on how to create more efficient margin rules for options

An Efficient Algorithm for Enumerating Chordless Cycles and Chordless Paths

A chordless cycle (induced cycle) $C$ of a graph is a cycle without any chord, meaning that there is no edge outside the cycle connecting two vertices of the cycle. A chordless path is defined similarly. In this paper, we consider the problems of enumerating chordless cycles/paths of a given graph $G=(V,E),$ and propose algorithms taking $O(|E|)$ time for each chordless cycle/path. In the existing studies, the problems had not been deeply studied in the theoretical computer science area, and no output polynomial time algorithm has been proposed. Our experiments showed that the computation time of our algorithms is constant per chordless cycle/path for non-dense random graphs and real-world graphs. They also show that the number of chordless cycles is much smaller than the number of cycles. We applied the algorithm to prediction of NMR (Nuclear Magnetic Resonance) spectra, and increased the accuracy of the prediction