unique games approximation amit weinstein complexity seminar, fall 2006 based on: “near optimal...

44
Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev, Y. Makarychev

Upload: britton-carroll

Post on 08-Jan-2018

221 views

Category:

Documents


0 download

DESCRIPTION

3 What is Unique Game? A Constraints Graph k – Domain size Objective: Satisfy as many edges as possible

TRANSCRIPT

Page 1: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

Unique Games

ApproximationAmit Weinstein

Complexity Seminar, Fall 2006

Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K.

Makarychev, Y. Makarychev

Page 2: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

2

Outline What is Unique Game?

Definition Solving a Satisfiable Game Generalization: d-to-d games

Known Hardness and Approximation results Integer Programming and SDP

representation Rounding Algorithm

How is it done What does it guarantee

Page 3: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

3

What is Unique Game? A Constraints Graph

k – Domain size Objective: Satisfy as many edges as

possible

, ,, |u v u vc x y x y

u

v

w , ,, |u w u wc x y x y

kS

Page 4: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

4

MaxCut as a Unique Game

1 0,1 , 1,0 2k

1 11

1

1

1

Page 5: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

5

Can we solve a satisfiable game? Greedy !

Go over all possible x’s Complete the assignment Check Solution

x

,u v x

, ,w u u v x

, , ,z w w u u v x

v

u

w

z

Page 6: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

6

Generalization A game is called d-to-d if:

For each edge (u,v) Given an assignment to v Only d possible assignments to u will satisfy

this edge So what is a Unique Game?

A 1-to-1 game Can you think of a simple 2-to-2 game?

3-Coloring Can we solve a 2-to-2 satisfiable game?

Page 7: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

7

Known Approximations (and bounds) General Unique Game

Approx. 1/k (Random Assignment)

MaxCut:

Approx. of 0.878… using SDP relaxation NP-hard to approx Hastad 02

2LinEqGF2 Approx. 1/2 (Random Assignment) NP-hard to approx Hastad 02

1617

0 1 . , . ,kc k GapUG c NP hard

1112

1 7

2 3

1 4

101

x xx xx x

can be very small

Geomans, Williamson

95

Page 8: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

8

Unique Games Conjecture (UGC) This is the main Conjecture of Unique

Games Still haven’t been proven Most people assume it is true

, 0., .

, .

,1k

k

k k

GapUG NP hard

YES INSTANCE

At least of the edges

can be satisfied

1 NO INSTANCEAt most of the edges

can be satisfied

Page 9: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

9

Assuming the UGC is true MaxCut

We know approximation 0.878… It is NP-hard to approx. within any factor

Khot, Kindler, Mossel, O’Donnel 04 Again, this means 0.878… is optimal

Vertex Cover We know approximation 2 It is NP-hard to approx. within any factor

Khot, Regev 03 Meaning 2 is optimal

2

0.878...

Page 10: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

10

Known Unique Game Approx.

Results:

This Article:

152 10

3

/ 2

1

1 log 1/ 1/

1 log 1/

1 log 1/

1

1 log 1/ log

for OPT for

O k O k

O n O k

O n O k

k const

O k O k

Meaning 1 log ,1kGapUG O n P

logk n

Page 11: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

11

Unique Game as Integer Programming We define:

Claim:

And therefore

1. 1 .

0i

f u iu V i k u

f u i

,

2 ,12

1 ,

0

1u v

ku v

i ii u v

f u f vu v

f u f v

,

212

, 1

#u v

k

i iu v E i

u v unsatisfied edges

Page 12: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

12

Integer Programming – Edges weight Proof for:

,u v

1v 2v 3v 4v kv

1u 2u 3u 4u ku

0 0 1 0 0

1 0 0 0 00 1 0 0 0

,

2 2 2 2 21 12 2

1

0 0 0 0 1 1 0 0 0u v

k

i ii

u v

,

2 2 2 2 21 12 2

1

0 1 0 0 1 0 0 0 1u v

k

i ii

u v

,

2 ,12

1 ,

0

1u v

ku v

i ii u v

f u f vu v

f u f v

Page 13: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

13

Unique Game as Integer Programming Remember:

The program:

1. 1 .

0i

f u iu V i k u

f u i

,

2

2

1

12

, 1

minimize

subject to . 0

1

. 0,1

u v

k

i iu v

i jk

ii

E i

i

u V i j k u u

u V u

u V i k u

u v

Page 14: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

14

From Integer Programming to SDP Discrete variables to vectors We also add a few constraints

,

,

212

221

1

2

, 1

, . , , 0 (4)

minimize

0 . , 0 (2)

1 1 (3)

0,1 .

, . 0 , (5)u v

u v

i j

k

i iu v E

i j i j

kk

i iii

i

i i

i

i

u u u V i j k u u

u u V u

u u V i k

u v E i k

u v E i j k u v

u v

u v u

We don’t need

,

212

2

1

, 1

minimize

0 .

1

0,1 .

u v

i jk

ii

k

iu v E i

i

i

u u u V i j k

u u V

u u V i

u

k

v

Triangle Inequalities

on the norms

From now on, all

variables ui are vectors !

Page 15: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

15

SDP – Some Intuition

Size = probability Direction = correlation

Small angle – correlated Large angle – uncorrelated Reminder:

2 Pr

, Pr

i

i j

u f u i

u v f u i f v j

, cosu v u v

Page 16: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

16

SDP – Solution Illustration

x

y

z

1u

2u

3u1v

3v

2v

1w

3w

2w

1

3

3

f

w

v

f u

f

3

, ,kV u v w

Page 17: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

17

Rounding Algorithm – The Idea

,

1, . ,

2u v

i j k

i i

u v V i j u v

u v

~ 0,1N

For simplicity, we assume

We pick a random Gaussian vector g Each coordinate of g

Page 18: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

18

Rounding Algorithm – The Idea | ,u iS i g u

1uS

,Pr ?u vf u f v

1Pr , i kg u

Define the Sets: Possible Values Choose a threshold s.t.

Randomly choose from these Sets

What is

Page 19: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

19

Rounding Alg. – The Idea Calculation

,

,1

,1

, ,1

,

Pr

Pr

1 Pr

1 Pr

u v

k

u vi

k

v u v uiu v

k

u v u u v viu v

u u v v

u v

f u f v

f u i f v i

i S i SS S

i S SS S

S SS S

Chosen Independ

ent

,, ,Pr u u v vu v u u v v

u v

S Sf u f v S S

S S

Sum over all

possible i

By Definition

1uS

Page 20: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

20

Rounding Alg. – The Idea Calc. cont. .

By our choice:

Since there are k such possibilities:

, ,Pr ?u v u u v vf u f v S S

,, , , ~ 0,1

cov , 1u vi iX g ku Y g kv N

X Y

1Pr kX t k

/ 2 1Pr kX t k Y t k k

/ 2, ,Pr u v u u v vf u f v S S k

From the Promise and assumptions

For intuition,

Not accurate

Page 21: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

21

What about our assumptions? Lengths assumption

Distance assumption

We repeat the procedure #times ~ vector’s length For vector ui we repeat times Using different random vectors

We choose k random Gaussian vectors 1,..., kg g

2

iu is u k

1

?i

k

ui

s

Starting here

Page 22: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

22

The Rounding Algorithm Define Recall:

Define

Define

The Assignment:

We now need to analyze it

0

0 0

ii

uu i

ii

uu

u

2

iu is u k

, , , 1i iu s s i ug u s s

,, |iu u sS i s t

. R uu V f u S

Ignore empty Sets

Page 23: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

23

SDP – Rounding Illustration

x

y

z

1u

2u

3u1v

3v

2v

1w

3w

2w

3

, ,kV u v w

1 2 3

3 , 1u u us s s

1 1 1 2 3,1 ,2 ,3 ,1 ,1, , , ,u u u u u

1 3 . 1,ua S a

1f u

Page 24: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

24

Rounding Algorithm – Definitions The distance between two vertices:

Also,

Which basically holds: When is the angle between them If one of the vectors is 0, we set

,

212

1u v

k

uv i ii

u v

,

212 u v

iuv i iu v

1 cosiuv i

i

21 ,iuv i

21 1

2 2

2 212

,

2 ,

1 cos

u v u v u v

u u v v

Page 25: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

25

Rounding Algorithm – Definitions We define a measure

Notice:

22

,

2 ,i iu vu v

uvi T

T T k

1uv k 2

1(3) : 1k

iiSDP u

Page 26: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

26

Rounding Algorithm – Proof Sketch 3 steps, similar to the easy case

Lemma 3.3: Bound

Lemma 3.7: Bound

Averaging

,

,min , . Pr , ,i iu vu v u vs s s f u i s f v i s

Pr ,uvP u v is satisfied

Page 27: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

27

Rounding Algorithm – Lemma 3.3

We define:

,

,

2 / 2log1 1

loglog

1 1loglog

, . . min , .

Pr , ,

min 1,

min 1,

i iu v

iuv

iuv

iuv

u v

u v

kkkk

ik uvkk

u v E i k s s s

f u i s f v i s

f

2

2log xkk kf x

Page 28: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

28

Rounding Alg. – Lemma 3.3 Proof .

,, ,, ~ 0,1 , cov .,. cos 1i iu v

iu s v s i uvN

, ,

1 1loglog

Pr

min 1,

i iuv

iuv

u s v s

ik uvkk

t t

f

1 2

1 2ku u u ukS s s s

,, ,|i iu v

u u s v sS t t const

, ,iu s s ig u

2

iu is u k

Appendix Lemma

B.3

Appendix Lemma

B.1

Page 29: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

29

Rounding Alg. – Lemma 3.3 Proof We get

,

,

, ,

1 1loglog

Pr , ,

1 Pr , ,

1 Pr

min 1,

i iuv

iuv

u v

u u v vu v

u s v su v

ik uvkk

f u i s f v i s

i s S i s SS S

t tS S

f

,u vS S const

By Definiti

on

Page 30: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

30

Rounding Algorithm – Proof Sketch 3 steps, similar to the easy case

Lemma 3.3: Bound

Lemma 3.7: Bound

Averaging

,

,min , . Pr , ,i iu vu v u vs s s f u i s f v i s

Pr ,uvP u v is satisfied

Page 31: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

31

Rounding Algorithm – Lemma 3.7 .

Proof:

1log log

, . Pr ,

min 1,uv

uv

kk uvk k

u v E P u v is satisfied

f

,

,

min ,

,1 1

1 1loglog

1

21

log log1

Pr , ,

min , min 1,

min 1, 1

u vi iu v

ii iu v uv

iuv

s sk

uv u vi s

ki

u v k uvkki

ki ik

uv uv k uvk ki

P f u i s f v i s

s s f

i f

Our measure properties:

,

2min , 1

i iu v

iu v uv uvs s i k

Lemma 3.3

Page 32: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

32

21

log logmin 1, 1

iuv

i ikuv uv uv k uvk k

i M

P i f

21

log logmin 1, 1

uv

i ikuv uv uv k uvk k

i M

P i f

Rounding Alg. – Lemma 3.7 Proof Consider

For any

We know:

So by Markov inequality:

| 2iuv uvM i k

. log 2 logiuv uvi M k k

1

ki

uvi

uv uvi M

uv uvi

i i

Out measure

properties 12uv M

Page 33: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

33

Rounding Alg. – Lemma 3.7 Proof The function is convex at [0,1] By Jensen’s inequality:

Allows us to insert the Sum into the function

21 kx f x

i ii i

i i

a xa

a xa

1

log0k

kf

k

x

y

Page 34: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

34

Rounding Alg. – Lemma 3.7 Proof The function is convex at

[0,1] By Jensen’s inequality:

Allows us to insert the Sum into the function

21

log log

21log log

21log log

min 1, 1

min 1, 1

min 1, 1

uv

uv

uv

i ikuv uv uv k uvk k

i M

kuv uv k uvk k

kuv k uvk k

P i f

M f

f

21 kx f x

Page 35: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

35

Rounding Algorithm – Proof Sketch 3 steps, similar to the easy case

Lemma 3.3: Bound

Lemma 3.7: Bound

Averaging

,

,min , . Pr , ,i iu vu v u vs s s f u i s f v i s

Pr ,uvP u v is satisfied

Page 36: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

36

Rounding Algorithm – The Result There is a polynomial time algorithm

(which we saw), that find an assignment which satisfies

given the optimal assignment satisfies at least of the constraints.

1

/ 221log log

min 1, 1 kk k

Page 37: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

37

21log log

min 1, 1uv

kuv uv k uvk kP f

21log log

min 1, 1kuv uv k uvk kP f

Rounding Alg. – The Result’s Proof We consider only For So

So averaging over all , using Jensen and the convexity of we get:

Again, we insert the average sum inside.

' , | 2uvE u v E

, ' log 2 loguvu v E k k

, 'u v E

21 kx f x

/ 221log log

min 1, 1 kk k

Page 38: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

38

Rounding Algorithm – Proof Sketch 3 steps, similar to the easy case

Lemma 3.3: Bound

Lemma 3.7: Bound

Averaging

,

,min , . Pr , ,i iu vu v u vs s s f u i s f v i s

Pr ,uvP u v is satisfied

Page 39: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

39

Proof Meaning Given SDP solution better than We found an assignment We proved it satisfies

This is what we wanted

1

2

logkk

Page 40: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

40

Summary Given a Unique Game Input Defined Integer Programming Translated into SDP Used a rounding Algorithm We showed that if at least could

be satisfied Our solution will give:

1

2

logkk

Page 41: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

41

Questions? ? ?? ?? ?? ?? ?

? ? ?

? ? ?? ?

Page 42: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

42

Rounding Algorithm – Filling Holes Lemma:

We use:

1

ki

uv uv uvi

i

, ,

, ,

,

1

2 22 212

1

2212

1

212

1

cos

2 cos

u v u v

u v u v

u v

ki

uv uvi

k

i i ii ii

k

i i ii ii

k

i uvii

i

u v u v

u v u v

u v

,, 0

u vi iu v

2 2 2

2 2

0 2

2

a b a b ab

a b ab

,

2(5) : 0 ,u vi iiSDP u v u

1 cosiuv i

,

2212 u vuv i ii u v

Page 43: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

43

Rounding Algorithm – Filling Holes Lemma:

W.l.o.g. assume

,

2min , 1

i iu v

iu v uv uvs s i k

22,

,

2 22

2 22 1

1 cos

cos

i iu v

iu v

u viuv uv i

i i uki

i

v u s

, ,min ,

i iiu v u vi u v uiu v s s s

,cos

u v i iiv u ,

2(5) : 0 ,u vi iiSDP u v u

1 cosiuv i

2

iu is u k

Page 44: Unique Games Approximation Amit Weinstein Complexity Seminar, Fall 2006 Based on: “Near Optimal Algorithms for Unique Games" by M. Charikar, K. Makarychev,

44

Normal Gaussian vectors properties

, , , , 1 , ~ 0,1iX g u Y g v u v g N

cov ,X Y XY X Y XY

back

2 20, 1 , ~ 0,i i i i i iX g u G N u G N u

,

,

, cos cos

i i j j i j i ji j i j

i j i j i ii j i

XY g u g u u v g g

u v g g u v

u v u v

cos