1. More on Dynamic Programming Bellman-FordFloyd-Warshall Wednesday, July 30 th 1

2. Outline For Today 1.Bellman-Ford’s Single-Source Shortest Paths 2.Floyd-Warshall’s All-Pairs Shortest Paths 2

3. Recipe of a DP Algorithm (1) 3 1: Identify small # of subproblems Ex 1: Find opt independent set in G i : only n subproblems. Ex 2: Find optimal alignment of X i and Y j : only mn subproblems

4. Recipe of a DP Algorithm (2) 4 Step 2: quickly + correctly solve “larger” subproblems given solutions to smaller ones, usually via a recursive formula: Ex 1: Linear Ind. Set: A[i] = max {w i + A[i-2], A[i-1]} Ex 2: Alignment: A[i][j] = min A[i-1][j-1] + α ij A[i-1][j] + δ A[i][j-1] + δ

5. Recipe of a DP Algorithm (3) 5 3: After solving all subproblems, can quickly compute final solution Ex 1: Linear Independent Set: return A[n] Ex 2: Alignment: return A[m][n]

6. Outline For Today 1.Bellman-Ford’s Single-Source Shortest Paths 2.Floyd-Warshall’s All-Pairs Shortest Paths 6

7. Recap: Single-Source Shortest Paths (SSSP)  Input: Directed (simple) graph G(V, E), source s, and weights c e on edges.  Output: ∀ v ∈ V, shortest s v path.  Dijkstra’s Algorithm: O(mlogn); only if c e ≥ 0 7

8. Pros/Cons of Dijkstra’s Algorithm Pros: O(mlogn) super fast & simple algorithm Cons: 1. Works only if c e ≥ 0  Sometimes need negative weights, e.g. (finance) 2.Not very distributed/parallelizable:  Looks very “serial”  Need to store large parts of graph in-memory.  Therefore not very scalable in very large graphs. 8 Bellman-Ford addresses both of these drawbacks (Last lecture will see parallel version of BF)

9. Preliminary: Negative Weight Cycles Question: How to define shortest paths when G has negative weights cycles? 9 s xy tz 4 -5 3 -6 G

10. Possible Shortest sv Path Definition 1 10 s xy tz 4 -5 3 -6 G Shortest path from s to v with cycles allowed. Problem: Can loop forever in a negative cycle. So there is no “shortest path”!

11. Possible Shortest sv Path Definition 2 11 s xy tz 4 -5 3 -6 G Shortest path from s to v, cycles NOT allowed. Problem: Now well-defined. But NP-hard. Don’t expect a “fast” algorithm solving it exactly.

12. Solution: Assume No Negative-Weight Cycles 12 Q: Now, can shortest paths contain cycles? A: No. Assume P is shortest path from s to v, with a cycle. P= s x x v. Then since x x is a cycle, and we assumed no negative weight cycles, we could get P`= s x v, and get a shorter path.

13. Upshot: Bellman-Ford’s Properties 13 Note: Bellman-Ford will be able to detect if there is a negative weight cycle! Bellman-Ford G(V, E), weights ∃ negative- weight cycle Shortest Paths Both outputs computed in reasonable amount of time.

14. Challenge of A DP Approach 14 Need to identify some sub-problems.  Linear IS:  Line graph was naturally ordered from left to right.  Subproblems could be defined as prefix graphs.  Sequence Alignment:  X, Y strands were naturally ordered strings.  Subproblems could be defined as prefix strings. **Shortest Paths’ Input G Has No Natural Ordering**

15. High-level Idea Of Subproblems 15 But the Output Is Paths & Paths Are Sequential! Trick: Impose an Ordering Not On G but on Paths. Larger Paths Will Be Derived By Appending New Edges To The Ends Of Smaller (Shorter) Paths.

16. Subproblems 16 Input: G(V, E) no negative cycles, s, c e arbitrary weights. Output: ∀ v, global shortest paths from s to v. Q: Max possible # hops (or # edges) on the shortest paths? A: n-1 (**since there are no negative cycles**) P (v, i) = Shortest path from s to v with at most i edges (& no cycles).

17. Example 17 Let P (v, i) be the shortest s-v path with ≤ i edges. Q: P (t,1) ? A: Does not exist (assume such paths have ∞ weights.) s x twz 1 1 23-6 abc 10 2

18. Example 18 Let P (v, i) be the shortest s-v path with ≤ i edges. s x twz 1 1 23-6 abc 10 2 Q: P (t,2) ? A: s->x->t with weight 2.

19. Example 19 Let P (v, i) be the shortest s-v path with ≤ i edges. s x twz 1 1 23-6 abc 10 2 Q: P (t,3) ? A: s->w->z->t with weight -1.

20. Example 20 Let P (v, i) be the shortest s-v path with ≤ i edges. s x twz 1 1 23-6 abc 10 2 Q: P (t,4) ? A: s->w->z->t with weight -1.

21. Solving P (v,i) In Terms of “Smaller” Subproblems 21 Let P=P (v, i) be the shortest s-v path with ≤ i edges Note: For some v, an s-v path with ≤ i edges may not exist. Assume v has such a path. A Claim that does not require a proof: |P| ≤ i-1 OR |P| = i

22. Case 1: |P= P (v, i) | ≤ i-1 22 s v Q: What can we assert about P (v, i-1) ? A: P (v, i-1) = P (v, i) (by contradiction) (P (v, i) is also the shortest sv path with at most i-1 edges)

23. Case 2: |P= P (v, i) | = i 23 Q: What can we assert about P`? Claim: P` = P (u, i-1) (P` is shortest su path in with ≤ i-1 edges) s u P`=>|su| = i-1 v

24. Proof that P`= P (u, i-1) 24 Assume ∃ a better su path Q with ≤ i-1 edges Q had ≤ i-1 edges, then Q ∪ (u,v) has ≤ i edges. cost(Q) < cost(P`), cost(Q ∪ (u,v)) < cost(P). Q.E.D su Q v

25. Summary of the 2 Cases 25 Case 1: |P (v, i) | ≤ i-1 => P (v, i-1) = P (v, i) sv Case 2: |P (v, i) | = i => P` = P (u, i-1) s u v P`=>|su| = i-1

26. Our Subproblems Agains 26 ∀ v, and for i={1, …, n} P (v, i) : shortest s v path with ≤ i edges (or null) L (v, i) : w(P (v, i) ) (and + ∞ for null paths) L (v, i) = min L (v, i-1) min u: ∃ (u,v) ∈ E : L (u, i-1) + c (u,v)

27. Bellman-Ford Algorithm 27 procedure Bellman-Ford(G(V,E), weights C): Base Cases: A[0][s] = L (v, i) : w(P (v, i) ) Let A be an nxn 2D array. A[i][v] = shortest path to vertex v with ≤ i edges.

28. Bellman-Ford Algorithm 28 procedure Bellman-Ford(G(V,E), weights C): Base Cases: A[0][s] = 0 A[0][j] = L (v, i) : w(P (v, i) ) Let A be an nxn 2D array. A[i][v] = shortest path to vertex v with ≤ i edges.

29. Bellman-Ford Algorithm 29 procedure Bellman-Ford(G(V,E), weights C): Base Cases: A[0][s] = 0 A[0][j] = +∞ where j ≠ s for i = 1, …, n-1: for v ∈ V: A[i][v] = min {A[i-1][v] min (u,v) ∈ E A[i-1][u]+c (u,v) L (v, i) : w(P (v, i) ) Let A be an nxn 2D array. A[i][v] = shortest path to vertex v with ≤ i edges.

30. Correctness of BF 30 By induction on i and correctness of the recurrence for L (v, i) (exercise)

31. Runtime of BF 31 … for i = 1, …, n-1: for v ∈ V: A[i][v] = min {A[i-1][v] min (u,v) ∈ E A[i-1][u]+c (u,v) # entries in A is n 2. Q: How much time for computing each A[i][v]? A: in-deg(v) For each i, total work for all A[i][v] entries is: Total Runtime: O(nm)

32. Runtime Optimization: Stopping Early 32 Suppose for some i ≤ n: A[i][v] = A[i-1][v] ∀ v. Q: What does this mean? A: Values will not change in any later iteration => We can stop! … for i = 1, …, n-1: for v ∈ V: A[i][v] = min {A[i-1][v] min (u,v) ∈ E A[i-1][u]+c (u,v) Values only depend on the previous iteration!

33. Negative Cycle Checking 33 Consider any graph G(V, E) with arbitrary edge weights. =>There may be negative cycles. Claim: If BF stabilizes at some iteration i > 0, then G has no negative cycles. (i.e., negative cycles implies BF never stabilizes!)

34. How To Check For Cycles If Claim is True 34 Run BF just one extra iteration! Check if A[n][v] = A[n-1][v] for all v. If so, no negative cycles, o.w. there is a negative cycle. Running n iterations is the general form of BF: Bellman-Ford G(V, E), weights ∃ negative- weight cycle Shortest Paths

35. Proof of Claim: BF Stabilizes => G has no negative cycles 35 Assume BF has stabilized in iteration i. Notation: d(v) = A[i][v] = A[i-1][v] (by above assumption) A[i][v] = min {A[i-1][v] min (u,v) ∈ E A[i-1][u] + c (u,v) d(v) = min {d(v) min (u,v) ∈ E d(u) + c (u,v) d(v) ≤ d(u) + c (u,v) Let’s argue that every cycle C has non-negative weight...

36. Proof of Claim (continued) 36 d(v) ≤ d(u) + c (u,v) Fix a cycle C: y x z t

37. Proof of Claim (continued) 37 d(v) ≤ d(u) + c (u,v) => d(v) – d(u) ≤ c (u,v) Fix a cycle C: y x z t

38. Proof of Claim (continued) 38 d(v) ≤ d(u) + c (u,v) => d(v) – d(u) ≤ c (u,v) Fix a cycle C: y x z t d(x) – d(t) ≤ c (t,x)

39. Proof of Claim (continued) 39 d(v) ≤ d(u) + c (u,v) => d(v) – d(u) ≤ c (u,v) Fix a cycle C: y x z t d(x) – d(t) ≤ c (t,x) d(y) – d(x) ≤ c (x,y)

40. Proof of Claim (continued) 40 d(v) ≤ d(u) + c (u,v) => d(v) – d(u) ≤ c (u,v) Fix a cycle C: y x z t d(x) – d(t) ≤ c (t,x) d(y) – d(x) ≤ c (x,y) d(z) – d(y) ≤ c (y,z)

41. Proof of Claim (continued) 41 d(v) ≤ d(u) + c (u,v) => d(v) – d(u) ≤ c (u,v) Fix a cycle C: y x z t d(x) – d(t) ≤ c (t,x) d(y) – d(x) ≤ c (x,y) d(z) – d(y) ≤ c (y,z) d(t) – d(z) ≤ c (z,t) 0 ≤ w(C) Q.E.D. Same algebra and result for any cycle (exercise).

42. Space Optimization (1) 42 … for i = 1, …, n-1: for v ∈ V: A[i][v] = min {A[i-1][v] min (u,v) ∈ E A[i-1][u]+c (u,v) Only need A[i-1][v]’s to compute A[i][v]s.  Only need O(n) space; i.e., O(1) per vertex. Q: By throwing things out, what do we lose in general? A: Reconstruction of the actual paths. But with only O(n) more space, we can actually reconstruct the paths!

43. Space Optimization (1) 43 … for i = 1, …, n-1: for v ∈ V: A[i][v] = min {A[i-1][v] min (u,v) ∈ E A[i-1][u]+c (u,v) Fix: Each v stores a predecessor pointer (initially null) Whenever A[i][v] is updated to A[i-1][u]+c (u,v), we set the Pred[v] to u. Claim: At termination, tracing pointers back from v yields the shortest s-v path. (Details in the book, by induction on i)

44. Summary of BF 44 Runtime: O(nm), not as fast as Dijkstra’s O(mlogn). But works with negative weight edges. And is distributable/parallelizable. Will see its distributed version last lecture of class.

45. Outline For Today 1.Bellman-Ford’s Single-Source Shortest Paths 2.Floyd-Warshall’s All-Pairs Shortest Paths 45

46. All-Pairs Shortest Paths (APSP) Input: Directed G(V, E), arbitrary edge weights, no neg. cycles. Output: ∀ u, v, d(u, v): shortest (u, v) path in G. (no fixed source s) Q: What’s a poly-time algorithm to solve APSP? A: for each s, run BF from s => O(n 2 m) Better Algorithm: Floyd-Warshall 46

47. Floyd-Warshall Idea Linear IS: input graph naturally ordered sequentially Seq. Alignment: strings naturally ordered sequentially Bellman-Ford: output paths naturally ordered sequentially FW imposes sequentiality on the vertices  order vertices from 1 to n  only use the first i vertices in each subproblem (Same idea works for SSSP, but less efficient than BF.) 47

48. Floyd-Warshall Subproblems V= {1, …, n}, ordered completely arbitrarily V k = {1, …, k} Original Problem: ∀ (u, v) shortest u, v path. We need to define the subproblems. Subproblem P (i, j, k) = shortest i, j path that uses only V k as intermediate nodes (excluding i and j). 48

49. Floyd-Warshall Subproblems 49 2 1 4 1 1 2 367 10 2 5 Q: P (6,4,1) ? A: null (weight of + ∞ )

50. Floyd-Warshall Subproblems 50 2 1 4 1 1 2 367 10 2 Q: P (2,4,1) ? A: 2->1->4 (weight of 2) 5

51. Floyd-Warshall Subproblems 51 2 1 4 1 1 2 367 10 2 Q: P (2,6,0) ? A: 2-6 (weight of 2) (no intermediate nodes needed) 5

52. Floyd-Warshall Subproblems 52 2 1 4 1 1 2 367 10 2 Q: P (2,6,1) ? A: 2-6 (still weight of 2) (without intermediate nodes) 5

53. Floyd-Warshall Subproblems 53 2 1 4 1 1 2 367 10 2 Q: P (2,6,2) ? A: 2-6 (still weight of 2) (without intermediate nodes) 5

54. Floyd-Warshall Subproblems 54 2 1 4 1 1 2 367 10 2 Q: P (2,6,3) ? A: 2->3->6 (weight of 0) (now with intermediate node 3) 5

55. Floyd-Warshall Subproblems 55 2 1 4 1 1 2 367 10 2 Final shortest ij path is P (i, j, n) when we’re allowed to use any vertices as intermediate nodes. 5

56. Claim That Doesn’t Require A Proof 56 Fix source i, and destination j k ∉ P (i, j, k) OR k ∈ P (i, j, k) i j (either one of the intermediate vertices is k or it’s not)

57. Case 1: k ∉ P (i, j, k) 57 Then all internal nodes are from 1,…,k-1. Q: What can we assert about P (i, j, k) ? ij all intermediate vertices are from V k-1 A: P (i, j, k) = P (i, j, k-1) (proof by contradiction)

58. Case 2: k ∈ P (i, j, k) 58 Q: What can we assert about P 1 and P 2 ? ij k one (and only one) of the int. nodes is k. (why only one?) A1: P 1 & P 2 only contain int. nodes 1,…,k-1 A2: P 1 = P (i,k,k-1) & P 2 = P (k,j,k-1) (proof by contradiction) P1P1 P2P2

59. Summary of the 2 Cases 59 Case 1: k ∉ P (i, j, k) => P (i, j, k) = P (i, j, k-1) Case 2: k ∈ P (i, j, k) => P 1 = P (i,k,k-1) & P 2 = P (k,j,k-1) ij ij k P1P1 P2P2

60. Recurrence for Larger Subproblems 60 ∀ i, j, k and where i,j,k={1, …, n} P (i, j, k) : shortest i j path with all intermediate nodes from V k ={1,…,k} (or null) L (i, j, k) : w(P (i, j, k) ) (and + ∞ for null paths) L (i, j, k) = min L (i, j, k-1) L (i, k, k-1) + L (k, j, k-1) With appropriate base cases.

61. Floyd-Warshall Algorithm 61 procedure Floyd-Warshall(G(V,E), weights C): Base Cases: A[i][i][0] Let A be an nxnxn 3D array. A[i][j][k] = shortest ij path with V k as intermediate nodes

62. Floyd-Warshall Algorithm 62 procedure Floyd-Warshall(G(V,E), weights C): Base Cases: A[i][i][0] = 0 A[i][j][0] = Let A be an nxnxn 3D array. A[i][j][k] = shortest ij path with V k as intermediate nodes

63. Floyd-Warshall Algorithm 63 procedure Floyd-Warshall(G(V,E), weights C): Base Cases: A[i][i][0] = 0 A[i][j][0] = C i,j if (i,j) ∈ E +∞ if (i,j) ∉ E for k = 1, …, n: for i = 1, …, n: for j = 1, …, n: A[i][j][k] = min {A[i][j][k-1], A[i][k][k-1] + A[k][j][k-1]} Let A be an nxnxn 3D array. A[i][j][k] = shortest ij path with V k as intermediate nodes

64. Correctness & Runtime 64 procedure Floyd-Warshall(G(V,E), weights C): Base Cases: A[i][i][0] = 0 A[i][j][0] = C i,j if (i,j) ∈ E +∞ if (i,j) ∉ E for k = 1, …, n: for i = 1, …, n: for j = 1, …, n: A[i][j][k] = min {A[i][j][k-1], A[i][k][k-1] + A[k][j][k-1]} Correctness: induction on i,j,k & correctness of recurrence Runtime: O(n 3 ) (b/c n 3 subproblems, O(1) for each one)

65. Detecting Negative Cycles 65 Just check the A[i][i][n] for each i! Let C be a negative cycle with |C| = l =>for any vertex j on C, A[j][j][l] ≤ 0 => therefore A[j][j][n] will be negative

66. Path Reconstruction 66 Similar to BF but keep successors instead of predecessors. (exercise)

67. Dijkstra, BF, FW 67

68. 68 Will see a parallel version of BF in last lecture. Next Week: Intractability, P vs NP & What to Do for NP-hard Problems?