20.05.2014 Views

link to my thesis

link to my thesis

link to my thesis

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

60 CHAPTER 5. ND-SYSTEMS APPROACH IN POLYNOMIAL OPTIMIZATION<br />

with |t|.<br />

□<br />

On the other hand, it is not difficult <strong>to</strong> design an algorithm which achieves a computational<br />

complexity that is indeed linear in |t|. This may proceed as follows: since<br />

y t1,...,t n<br />

is contained in w t1,...,t n<br />

=(A T x 1<br />

) t1 (A T x 2<br />

) t2 ···(A T x n<br />

) tn w 0,0,...,0 , it can be computed<br />

by the joint action of t 1 + ...+ t n = |t| matrices of the form A T x i<br />

. It is not<br />

difficult <strong>to</strong> compute a fixed uniform upper bound on the computational complexity<br />

involved in the action of each of the matrices A T x i<br />

, because only the time instants<br />

that have a <strong>to</strong>tal time which does not exceed n(m − 1) can assist in this computation<br />

and their number is finite. In view of the previous theorem this shows that an optimal<br />

algorithm for the computation of y t1,...,t n<br />

has a computational complexity that<br />

increases linearly with the <strong>to</strong>tal time |t|. Clearly, similar arguments and results also<br />

hold for the computation of a state vec<strong>to</strong>r w t1,...,t n<br />

.<br />

5.3.2 Formulation as a shortest path problem<br />

The problem of finding an optimal algorithm for the computation of y t1,...,t n<br />

from<br />

w 0,...,0 using the recursions (5.3) can be cast in<strong>to</strong> the form of a shortest path problem<br />

(SPP). As it turns out, this SPP will quickly become huge and difficult <strong>to</strong> solve.<br />

However, it is possible <strong>to</strong> set up a relaxation of the shortest path problem (RSPP)<br />

which is considerably smaller and easier <strong>to</strong> solve. In the 2D-case (with full recursions<br />

and uniform costs) the RSPP can be solved analytically and its solution happens <strong>to</strong><br />

solve the SPP <strong>to</strong>o. A central role in this approach is played by the notion of stable<br />

patterns, which are shifted along the 2D-grid. The same approach leads <strong>to</strong> partial<br />

results in the 3D-case (and in higher dimensions). It also underlies the design of the<br />

heuristic methods discussed in Section 5.3.3.<br />

In general, a standard formulation of a shortest path problem requires the specification<br />

of a weighted directed graph G =(V,E,W,v I ,v T ), consisting of a set V of<br />

nodes, a set E ⊆ V × V of edges, a weight function W : E → R, a set of initial nodes<br />

v I ∈ V and a set of terminal nodes v T ∈ V . To compute a shortest path from v I <strong>to</strong><br />

v T with smallest <strong>to</strong>tal weight, one may apply any classical algorithm (e.g., those of<br />

Dijkstra or Floyd). The set V should correspond <strong>to</strong> the various ‘states’ in which the<br />

computational procedure can be. It is natural <strong>to</strong> relate a node v ∈ V in some way <strong>to</strong><br />

a set of multidimensional time instants (t 1 ,...,t n ) for which the value of y t1,...,t n<br />

is<br />

either already available or still requires computation. The edges E represent ‘state<br />

transitions’ and they are naturally associated with the recursions in the set (5.3).<br />

The weight function W is used <strong>to</strong> reflect the computational costs (e.g., the number<br />

of flops (floating point operations)) associated with these recursions.<br />

In setting up a shortest path problem formulation, one may run in<strong>to</strong> the problem<br />

that the number of elements in V becomes infinite, since for n ≥ 2 it may already<br />

happen that one can apply an infinite sequence of recursions without ever arriving at<br />

the specified multidimensional time instant (t 1 ,...,t n ). To avoid this, one may work<br />

backwards from (t 1 ,...,t n ), by figuring out sets of time instants with smaller <strong>to</strong>tal<br />

time which may assist in the computation of y t1,...,t n<br />

. Another feature of the problem

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!