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Numerical Approximation Algorithms

Approximation algorithms are algorithms that find approximate solutions to optimization problems, such as NP-hard problems, with provable guarantees on how close the solution is to the optimal solution. Optimization problems involve finding the best solution from all possible feasible solutions and can involve either continuous or discrete variables. The Christofides algorithm provides an approximation for the travelling salesman problem where the distances meet certain criteria, guaranteeing a solution within 3/2 times the optimal length. Approximation algorithms naturally arise from the belief that P ≠ NP, meaning optimization problems cannot be solved exactly in polynomial time. Numerical analysis studies algorithms using numerical approximations rather than symbolic manipulations to solve problems in mathematical analysis and finds applications in engineering, science, and other fields

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61 views

Numerical Approximation Algorithms

Approximation algorithms are algorithms that find approximate solutions to optimization problems, such as NP-hard problems, with provable guarantees on how close the solution is to the optimal solution. Optimization problems involve finding the best solution from all possible feasible solutions and can involve either continuous or discrete variables. The Christofides algorithm provides an approximation for the travelling salesman problem where the distances meet certain criteria, guaranteeing a solution within 3/2 times the optimal length. Approximation algorithms naturally arise from the belief that P ≠ NP, meaning optimization problems cannot be solved exactly in polynomial time. Numerical analysis studies algorithms using numerical approximations rather than symbolic manipulations to solve problems in mathematical analysis and finds applications in engineering, science, and other fields

Uploaded by

Frank Ben
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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approximation algorithms are efficient algorithms that find approximate solutions to optimization

problems (in particular NP-hard problems)(non-deterministic polynomial-time hardness) with


provable guarantees on the distance of the returned solution to the optimal one.
an optimization problem is the problem of finding the best solution from all feasible solutions.

Optimization problems can be divided into two categories, depending on whether the variables are
continuous or discrete

The Christofides algorithm or Christofides–Serdyukov algorithm is an algorithm for finding


approximate solutions to the travelling salesman problem, on instances where the distances form a
metric space (they are symmetric and obey the triangle inequality).[1] It is an approximation
algorithm that guarantees that its solutions will be within a factor of 3/2 of the optimal solution
length,

Approximation algorithms naturally arise in the field of theoretical computer science as a


consequence of the widely believed P ≠ NP conjecture. Under this conjecture, a wide class of
optimization problems cannot be solved exactly in polynomial time (An algorithm is said to be of
polynomial time if its running time is upper bounded by a polynomial expression in the size of the
input for the algorithm). The field of approximation algorithms, therefore, tries to understand how
closely it is possible to approximate optimal solutions to such problems in polynomial time.

However, there are also many approximation algorithms that provide an additive guarantee on the
quality of the returned solution. A notable example of an approximation algorithm that provides both
is the classic approximation algorithm of Lenstra, Shmoys and Tardos[2] for scheduling on unrelated
parallel machines.

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to
symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete
mathematics). Numerical analysis naturally finds application in all fields of engineering and the
physical sciences, but in the 21st century also the life sciences, social sciences, medicine, business and
even the arts have adopted elements of scientific computations.

(predicting the motions of planets, stars and galaxies); numerical linear algebra is important for data
analysis;[2][3][4] stochastic differential equations and Markov chains are essential in simulating living
cells for medicine and biology.

The overall goal of the field of numerical analysis is the design and analysis of techniques to give
approximate but accurate solutions to hard problems, the variety of which is suggested by the
following:

Advanced numerical methods are essential in making numerical weather prediction feasible.
Computing the trajectory of a spacecraft requires the accurate numerical solution of a system of
ordinary differential equations.
Car companies can improve the crash safety of their vehicles by using computer simulations of car
crashes. Such simulations essentially consist of solving partial differential equations numerically.
Hedge funds (private investment funds) use tools from all fields of numerical analysis to attempt to
calculate the value of stocks and derivatives more precisely than other market participants.
Airlines use sophisticated optimization algorithms to decide ticket prices, airplane and crew
assignments and fuel needs. Historically, such algorithms were developed within the overlapping field
of operations research.
Insurance companies use numerical programs for actuarial analysis.

Direct and iterative methods


Discretization and numerical integration

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