6,039 research outputs found
Approximating the Minimum Equivalent Digraph
The MEG (minimum equivalent graph) problem is, given a directed graph, to
find a small subset of the edges that maintains all reachability relations
between nodes. The problem is NP-hard. This paper gives an approximation
algorithm with performance guarantee of pi^2/6 ~ 1.64. The algorithm and its
analysis are based on the simple idea of contracting long cycles. (This result
is strengthened slightly in ``On strongly connected digraphs with bounded cycle
length'' (1996).) The analysis applies directly to 2-Exchange, a simple ``local
improvement'' algorithm, showing that its performance guarantee is 1.75.Comment: conference version in ACM-SIAM Symposium on Discrete Algorithms
(1994
Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view
We extend the viscosity solution characterization proved in [5] for call/put
American option prices to the case of a general payoff function in a
multi-dimensional setting: the price satisfies a semilinear re-action/diffusion
type equation. Based on this, we propose two new numerical schemes inspired by
the branching processes based algorithm of [8]. Our numerical experiments show
that approximating the discontinu-ous driver of the associated
reaction/diffusion PDE by local polynomials is not efficient, while a simple
randomization procedure provides very good results
Solving Vertex Cover in Polynomial Time on Hyperbolic Random Graphs
The VertexCover problem is proven to be computationally hard in different ways: It is NP-complete to find an optimal solution and even NP-hard to find an approximation with reasonable factors. In contrast, recent experiments suggest that on many real-world networks the run time to solve VertexCover is way smaller than even the best known FPT-approaches can explain. Similarly, greedy algorithms deliver very good approximations to the optimal solution in practice.
We link these observations to two properties that are observed in many real-world networks, namely a heterogeneous degree distribution and high clustering. To formalize these properties and explain the observed behavior, we analyze how a branch-and-reduce algorithm performs on hyperbolic random graphs, which have become increasingly popular for modeling real-world networks. In fact, we are able to show that the VertexCover problem on hyperbolic random graphs can be solved in polynomial time, with high probability.
The proof relies on interesting structural properties of hyperbolic random graphs. Since these predictions of the model are interesting in their own right, we conducted experiments on real-world networks showing that these properties are also observed in practice. When utilizing the same structural properties in an adaptive greedy algorithm, further experiments suggest that, on real instances, this leads to better approximations than the standard greedy approach within reasonable time
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