Dynamic programming

From Wikipedia, the free encyclopedia

For the programming paradigm, see Dynamic programming language. In mathematics, computer science, economics, and bioinformatics, dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems exhibiting the properties of overlapping subproblems[1] and optimal substructure (described below). When applicable, the method takes far less time than naive methods that don't take advantage of the subproblem overlap (like depth-first search). The idea behind dynamic programming is quite simple. In general, to solve a given problem, we need to solve different parts of the problem (subproblems), then combine the solutions of the subproblems to reach an overall solution. Often when using a more naive method, many of the subproblems are generated and solved many times. The dynamic programming approach seeks to solve each subproblem only once, thus reducing the number of computations: once the solution to a given subproblem has been computed, it is stored or "memo-ized": the next time the same solution is needed, it is simply looked up. This approach is especially useful when the number of repeating subproblems grows exponentially as a function of the size of the input. Dynamic programming algorithms are used for optimization (for example, finding the shortest path between two points, or the fastest way to multiply many matrices). A dynamic programming algorithm will examine all possible ways to solve the problem and will pick the best solution. Therefore, we can roughly think of dynamic programming as an intelligent, brute-force method that enables us to go through all possible solutions to pick the best one. If the scope of the problem is such that going through all possible solutions is possible and fast enough, dynamic programming guarantees finding the optimal solution. The alternatives are many, such as using a greedy algorithm, which picks the best possible choice "at any possible branch in the road". While a greedy algorithm does not guarantee the optimal solution, it is faster. Fortunately, some greedy algorithms (such as minimum spanning trees) are proven to lead to the optimal solution. For example, let's say that you have to get from point A to point B as fast as possible, in a given city, during rush hour. A dynamic programming algorithm will look into the entire traffic report, looking into all possible combinations of roads you might take, and will only then tell you which way is the fastest. Of course, you might have to wait for a while until the algorithm finishes, and only then can you start driving. The path you will take will be the fastest one (assuming that nothing changed in the external environment). On the other hand, a greedy algorithm will start you driving immediately and will pick the road that looks the fastest at every intersection. As you can imagine, this strategy might not lead to the fastest arrival time, since you might take some "easy" streets and then find yourself hopelessly stuck in a traffic jam. Sometimes, applying memoization to a naive basic recursive solution already results in an optimal dynamic programming solution, however many problems require more sophisticated dynamic programming algorithms. Some of these may be recursive as well but parametrized differently from the naive solution.

Others can be more complicated and cannot be implemented as a recursive function with memoization. Examples of these are the two solutions to the Egg Dropping puzzle below.

Overview[edit]

Figure 1. Finding the shortest path in a graph using optimal substructure; a straight line indicates a single edge; a wavy line indicates a shortest path between the two vertices it connects (other nodes on these paths are not shown); the bold line is the overall shortest path from start to goal.

Dynamic programming is both a mathematical optimization method and a computer programming method. In both contexts it refers to simplifying a complicated problem by breaking it down into simpler subproblems in a recursive manner. While some decision problems cannot be taken apart this way, decisions that span several points in time do often break apart recursively; Bellman called this the "Principle of Optimality". Likewise, in computer science, a problem that can be broken down recursively is said to have optimal substructure. If subproblems can be nested recursively inside larger problems, so that dynamic programming methods are applicable, then there is a relation between the value of the larger problem and the [5] values of the subproblems. In the optimization literature this relationship is called the Bellman equation.

Dynamic programming in mathematical optimization[edit]

In terms of mathematical optimization, dynamic programming usually refers to simplifying a decision by breaking it down into a sequence of decision steps over time. This is done by defining a sequence of value functions V1, V2, ..., Vn, with an argument y representing the state of the system at times i from 1 to n. The definition of Vn(y) is the value obtained in state y at the last time n. The values Vi at earlier times i = n 1, n 2, ..., 2, 1 can be found by working backwards, using a recursive relationship called the Bellman equation. For i = 2, ..., n, Vi1 at any state y is calculated from Vi by maximizing a simple function (usually the sum) of the gain from a decision at time i 1 and the function Vi at the new state of the system if this decision is made. Since Vi has already been calculated for the needed states, the above operation yields Vi1 for those states. Finally, V1 at the initial state of the system is the value of the optimal solution. The optimal values of the decision variables can be recovered, one by one, by tracking back the calculations already performed.

Dynamic programming in bioinformatics[edit]

Dynamic programming is widely used in bioinformatics for the tasks such as sequence alignment, protein folding, RNA structure prediction and protein-DNA binding. First dynamic programming algorithms for protein-DNA binding were developed in the 1970s independently by Charles DeLisi in USA and Georgii Gurskii and Alexander Zasedatelev in USSR (DeLisi, Biopolymers, 1974, Volume 13, Issue 7, pages 15111512, July 1974; Gurski GV, Zasedatelev AS, Biofizika, 1978 SepOct;23(5):932-46). Recently these algorithms have become very popular in bioinformatics and

computational biology, particularly in the studies of nucleosome positioning and transcription factor binding (Granek and Clarke 2005; Nechipurenko et al. 2005; Hermsen et al. 2006; Segal et al. 2006; Segal et al. 2008; He et al. 2009; Laurila et al. 2009; Morozov et al. 2009; Wasson and Hartemink 2009; He et al. 2010; Hermsen et al. 2010; Teif and Rippe 2012).

Dynamic programming in computer programming[edit]

There are two key attributes that a problem must have in order for dynamic programming to be applicable: optimal substructure and overlapping subproblems. If a problem can be solved by combining optimal solutions to non-overlapping subproblems, the strategy is called "divide and conquer" instead. This is why mergesort and quicksort are not classified as dynamic programming problems. Optimal substructure means that the solution to a given optimization problem can be obtained by the combination of optimal solutions to its subproblems. Consequently, the first step towards devising a dynamic programming solution is to check whether the problem exhibits such optimal substructure. Such optimal substructures are usually described by means of recursion. For example, given a graph G=(V,E), the shortest path p from a vertex u to a vertex v exhibits optimal substructure: take any intermediate vertex w on this shortest path p. If p is truly the shortest path, then it can be split into subpaths p1 from u to w and p2 from w to v such that these, in turn, are indeed the shortest paths between the corresponding vertices (by the simple cut-and-paste argument described in Introduction to Algorithms). Hence, one can easily formulate the solution for finding shortest paths in a recursive manner, which is what the BellmanFord algorithm or theFloydWarshall algorithm does. Overlapping subproblems means that the space of subproblems must be small, that is, any recursive algorithm solving the problem should solve the same subproblems over and over, rather than generating new subproblems. For example, consider the recursive formulation for generating the Fibonacci series: Fi = Fi1 + Fi2, with base case F1 = F2 = 1. Then F43 = F42 + F41, and F42= F41 + F40. Now F41 is being solved in the recursive subtrees of both F43 as well as F42. Even though the total number of subproblems is actually small (only 43 of them), we end up solving the same problems over and over if we adopt a naive recursive solution such as this. Dynamic programming takes account of this fact and solves each subproblem only once.

Figure 2. The subproblem graph for the Fibonacci sequence. The fact that it is not a treeindicates overlapping subproblems.

This can be achieved in either of two ways:

[citation needed]

Top-down approach: This is the direct fall-out of the recursive formulation of any problem. If the solution to any problem can be formulated recursively using the solution to its subproblems, and if its subproblems are overlapping, then one can easily memoize or store the solutions to the

subproblems in a table. Whenever we attempt to solve a new subproblem, we first check the table to see if it is already solved. If a solution has been recorded, we can use it directly, otherwise we solve the subproblem and add its solution to the table. Bottom-up approach: Once we formulate the solution to a problem recursively as in terms of its subproblems, we can try reformulating the problem in a bottom-up fashion: try solving the subproblems first and use their solutions to build-on and arrive at solutions to bigger subproblems. This is also usually done in a tabular form by iteratively generating solutions to bigger and bigger subproblems by using the solutions to small subproblems. For example, if we already know the values of F41 andF40, we can directly calculate the value of F42.

Some programming languages can automatically memoize the result of a function call with a particular set of arguments, in order to speed up call-by-name evaluation (this mechanism is referred to as call-by-need). Some languages make it possible portably (e.g. Scheme, Common Lisp or Perl), [6] some need special extensions (e.g. C++, see ). Some languages have automatic memoization built [7] in, such as tabled Prolog and J, which supports memoization with the M. adverb. In any case, this is only possible for a referentially transparent function.