shortest paths: dag and floyd-warshall

CS/ECE 374: Algorithms & Models of

Computation

Shortest Paths: DAG andFloyd-Warshall

Lecture 18

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Part I

The Crucial Optimality Substructure

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Shortest distance problems

Optimality substructure:

dist(s, u) = minv2In(u) [dist(s, v) + `(v , u)]

Bellman-Ford: d(u) = minv2In(u) [d(v) + `(v , u)]

1 If v is on the shortest path of u, and d(v) = dist(s, v), thend(u) = dist(s, u) in the next iteration.

2 Initialize d(s) = 0, all d(u) = 1, converge to the fixed point.

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Example

s

a c

b

d f

e

6 3

4

�1�3

0 5

8

�3

�8 2

1

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0 I 2 3 4 5 G

S O 0 O O O O 0

a I 6 L I I 2

s Esa b 4 2 2 2 2 2

Idf c 3 3 3 3 3 3d I 2 2 I I

Feb e I 9 T 9IT f I 7 7 7 7s c

t 3 fI gd fee f

Example

s

a c

b

d f

e

6 3

4

�1�3

0 5

8

�3

�8 2

1

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TI s c b fe d a

Parsimonious updates of Dijkstra



Dijkstra: d(u) = minv2In(u),v2X [d(v) + `(v , u)]

1 v in X is known to have d(v) = d(s, v)2 Only update u adjacent to X . Each edge is only updated once.

3 A good evaluation order saves a lot of work. We will see it again

with DAG.

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1 v in X is known to have d(v) = d(s, v)

2 Only update u adjacent to X . Each edge is only updated once.


with DAG.

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1 v in X is known to have d(v) = d(s, v)2 Only update u adjacent to X . Each edge is only updated once.


with DAG.

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Shortest distance problems

Why didn’t we use

dist(s, u) = minv [dist(s, v) + dist(v , u)] ?

Bellman-Ford? d(u) = minv [d(v) + d(v , u)]?

1 We will need to compute d(v , u), for all v , when we only need

distances from s. Extra work.

2 Will be useful for computing all-pair shortest distance.

Floyd-Warshall

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Part II

Shortest Paths in DAGs

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Shortest Paths in a DAG

Single-Source Shortest Path Problems

Input A directed acyclic graph G = (V ,E) with arbitrary

(including negative) edge lengths. For edge e = (u, v),`(e) = `(u, v) is its length.

1 Given nodes s, t find shortest path from s to t.

2 Given node s find shortest path from s to all other nodes.

Simplification of algorithms for DAGs

1 No cycles and hence no negative length cycles!

2 Can order nodes using topological sort

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Algorithm for DAGs

1 Want to find shortest paths from s. Ignore nodes not reachable

from s.

2 Let s = v1, v2, vi+1, . . . , vn be a topological sort of G

Observation:

1 shortest path from s to vi cannot use any node from

vi+1, . . . , vn

2 can find shortest paths in topological sort order.

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Algorithm for DAGs

for i = 1 to n do

d(s, vi ) = 1d(s, s) = 0

for i = 1 to n � 1 do

for each edge (vi , vj ) in Out(vi ) do

d(s, vj ) = min{d(s, vj ), d(s, vi ) + `(vi , vj )}

return d(s, ·) values computed

Correctness: induction on i and observation in previous slide.

Running time: O(m + n) time algorithm!

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Part III

All Pairs Shortest Paths

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Shortest Path Problems

Shortest Path Problems

Input A (undirected or directed) graph G = (V ,E) with edge

lengths (or costs). For edge e = (u, v),`(e) = `(u, v) is its length.



3 Find shortest paths for all pairs of nodes.

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Single-Source Shortest Paths



lengths. For edge e = (u, v), `(e) = `(u, v) is its

length.



Dijkstra’s algorithm for non-negative edge lengths. Running time:

O((m + n) log n) with heaps and O(m + n log n)

with advanced priority queues.

Bellman-Ford algorithm for arbitrary edge lengths. Running time:

O(nm).

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Single-Source Shortest Paths




length.



Dijkstra’s algorithm for non-negative edge lengths. Running time:

O((m + n) log n) with heaps and O(m + n log n)

with advanced priority queues.

Bellman-Ford algorithm for arbitrary edge lengths. Running time:

O(nm).

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m n 0cm mum OCP

All-Pairs Shortest Paths

All-Pairs Shortest Path Problem



length.


Apply single-source algorithms n times, once for each vertex.

1 Non-negative lengths. O(nm log n) with heaps and

O(nm + n2log n) using advanced priority queues.

2 Arbitrary edge lengths: O(n2m).

Can we do better?

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length.






Can we do better?

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O.cn4 if man





length.






Can we do better?

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Optimality substructure

Why don’t we use

dist(s, u) = minv [dist(s, v) + dist(v , u)] ?

What is a smart recursion?

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A naive recursion

i

4

1

100

1

102 j

3

5

11

2

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I I 2 3 ji 0 4 1 A 100I o 0 1 526 2 0 A 10

is 0

i 1 2 3 jJ 6000 O

i 0 i 11 00 o i 72 12 1 112 32 o s O n is

3 o ou oi 73 13 I p

j s oi jtj

A naive recursion

Running Time: O(n4), Space: O(n

3).

Worse than Bellman-Ford: O(n2m), when m = O(n

2).

1 It’s wasteful because the intermediate nodes can be any node.

As a result, we compute the same path many times.

2 Idea: Restrict the set of intermediate nodes.

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All-Pairs: Recursion on index of intermediate nodes

1 Number vertices arbitrarily as v1, v2, . . . , vn

2 dist(i , j , k): length of shortest walk from vi to vj among all

walks in which the largest index of an intermediate node is at

most k (could be �1 if there is a negative length cycle).

i

4

1

100

1

102 j

3

5

11

2

dist(i , j , 0) =

100

dist(i , j , 1) =

9

dist(i , j , 2) =

8

dist(i , j , 3) =

5

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i

4

1

100

1

102 j

3

5

11

2

dist(i , j , 0) = 100

dist(i , j , 1) =

9

dist(i , j , 2) =

8

dist(i , j , 3) =

5

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i

4

1

100

1

102 j

3

5

11

2

dist(i , j , 0) = 100

dist(i , j , 1) = 9

dist(i , j , 2) =

8

dist(i , j , 3) =

5

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Igo If






i

4

1

100

1

102 j

3

5

11

2

dist(i , j , 0) = 100

dist(i , j , 1) = 9

dist(i , j , 2) = 8

dist(i , j , 3) =

5

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i

4

1

100

1

102 j

3

5

11

2

dist(i , j , 0) = 100

dist(i , j , 1) = 9

dist(i , j , 2) = 8

dist(i , j , 3) = 5

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v.v I

For the following graph, dist(i, j, 2) is...

i

8

5

200

1

10

2j

3

5

11

2

2

(A) 9

(B) 10

(C) 11

(D) 12

(E) 15

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i 2 i j12


i j

kdist(i, k, k � 1) dist(k, j, k � 1)

dist(i, j, k � 1)

dist(i , j , k) = min

(dist(i , j , k � 1)

dist(i , k, k � 1) + dist(k, j , k � 1)

Base case: dist(i , j , 0) = `(i , j) if (i , j) 2 E , otherwise 1

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Not use k

use K


If i can reach k and k can reach j and dist(k, k, k � 1) < 0 then

G has a negative length cycle containing k and dist(i , j , k) = �1.

Recursion below is valid only if dist(k, k, k � 1) � 0. We can

detect this during the algorithm or wait till the end.


(dist(i , j , k � 1)

dist(i , k, k � 1) + dist(k, j , k � 1)

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Floyd-Warshall Algorithm

for All-Pairs Shortest Paths

for i = 1 to n do

for j = 1 to n do

dist(i , j , 0) = `(i , j) (* `(i , j) = 1 if (i , j) /2 E, 0 if i = j *)

for k = 1 to n do

for i = 1 to n do

for j = 1 to n do


(dist(i , j , k � 1),

dist(i , k, k � 1) + dist(k, j , k � 1)

for i = 1 to n do

if (dist(i , i , n) < 0) then

Output that there is a negative length cycle in G


3).

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for i = 1 to n do

for j = 1 to n do


for k = 1 to n do

for i = 1 to n do

for j = 1 to n do


(dist(i , j , k � 1),

dist(i , k, k � 1) + dist(k, j , k � 1)

for i = 1 to n do



Running Time:

O(n3), Space: O(n

3).

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for i = 1 to n do

for j = 1 to n do


for k = 1 to n do

for i = 1 to n do

for j = 1 to n do


(dist(i , j , k � 1),

dist(i , k, k � 1) + dist(k, j , k � 1)

for i = 1 to n do




3).

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CS/ECE 374: Algorithms & Models ofComputation

Graph Modeling

Lecture

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Part I

An Application to make

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Make/Makefile

(A) I know what make/makefile is.

(B) I do NOT know what make/makefile is.

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make Utility [Feldman]

1 Unix utility for automatically building large software applications

2 A makefile specifies

1 Object files to be created,2 Source/object files to be used in creation, and3 How to create them

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An Example makefile

project: main.o utils.o command.occ -o project main.o utils.o command.o

main.o: main.c defs.hcc -c main.c

utils.o: utils.c defs.h command.hcc -c utils.c

command.o: command.c defs.h command.hcc -c command.c

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makefile as a Digraph

project

main.o

utils.o

command.o

main.c

utils.c

defs.h

command.h

command.c

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Computational Problems for make

1 Is the makefile reasonable?

2 If it is reasonable, in what order should the object files be

created?

3 If it is not reasonable, provide helpful debugging information.

4 If some file is modified, find the fewest compilations needed to

make application consistent.

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Algorithms for make

1 Is the makefile reasonable? Is G a DAG?

2 If it is reasonable, in what order should the object files be

created? Find a topological sort of a DAG.

3 If it is not reasonable, provide helpful debugging information.

Output a cycle. More generally, output all strong connected

components.

4 If some file is modified, find the fewest compilations needed to

make application consistent.

1 Find all vertices reachable (using DFS/BFS) from modifiedfiles in directed graph, and recompile them in proper order.Verify that one can find the files to recompile and the orderingin linear time.

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Part II

Application to Currency Trading

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Why Negative Lengths?

Several Applications

1 Shortest path problems useful in modeling many situations — in

some negative lengths are natural

2 Negative length cycle can be used to find arbitrage opportunities

in currency trading

3 Important sub-routine in algorithms for more general problem:

minimum-cost flow

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Negative cyclesApplication to Currency Trading

Currency Trading

Input: n currencies and for each ordered pair (a, b) the exchangerate for converting one unit of a into one unit of b.Questions:

1 Is there an arbitrage opportunity?

2 Given currencies s, t what is the best way to convert s to t(perhaps via other intermediate currencies)?

Concrete example:

1 1 Chinese Yuan = 0.1116 Euro

2 1 Euro = 1.3617 US dollar

3 1 US Dollar = 7.1 Chinese Yuan.

Thus, if exchanging 1 $ !Yuan ! Euro ! $, we get:

0.1116 ⇤ 1.3617 ⇤ 7.1 =

1.07896$.

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Reducing Currency Trading to Shortest Paths

Observation: If we convert currency i to j via intermediate

currencies k1, k2, . . . , kh then one unit of i yieldsexch(i , k1) ⇥ exch(k1, k2) . . . ⇥ exch(kh, j) units of j .

Create currency trading directed graph G = (V ,E):

1 For each currency i there is a node vi 2 V2 E = V ⇥ V : an edge for each pair of currencies

3 edge length `(vi , vj) = � log(exch(i , j)) can be negative

Exercise: Verify that

1 There is an arbitrage opportunity if and only if G has a negative

length cycle.

2 The best way to convert currency i to currency j is via a

shortest path in G from i to j . If d is the distance from i to jthen one unit of i can be converted into 2

�dunits of j .

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3 edge length `(vi , vj) =

� log(exch(i , j)) can be negative



length cycle.



�dunits of j .

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3 edge length `(vi , vj) = � log(exch(i , j)) can be negative



length cycle.



�dunits of j .

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Reducing Currency Trading to Shortest PathsMath recall - relevant information

1 log(↵1 ⇤ ↵2 ⇤ · · · ⇤ ↵k) = log↵1 + log↵2 + · · · + log↵k .

2 log x > 0 if and only if x > 1 .

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shortest paths: dag and floyd-warshall

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