Some Combinatorial Optimization Problems Related...

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Some Combinatorial Optimization Problems Related to Metric Spaces of Nonpositive Curvature Hiroshi Hirai The University of Tokyo Wroclaw, September 3, 2015 1 Geometry Seminar

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Page 1: Some Combinatorial Optimization Problems Related …misojiro.t.u-tokyo.ac.jp/~hirai/papers/Wroclaw15.pdfSome Combinatorial Optimization Problems Related to Metric Spaces of Nonpositive

Some Combinatorial Optimization Problems Related to Metric Spaces of

Nonpositive Curvature

Hiroshi HiraiThe University of Tokyo

Wroclaw, September 3, 2015

1

Geometry Seminar

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1. Multicommodity flow ~~ folder complex

2. Multifacility location ~~ orthoscheme complex

2

But I don’t know the reason of these appearances…

CAT(0) complexes appear in some combinatorial optimization problems:

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N = (V, E, c, s,t): undirected network c: E → Z+: edge-capacity s,t ∈ V: terminal pair

Def: (s,t)-flow ⇔ f: { (s,t)-paths } → R+, Σ{ f(P) | P: e in P } ≦ c(e) (e in E)

3

22

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t

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N = (V, E, c, s,t): undirected network c: E → Z+: edge-capacity s,t ∈ V: terminal pair

Def: (s,t)-flow ⇔ f: { (s,t)-paths } → R+, Σ{ f(P) | P: e in P } ≦ c(e) (e in E)

3

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t

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Maximum flow problem

Maximize Σf(P) over (s,t)-flows f

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Maximum flow problem

Maximize Σf(P) over (s,t)-flows f

3

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210

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Maximum flow problem

Maximize Σf(P) over (s,t)-flows f

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Minimum cut problem

Def: (s,t)-cut <=> X ⊆ V: s in X , t not in X Cut capacity c(X) := Σ{ c(xy) | x in X, y not in X }

Minimize c(X) over all (s,t)-cuts X

s tX

215

2

1

3

4

c(X) = 17

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Max-Flow Min-Cut Theorem (Ford-Fulkerson 56)

Max Σf(P) = Min c(X)f: (s,t)-flow X: (s,t)-cut

∃ integer-valued max-flow (integrality) ∃ Polynomial time algorithm for max-flow/min-cut

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Multicommodity flow

3

22

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31

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s

ts’

t’

u

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Multicommodity flow

3

22

2

3

1

1

31

4

12

210

8

3

2

s

ts’

t’

u

(s,t)-flow

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Multicommodity flow

3

22

2

3

1

1

31

4

12

210

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s

ts’

t’

u

(s,t)-flow(s’,t’)-flow

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Multicommodity flow

3

22

2

3

1

1

31

4

12

210

8

3

2

s

ts’

t’

u

(s,t)-flow(s’,t’)-flow

(s,u)-flow・・・

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• Many practical applications: trafic, internet, communication networks, …

• One of prominent research areas in TCS & combinatorial optimization

• Many problem formulations

• Various extensions of MFMC to multiflows

8

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N = (V, E, c, S): undirected network c: E → Z+ S ⊆ V: terminal set

Def: multiflow ⇔ f: { S-paths } → R+, Σ { f(P) | P: e in P } ≦ c(e) (e in E)

s

t

f(P)

t’

P

S

V, E, c

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Our multiflow problem

μ: { terminal pairs } → Z+

Maximize Σ μ(st) f(P) over all multiflows f

s

t

f(P)

value: μ(st) f(P)t’

s,t, (s,t)-path P

P

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MMP[μ]: Maximize Σ μ(st) f(P) over all multiflows f

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Thm [H. 09-14, build on works of Karzanov, Chepoi,…] MFMC-type formula holds in MMP[μ] ⇔ μ “embeds” into a folder complex (= CAT(0)B2-complex)

MMP[μ]: Maximize Σ μ(st) f(P) over all multiflows f

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“MFMC-type formula holds in MMP[μ]”

∃ k, 1/k-integer max-flow for every instance of MMP[μ]

Max Σ μ(st) f(P) = Min ****

Optimization over “combinatorial objects”

means

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MFMCk=1

2-commodityk=2

3-commodityk=∞Hu 63

k=2

Lovasz 76, Cherkassky 77

s t

free multiflow

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2-commodityk=2

3-commodityk=∞Hu 63

k=2

Lovasz 76, Cherkassky 77

s t

t’

s’

free multiflow

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Lovasz 76, Cherkassky 77

s t

t’

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free multiflow

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3-commodityk=∞Hu 63

k=2

Lovasz 76, Cherkassky 77

s t

u

v

free multiflow

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CAT(0) space~ geodesic metric space such that every geodesic triangle is “thin”

d(p(t),z) ≦‖p’(t) - z’‖

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xy

z

x’y’

z’R^2

p’(t)p(t)t t

d(x,y) =‖x’ - y’‖

d(y,z) =‖y’ - z’‖

d(z,x) =‖z’ - x’‖

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Folder

Folder complex := CAT(0) complex obtained by gluing folders ~ simply connected & without corner of cube

R2

'

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“μ embeds into a folder complex”

∃ K : folder complex, ∃{ Fs : s in S }: convex sub-complexes with longer boundary edges

μ(st) = D(Fs, Ft) (s,t in S)

D: -length metric on K `1

means

such that

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0 1 0 1 7 1 1 0 1 2 7 2 0 1 0 1 4 1 1 2 1 0 3 0 7 7 4 3 0 7

μ=

a b c d e f abcdef 1 2 1 0 7 0

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Fa

Fb

FcFd

Fe

Ff

0 1 0 1 7 1 1 0 1 2 7 2 0 1 0 1 4 1 1 2 1 0 3 0 7 7 4 3 0 7

μ=

a b c d e f abcdef 1 2 1 0 7 0

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Thm: [H. SIDMA11] K, { Fs }: embedding of μ

Max Σ μ(st) f(P)

= Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

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Thm: [H. SIDMA11] K, { Fs }: embedding of μ

Max Σ μ(st) f(P)

= Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

potential difference

boundary condition

node potential

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�1

1

�s tstμ

s t

Max Σ μ(st) f(P)

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�1

1

�s tstμ

s t

Max Σ μ(st) f(P)

1Fs Ft

K

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�1

1

�s tstμ

s t = Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

Max Σ μ(st) f(P)

1Fs Ft

K

p

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�1

1

�s tstμ

s t = Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

Max Σ μ(st) f(P)

1Fs Ft

K

p

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s t

Max Σ μ(st) f(P)

���

11

11

���

s tst

s’ t’

s’t’

μ

t’

s’

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s t

Max Σ μ(st) f(P)

���

11

11

���

s tst

s’ t’

s’t’

μ

t’

s’

Fs Ft

Fs’

Ft’

1/2

K

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s t

= MinΣ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

Max Σ μ(st) f(P)

���

11

11

���

s tst

s’ t’

s’t’

μ

t’

s’

Fs Ft

Fs’

Ft’

1/2

K

p

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μ

s t Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

Max Σ μ(st) f(P) =

K

p

�����

1 1 1 11 1 1 11 1 1 11 1 1 11 1 1 1

�����

s t ustu

1/2

FsFt

Fu

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μ

s t Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

Max Σ μ(st) f(P) =

K

p

�����

1 1 1 11 1 1 11 1 1 11 1 1 11 1 1 1

�����

s t ustu

u

v

1/2

FsFt

Fu

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�����

1 1 1 11 1 1 11 1 1 11 1 1 11 1 1 1

�����

s t ustuμs’t’

s’ t’

s Min Σ c(xy) D(p(x), p(y)) s.t. p: V → V(K), p(s) in Fs (s in S)

Max Σ μ(st) f(P) = pu

t

s’

t’

1/4

Fu

FtFs

Fs’ Ft’

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Thm [H. STOC10, MOR14] μ embeds into a folder complex ⇒ ∃ 1/24-integral max-flow

Thm [H. JCTB09, SIDMA11] Otherwise, no k:1/k-integral max-flow

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Thm [H. STOC10, MOR14] μ embeds into a folder complex ⇒ ∃ 1/24-integral max-flow

Proof tools: linear programming duality + α

LP-dual = LP over (semi)metrics on V

Tight span (Isbell 64, Dress 84)(Onaga-Kakusho, Iri 71),

Splitting-off technique, …

Thm [H. JCTB09, SIDMA11] Otherwise, no k:1/k-integral max-flow

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Multifacility Location Problem

G: graph (city), d: path-metric

We are going to locate n facilities on V(G) such that the communication cost is minimum.

Σb(iv) d(p(i), v) + Σc(ij) d(p(i),p(j))

p(i): location of facility i

cost between facilitiescost between facilities and places

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Formulated in 70’s

Recent applications: Labeling tasks in machine learning, computer vision, …

Extending minimum-cut problem

Min. Σb d(y(i), x(i)) + Σc d(x(i),x(j))

s.t. x(i) in { white, black} (i: pixel)i,j:adjacent

y xG =

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Gray ScaleRGB RGB+1BW

min. Σb(iv) d(p(i), v) + Σc(ij) d(p(i),p(j)) s.t. p(i) in V(G) (i=1,2,…,n)

G

Multifac[G]:

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Gray ScaleRGB RGB+1BW

min. Σb(iv) d(p(i), v) + Σc(ij) d(p(i),p(j)) s.t. p(i) in V(G) (i=1,2,…,n)

G

Multifac[G]:

PP PNP-hard

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What is G for which Multifac[G] is in P ? (Karzanov 98)

tree

K2Ford-Fulkerson 56

Picard-Ratliff 78

Median graphChepoi 96

FrameKarzanov 98

P

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What is G for which Multifac[G] is in P ? (Karzanov 98)

tree

K2Ford-Fulkerson 56

Picard-Ratliff 78

Median graphChepoi 96

FrameKarzanov 98

P

1-skeleton of CAT(0) cube complex

“1-skeleton” of “oriented” folder complex

Multifac[G] = dual of multiflow

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Thm [H. SODA13, MPA to appear] If G is orientable modular, then Multifac[G] is in P.

A dichotomy

Thm [Karzanov 98] Otherwise Multifac[G] is NP-hard.

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Def: G is modular ⇔ every triple of vertices has a median

Def: G is orientable ⇔ ∃ orientation such that

median u of x,y,z: ⇔ d(x,y) = d(x,u) + d(u,y), d(y,z) = d(y,u) + d(u,z), d(z,x) = d(z,u) + d(u,x)

∀ 4-cycle is oriented as

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Ex: tree, cube, grid graph, modular lattice, median graph, their products and “gluing”

Orientable modular graph

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Ex: tree, cube, grid graph, modular lattice, median graph, their products and “gluing”

Orientable modular graph

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Proof tools: lattice theory, metric graph theory ( Bandelt-Chepoi ) discrete convex analysis ( Murota ), valued CSP ( Thapper-Zivny ),…

My intuition behind the proof: View Multifac[G] as an optimization over a complex associated with om-graph G × G × … × G

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G: om-graph

K(G): complex obtained by filling to each maximal chain of a cube subgraph (= Boolean lattice)

(0,0,0) (1,0,0)

(1,1,0)

(1,1,1)

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G: om-graph

K(G): complex obtained by filling to each maximal chain of a cube subgraph (= Boolean lattice)

(0,0,0) (1,0,0)

(1,1,0)

(1,1,1)

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Orthoscheme complex (Brady-McCammond10)P: graded posetK(P): = complex obtained by filling

to each maximal chain x0 < x1 < ・・・< xk

34

x0=(0,0,0) x1=(1,0,0)

x2=(1,1,0)

x3=(1,1,1)

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P K(P) ~ folder

P K(P) ~ 3-cube000

010

011

111

BM are interested with P such that K(P) is CAT(0)

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Thm [Chalopin, Chepoi, H, Osajda 14; conjecture of BM10] P: modular lattice → K(P) is CAT(0).

Om-graph G is a gluing of modular lattices. K(G) is a gluing of K(P) for modular lattices P.

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G: frame → K(G) = folder complex

G: om-graph from Euclidean building Δ of type C

→ K(G) = the standard metrization of Δ

G: median graph → K(G) subdivides CAT(0) cube complex

Conj [CCHO14] G: om-graph → K(G) is CAT(0)

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G: frame → K(G) = folder complex

G: om-graph from Euclidean building Δ of type C

→ K(G) = the standard metrization of Δ

G: median graph → K(G) subdivides CAT(0) cube complex

Conj [CCHO14] G: om-graph → K(G) is CAT(0)

proved at August 2015

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Concluding remarks

•Nonpositive curvature property ~~ tractability in combinatorial optimization

•Convex optimization over CAT(0) space: •Phylogenetic distance in tree space [Owen, Bacak,… ] •Dual of min-cost free multiflow problem = convex optimization over product of stars > efficient combinatorial algorithm [H.14] •Dual of max. node-cap. free multiflow problem

?

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32

2

12

53

4

9

S

39

Maximum node-capacitated free multiflow problem

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1.53

2

2

12

53

4

9

S

39

Maximum node-capacitated free multiflow problem

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1.5

1.53

2

2

12

53

4

9

S

39

Maximum node-capacitated free multiflow problem

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Max total flow value

= Min g(p)

over p ∈

0

1/2

1

3/2

2

�1/2

�1

�3/2

�2

n

> discrete convex optimization on Euclidean building

40

Page 67: Some Combinatorial Optimization Problems Related …misojiro.t.u-tokyo.ac.jp/~hirai/papers/Wroclaw15.pdfSome Combinatorial Optimization Problems Related to Metric Spaces of Nonpositive

Max total flow value

= Min g(p)

over p ∈

0

1/2

1

3/2

2

�1/2

�1

�3/2

�2

n

> discrete convex optimization on Euclidean building

> the first combinatorial strongly polynomial time algo. [H.15]

40

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41

Thank you for your attention !

http://www.misojiro.t.u-tokyo.ac.jp/~hirai/My papers are available at