Dynamic Programming Optimization over Random Data: the Scaling Exponent for Near-optimal Solutions

Abstract

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i ξ_i 1(i \in A,i+1 \in A) for given ξ_i > 0. This problem, with random (ξ_i), provides a test example for studying the relationship between optimal and near-optimal solutions of combinatorial optimization problems. We show that, amongst solutions differing from the optimal solution in a small proportion δof places, we can find near-optimal solutions whose objective function value differs from the optimum by a factor of order δ^2 but not smaller order. We conjecture this relationship holds widely in the context of dynamic programming over random data, and Monte Carlo simulations for the Kauffman-Levin NK model are consistent with the conjecture. This work is a technical contribution to a broad program initiated in Aldous-Percus (2003) of relating such scaling exponents to the algorithmic difficulty of optimization problems.

35 pages