TR2006-128

Stochastic Shortest Paths Via Quasi-convex Maximization


    •  Nikolova, E.; Kelner, J.; Brand, M.; Mitzenmacher, M., "Stochastic Shortest Paths Via Quasi-convex Maximization", European Symposium on Algorithms (ESA), ISBN: 3-540-38875-3, September 2006, pp. 552-563.
      BibTeX Download PDF
      • @inproceedings{Nikolova2006sep,
      • author = {Nikolova, E. and Kelner, J. and Brand, M. and Mitzenmacher, M.},
      • title = {Stochastic Shortest Paths Via Quasi-convex Maximization},
      • booktitle = {European Symposium on Algorithms (ESA)},
      • year = 2006,
      • pages = {552--563},
      • month = sep,
      • isbn = {3-540-38875-3},
      • url = {http://www.merl.com/publications/TR2006-128}
      • }
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    Algorithms


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Projection of the unit hypercube (representing all edge subsets) and the path polytope onto the plane.

We consider the problem of finding shortest paths in a graph with independent randomly distributed edge lengths. Our goal is to maximize the probability that the path length does not exceed a given threshold value (deadline). We give a surprising exact n theta (log n) algorithm for the case of normally distributed edge lengths, which is based on quasi-convex maximization. We then prove average and smoothed polynomial bounds for this algorithm, which also translate to average and smoothed bounds for the parametric shortest path problem, and extend to a more general non-convex optimization setting. We also consider a number other edge length distributions, giving a range of exact and approximation schemes.