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Dynamic programming is both a mathematical optimization method and a computer programming method. The method was developed by
Richard Bellman Richard Ernest Bellman (August 26, 1920 – March 19, 1984) was an American applied mathematician, who introduced dynamic programming in 1953, and made important contributions in other fields of mathematics, such as biomathematics. He founde ...
in the 1950s and has found applications in numerous fields, from aerospace engineering to
economics Economics () is the social science that studies the production, distribution, and consumption of goods and services. Economics focuses on the behaviour and interactions of economic agents and how economies work. Microeconomics anal ...
. In both contexts it refers to simplifying a complicated problem by breaking it down into simpler sub-problems in a recursive manner. While some decision problems cannot be taken apart this way, decisions that span several points in time do often break apart recursively. Likewise, in computer science, if a problem can be solved optimally by breaking it into sub-problems and then recursively finding the optimal solutions to the sub-problems, then it is said to have '' optimal substructure''. If sub-problems can be nested recursively inside larger problems, so that dynamic programming methods are applicable, then there is a relation between the value of the larger problem and the values of the sub-problems.Cormen, T. H.; Leiserson, C. E.; Rivest, R. L.; Stein, C. (2001), Introduction to Algorithms (2nd ed.), MIT Press & McGraw–Hill, . pp. 344. In the optimization literature this relationship is called the Bellman equation.


Overview


Mathematical optimization

In terms of mathematical optimization, dynamic programming usually refers to simplifying a decision by breaking it down into a sequence of decision steps over time. This is done by defining a sequence of value functions ''V''1, ''V''2, ..., ''V''''n'' taking ''y'' as an argument representing the state of the system at times ''i'' from 1 to ''n''. The definition of ''V''''n''(''y'') is the value obtained in state ''y'' at the last time ''n''. The values ''V''''i'' at earlier times ''i'' = ''n'' −1, ''n'' − 2, ..., 2, 1 can be found by working backwards, using a recursive relationship called the Bellman equation. For ''i'' = 2, ..., ''n'', ''V''''i''−1 at any state ''y'' is calculated from ''V''''i'' by maximizing a simple function (usually the sum) of the gain from a decision at time ''i'' − 1 and the function ''V''''i'' at the new state of the system if this decision is made. Since ''V''''i'' has already been calculated for the needed states, the above operation yields ''V''''i''−1 for those states. Finally, ''V''1 at the initial state of the system is the value of the optimal solution. The optimal values of the decision variables can be recovered, one by one, by tracking back the calculations already performed.


Control theory

In control theory, a typical problem is to find an admissible control \mathbf^ which causes the system \dot(t) = \mathbf \left( \mathbf(t), \mathbf(t), t \right) to follow an admissible trajectory \mathbf^ on a continuous time interval t_ \leq t \leq t_ that minimizes a cost function :J = b \left( \mathbf(t_), t_ \right) + \int_^ f \left( \mathbf(t), \mathbf(t), t \right) \mathrm t The solution to this problem is an optimal control law or policy \mathbf^ = h(\mathbf(t), t), which produces an optimal trajectory \mathbf^ and a cost-to-go function J^. The latter obeys the fundamental equation of dynamic programming: :- J_^ = \min_ \left\ a partial differential equation known as the
Hamilton–Jacobi–Bellman equation In optimal control theory, the Hamilton-Jacobi-Bellman (HJB) equation gives a necessary and sufficient condition for optimality of a control with respect to a loss function. It is, in general, a nonlinear partial differential equation in the val ...
, in which J_^ = \frac = \left \frac ~~~~ \frac ~~~~ \dots ~~~~ \frac \right and J_^ = \frac. One finds that minimizing \mathbf in terms of t, \mathbf, and the unknown function J_^ and then substitutes the result into the Hamilton–Jacobi–Bellman equation to get the partial differential equation to be solved with boundary condition J \left( t_ \right) = b \left( \mathbf(t_), t_ \right). In practice, this generally requires numerical techniques for some discrete approximation to the exact optimization relationship. Alternatively, the continuous process can be approximated by a discrete system, which leads to a following recurrence relation analog to the Hamilton–Jacobi–Bellman equation: :J_^ \left( \mathbf_ \right) = \min_ \left\ at the k-th stage of n equally spaced discrete time intervals, and where \hat and \hat denote discrete approximations to f and \mathbf. This functional equation is known as the Bellman equation, which can be solved for an exact solution of the discrete approximation of the optimization equation.


Example from economics: Ramsey's problem of optimal saving

In economics, the objective is generally to maximize (rather than minimize) some dynamic social welfare function. In Ramsey's problem, this function relates amounts of consumption to levels of
utility As a topic of economics, utility is used to model worth or value. Its usage has evolved significantly over time. The term was introduced initially as a measure of pleasure or happiness as part of the theory of utilitarianism by moral philosophe ...
. Loosely speaking, the planner faces the trade-off between contemporaneous consumption and future consumption (via investment in capital stock that is used in production), known as intertemporal choice. Future consumption is discounted at a constant rate \beta \in (0,1). A discrete approximation to the transition equation of capital is given by :k_ = \hat \left( k_, c_ \right) = f(k_) - c_ where c is consumption, k is capital, and f is a production function satisfying the
Inada conditions In macroeconomics, the Inada conditions, named after Japanese economist Ken-Ichi Inada, are assumptions about the shape of a function, usually applied to a production function or a utility function. When the production function of a neoclassica ...
. An initial capital stock k_ > 0 is assumed. Let c_t be consumption in period , and assume consumption yields
utility As a topic of economics, utility is used to model worth or value. Its usage has evolved significantly over time. The term was introduced initially as a measure of pleasure or happiness as part of the theory of utilitarianism by moral philosophe ...
u(c_t)=\ln(c_t) as long as the consumer lives. Assume the consumer is impatient, so that he discounts future utility by a factor each period, where 0. Let k_t be
capital Capital may refer to: Common uses * Capital city, a municipality of primary status ** List of national capital cities * Capital letter, an upper-case letter Economics and social sciences * Capital (economics), the durable produced goods used fo ...
in period . Assume initial capital is a given amount k_0>0, and suppose that this period's capital and consumption determine next period's capital as k_=Ak^a_t - c_t, where is a positive constant and 0. Assume capital cannot be negative. Then the consumer's decision problem can be written as follows: : \max \sum_^T b^t \ln(c_t) subject to k_=Ak^a_t - c_t \geq 0 for all t=0,1,2,\ldots,T Written this way, the problem looks complicated, because it involves solving for all the choice variables c_0, c_1, c_2, \ldots , c_T. (The capital k_0 is not a choice variable—the consumer's initial capital is taken as given.) The dynamic programming approach to solve this problem involves breaking it apart into a sequence of smaller decisions. To do so, we define a sequence of ''value functions'' V_t(k), for t=0,1,2,\ldots,T,T+1 which represent the value of having any amount of capital at each time . There is (by assumption) no utility from having capital after death, V_(k)=0. The value of any quantity of capital at any previous time can be calculated by backward induction using the Bellman equation. In this problem, for each t=0,1,2,\ldots,T, the Bellman equation is : V_t(k_t) \, = \, \max \left( \ln(c_t) + b V_(k_) \right) subject to k_=Ak^a_t - c_t \geq 0 This problem is much simpler than the one we wrote down before, because it involves only two decision variables, c_t and k_. Intuitively, instead of choosing his whole lifetime plan at birth, the consumer can take things one step at a time. At time , his current capital k_t is given, and he only needs to choose current consumption c_t and saving k_. To actually solve this problem, we work backwards. For simplicity, the current level of capital is denoted as . V_(k) is already known, so using the Bellman equation once we can calculate V_T(k), and so on until we get to V_0(k), which is the ''value'' of the initial decision problem for the whole lifetime. In other words, once we know V_(k), we can calculate V_(k), which is the maximum of \ln(c_) + b V_(Ak^a-c_), where c_ is the choice variable and Ak^a-c_ \ge 0. Working backwards, it can be shown that the value function at time t=T-j is : V_(k) \, = \, a \sum_^j a^ib^i \ln k + v_ where each v_ is a constant, and the optimal amount to consume at time t=T-j is : c_(k) \, = \, \frac Ak^a which can be simplified to : \begin c_(k) & = Ak^a\\ c_(k) & = \frac\\ c_(k) & = \frac\\ &\dots\\ c_2(k) & = \frac\\ c_1(k) & = \frac\\ c_0(k) & = \frac \end We see that it is optimal to consume a larger fraction of current wealth as one gets older, finally consuming all remaining wealth in period , the last period of life.


Computer programming

There are two key attributes that a problem must have in order for dynamic programming to be applicable: optimal substructure and overlapping sub-problems. If a problem can be solved by combining optimal solutions to ''non-overlapping'' sub-problems, the strategy is called " divide and conquer" instead. This is why merge sort and quick sort are not classified as dynamic programming problems. ''Optimal substructure'' means that the solution to a given optimization problem can be obtained by the combination of optimal solutions to its sub-problems. Such optimal substructures are usually described by means of
recursion Recursion (adjective: ''recursive'') occurs when a thing is defined in terms of itself or of its type. Recursion is used in a variety of disciplines ranging from linguistics to logic. The most common application of recursion is in mathematic ...
. For example, given a graph ''G=(V,E)'', the shortest path ''p'' from a vertex ''u'' to a vertex ''v'' exhibits optimal substructure: take any intermediate vertex ''w'' on this shortest path ''p''. If ''p'' is truly the shortest path, then it can be split into sub-paths ''p1'' from ''u'' to ''w'' and ''p2'' from ''w'' to ''v'' such that these, in turn, are indeed the shortest paths between the corresponding vertices (by the simple cut-and-paste argument described in '' Introduction to Algorithms''). Hence, one can easily formulate the solution for finding shortest paths in a recursive manner, which is what the
Bellman–Ford algorithm The Bellman–Ford algorithm is an algorithm that computes shortest paths from a single source vertex to all of the other vertices in a weighted digraph. It is slower than Dijkstra's algorithm for the same problem, but more versatile, as it i ...
or the
Floyd–Warshall algorithm In computer science, the Floyd–Warshall algorithm (also known as Floyd's algorithm, the Roy–Warshall algorithm, the Roy–Floyd algorithm, or the WFI algorithm) is an algorithm for finding shortest paths in a directed weighted graph with ...
does. ''Overlapping'' sub-problems means that the space of sub-problems must be small, that is, any recursive algorithm solving the problem should solve the same sub-problems over and over, rather than generating new sub-problems. For example, consider the recursive formulation for generating the Fibonacci series: ''F''''i'' = ''F''''i''−1 + ''F''''i''−2, with base case ''F''1 = ''F''2 = 1. Then ''F''43 = ''F''42 + ''F''41, and ''F''42 = ''F''41 + ''F''40. Now ''F''41 is being solved in the recursive sub-trees of both ''F''43 as well as ''F''42. Even though the total number of sub-problems is actually small (only 43 of them), we end up solving the same problems over and over if we adopt a naive recursive solution such as this. Dynamic programming takes account of this fact and solves each sub-problem only once. This can be achieved in either of two ways: * '' Top-down approach'': This is the direct fall-out of the recursive formulation of any problem. If the solution to any problem can be formulated recursively using the solution to its sub-problems, and if its sub-problems are overlapping, then one can easily memoize or store the solutions to the sub-problems in a table. Whenever we attempt to solve a new sub-problem, we first check the table to see if it is already solved. If a solution has been recorded, we can use it directly, otherwise we solve the sub-problem and add its solution to the table. * '' Bottom-up approach'': Once we formulate the solution to a problem recursively as in terms of its sub-problems, we can try reformulating the problem in a bottom-up fashion: try solving the sub-problems first and use their solutions to build-on and arrive at solutions to bigger sub-problems. This is also usually done in a tabular form by iteratively generating solutions to bigger and bigger sub-problems by using the solutions to small sub-problems. For example, if we already know the values of ''F''41 and ''F''40, we can directly calculate the value of ''F''42. Some programming languages can automatically memoize the result of a function call with a particular set of arguments, in order to speed up
call-by-name In a programming language, an evaluation strategy is a set of rules for evaluating expressions. The term is often used to refer to the more specific notion of a ''parameter-passing strategy'' that defines the kind of value that is passed to the f ...
evaluation (this mechanism is referred to as '' call-by-need''). Some languages make it possible portably (e.g.
Scheme A scheme is a systematic plan for the implementation of a certain idea. Scheme or schemer may refer to: Arts and entertainment * ''The Scheme'' (TV series), a BBC Scotland documentary series * The Scheme (band), an English pop band * ''The Schem ...
, Common Lisp,
Perl Perl is a family of two high-level, general-purpose, interpreted, dynamic programming languages. "Perl" refers to Perl 5, but from 2000 to 2019 it also referred to its redesigned "sister language", Perl 6, before the latter's name was offic ...
or D). Some languages have automatic memoization built in, such as tabled Prolog and J, which supports memoization with the ''M.'' adverb. In any case, this is only possible for a
referentially transparent In computer science, referential transparency and referential opacity are properties of parts of computer programs. An expression is called ''referentially transparent'' if it can be replaced with its corresponding value (and vice-versa) with ...
function. Memoization is also encountered as an easily accessible design pattern within term-rewrite based languages such as Wolfram Language.


Bioinformatics

Dynamic programming is widely used in bioinformatics for tasks such as sequence alignment, protein folding, RNA structure prediction and protein-DNA binding. The first dynamic programming algorithms for protein-DNA binding were developed in the 1970s independently by Charles DeLisi in USA and Georgii Gurskii and Alexander Zasedatelev in USSR. Recently these algorithms have become very popular in bioinformatics and computational biology, particularly in the studies of nucleosome positioning and transcription factor binding.


Examples: computer algorithms


Dijkstra's algorithm for the shortest path problem

From a dynamic programming point of view, Dijkstra's algorithm for the shortest path problem is a successive approximation scheme that solves the dynamic programming functional equation for the shortest path problem by the Reaching method.Online version of the paper with interactive computational modules.
/ref> In fact, Dijkstra's explanation of the logic behind the algorithm, namely is a paraphrasing of Bellman's famous
Principle of Optimality A Bellman equation, named after Richard E. Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. It writes the "value" of a decision problem at a certain point in time ...
in the context of the shortest path problem.


Fibonacci sequence

Using dynamic programming in the calculation of the ''n''th member of the Fibonacci sequence improves its performance greatly. Here is a naïve implementation, based directly on the mathematical definition: function fib(n) if n <= 1 return n return fib(n − 1) + fib(n − 2) Notice that if we call, say, fib(5), we produce a call tree that calls the function on the same value many different times: # fib(5) # fib(4) + fib(3) # (fib(3) + fib(2)) + (fib(2) + fib(1)) # ((fib(2) + fib(1)) + (fib(1) + fib(0))) + ((fib(1) + fib(0)) + fib(1)) # (((fib(1) + fib(0)) + fib(1)) + (fib(1) + fib(0))) + ((fib(1) + fib(0)) + fib(1)) In particular, fib(2) was calculated three times from scratch. In larger examples, many more values of fib, or ''subproblems'', are recalculated, leading to an exponential time algorithm. Now, suppose we have a simple map object, ''m'', which maps each value of fib that has already been calculated to its result, and we modify our function to use it and update it. The resulting function requires only O(''n'') time instead of exponential time (but requires O(''n'') space): var m := ''map''(0 → 0, 1 → 1) function fib(n) if ''key'' n is not in ''map'' m m := fib(n − 1) + fib(n − 2) return m This technique of saving values that have already been calculated is called '' memoization''; this is the top-down approach, since we first break the problem into subproblems and then calculate and store values. In the bottom-up approach, we calculate the smaller values of fib first, then build larger values from them. This method also uses O(''n'') time since it contains a loop that repeats n − 1 times, but it only takes constant (O(1)) space, in contrast to the top-down approach which requires O(''n'') space to store the map. function fib(n) if n = 0 return 0 else var previousFib := 0, currentFib := 1 repeat n − 1 times ''// loop is skipped if n = 1'' var newFib := previousFib + currentFib previousFib := currentFib currentFib := newFib return currentFib In both examples, we only calculate fib(2) one time, and then use it to calculate both fib(4) and fib(3), instead of computing it every time either of them is evaluated.


A type of balanced 0–1 matrix

Consider the problem of assigning values, either zero or one, to the positions of an matrix, with even, so that each row and each column contains exactly zeros and ones. We ask how many different assignments there are for a given n. For example, when , five possible solutions are :\begin 0 & 1 & 0 & 1 \\ 1 & 0 & 1 & 0 \\ 0 & 1 & 0 & 1 \\ 1 & 0 & 1 & 0 \end \text \begin 0 & 0 & 1 & 1 \\ 0 & 0 & 1 & 1 \\ 1 & 1 & 0 & 0 \\ 1 & 1 & 0 & 0 \end \text \begin 1 & 1 & 0 & 0 \\ 0 & 0 & 1 & 1 \\ 1 & 1 & 0 & 0 \\ 0 & 0 & 1 & 1 \end \text \begin 1 & 0 & 0 & 1 \\ 0 & 1 & 1 & 0 \\ 0 & 1 & 1 & 0 \\ 1 & 0 & 0 & 1 \end \text \begin 1 & 1 & 0 & 0 \\ 1 & 1 & 0 & 0 \\ 0 & 0 & 1 & 1 \\ 0 & 0 & 1 & 1 \end. There are at least three possible approaches:
brute force Brute Force or brute force may refer to: Techniques * Brute force method or proof by exhaustion, a method of mathematical proof * Brute-force attack, a cryptanalytic attack * Brute-force search, a computer problem-solving technique People * Brut ...
, backtracking, and dynamic programming. Brute force consists of checking all assignments of zeros and ones and counting those that have balanced rows and columns ( zeros and ones). As there are 2^ possible assignments and \tbinom^n sensible assignments, this strategy is not practical except maybe up to n=6. Backtracking for this problem consists of choosing some order of the matrix elements and recursively placing ones or zeros, while checking that in every row and column the number of elements that have not been assigned plus the number of ones or zeros are both at least . While more sophisticated than brute force, this approach will visit every solution once, making it impractical for larger than six, since the number of solutions is already 116,963,796,250 for  = 8, as we shall see. Dynamic programming makes it possible to count the number of solutions without visiting them all. Imagine backtracking values for the first row – what information would we require about the remaining rows, in order to be able to accurately count the solutions obtained for each first row value? We consider boards, where , whose k rows contain n/2 zeros and n/2 ones. The function ''f'' to which memoization is applied maps vectors of ''n'' pairs of integers to the number of admissible boards (solutions). There is one pair for each column, and its two components indicate respectively the number of zeros and ones that have yet to be placed in that column. We seek the value of f((n/2, n/2), (n/2, n/2), \ldots (n/2, n/2)) (n arguments or one vector of n elements). The process of subproblem creation involves iterating over every one of \tbinom possible assignments for the top row of the board, and going through every column, subtracting one from the appropriate element of the pair for that column, depending on whether the assignment for the top row contained a zero or a one at that position. If any one of the results is negative, then the assignment is invalid and does not contribute to the set of solutions (recursion stops). Otherwise, we have an assignment for the top row of the board and recursively compute the number of solutions to the remaining board, adding the numbers of solutions for every admissible assignment of the top row and returning the sum, which is being memoized. The base case is the trivial subproblem, which occurs for a board. The number of solutions for this board is either zero or one, depending on whether the vector is a permutation of (0, 1) and (1, 0) pairs or not. For example, in the first two boards shown above the sequences of vectors would be
((2, 2) (2, 2) (2, 2) (2, 2))       ((2, 2) (2, 2) (2, 2) (2, 2))     k = 4
  0      1      0      1              0      0      1      1

((1, 2) (2, 1) (1, 2) (2, 1))       ((1, 2) (1, 2) (2, 1) (2, 1))     k = 3
  1      0      1      0              0      0      1      1

((1, 1) (1, 1) (1, 1) (1, 1))       ((0, 2) (0, 2) (2, 0) (2, 0))     k = 2
  0      1      0      1              1      1      0      0

((0, 1) (1, 0) (0, 1) (1, 0))       ((0, 1) (0, 1) (1, 0) (1, 0))     k = 1
  1      0      1      0              1      1      0      0

((0, 0) (0, 0) (0, 0) (0, 0))       ((0, 0) (0, 0), (0, 0) (0, 0))
The number of solutions is : 1,\, 2,\, 90,\, 297200,\, 116963796250,\, 6736218287430460752, \ldots Links to the MAPLE implementation of the dynamic programming approach may be found among the
external links An internal link is a type of hyperlink on a web page to another page or resource, such as an image or document, on the same website or domain. Hyperlinks are considered either "external" or "internal" depending on their target or destination ...
.


Checkerboard

Consider a checkerboard with ''n'' × ''n'' squares and a cost function c(i, j) which returns a cost associated with square (i,j) (''i'' being the row, ''j'' being the column). For instance (on a 5 × 5 checkerboard), Thus c(1, 3) = 5 Let us say there was a checker that could start at any square on the first rank (i.e., row) and you wanted to know the shortest path (the sum of the minimum costs at each visited rank) to get to the last rank; assuming the checker could move only diagonally left forward, diagonally right forward, or straight forward. That is, a checker on (1,3) can move to (2,2), (2,3) or (2,4). This problem exhibits optimal substructure. That is, the solution to the entire problem relies on solutions to subproblems. Let us define a function q(i, j) as :''q''(''i'', ''j'') = the minimum cost to reach square (''i'', ''j''). Starting at rank n and descending to rank 1, we compute the value of this function for all the squares at each successive rank. Picking the square that holds the minimum value at each rank gives us the shortest path between rank n and rank 1. The function q(i, j) is equal to the minimum cost to get to any of the three squares below it (since those are the only squares that can reach it) plus c(i, j). For instance: : q(A) = \min(q(B),q(C),q(D))+c(A) \, Now, let us define q(i, j) in somewhat more general terms: : q(i,j)=\begin \infty & j < 1 \textj > n \\ c(i, j) & i = 1 \\ \min(q(i-1, j-1), q(i-1, j), q(i-1, j+1)) + c(i,j) & \text\end The first line of this equation deals with a board modeled as squares indexed on 1 at the lowest bound and n at the highest bound. The second line specifies what happens at the first rank; providing a base case. The third line, the recursion, is the important part. It represents the A,B,C,D terms in the example. From this definition we can derive straightforward recursive code for q(i, j). In the following pseudocode, n is the size of the board, c(i, j) is the cost function, and min() returns the minimum of a number of values: function minCost(i, j) if j < 1 or j > n return infinity else if i = 1 return c(i, j) else return min( minCost(i-1, j-1), minCost(i-1, j), minCost(i-1, j+1) ) + c(i, j) This function only computes the path cost, not the actual path. We discuss the actual path below. This, like the Fibonacci-numbers example, is horribly slow because it too exhibits the overlapping sub-problems attribute. That is, it recomputes the same path costs over and over. However, we can compute it much faster in a bottom-up fashion if we store path costs in a two-dimensional array q
, j The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline ...
/code> rather than using a function. This avoids recomputation; all the values needed for array q
, j The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline ...
/code> are computed ahead of time only once. Precomputed values for (i,j) are simply looked up whenever needed. We also need to know what the actual shortest path is. To do this, we use another array p
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/code>; a ''predecessor array''. This array records the path to any square s. The predecessor of s is modeled as an offset relative to the index (in q
, j The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline ...
/code>) of the precomputed path cost of s. To reconstruct the complete path, we lookup the predecessor of s, then the predecessor of that square, then the predecessor of that square, and so on recursively, until we reach the starting square. Consider the following pseudocode: function computeShortestPathArrays() for x from 1 to n q , x:= c(1, x) for y from 1 to n q , 0 := infinity q , n + 1:= infinity for y from 2 to n for x from 1 to n m := min(q -1, x-1 q -1, x q -1, x+1 q , x:= m + c(y, x) if m = q -1, x-1 p , x:= -1 else if m = q -1, x p , x:= 0 else p , x:= 1 Now the rest is a simple matter of finding the minimum and printing it. function computeShortestPath() computeShortestPathArrays() minIndex := 1 min := q , 1 for i from 2 to n if q
, i The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline o ...
< min minIndex := i min := q
, i The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline o ...
printPath(n, minIndex) function printPath(y, x) print(x) print("<-") if y = 2 print(x + p , x else printPath(y-1, x + p , x


Sequence alignment

In
genetics Genetics is the study of genes, genetic variation, and heredity in organisms.Hartl D, Jones E (2005) It is an important branch in biology because heredity is vital to organisms' evolution. Gregor Mendel, a Moravian Augustinian friar work ...
, sequence alignment is an important application where dynamic programming is essential. Typically, the problem consists of transforming one sequence into another using edit operations that replace, insert, or remove an element. Each operation has an associated cost, and the goal is to find the sequence of edits with the lowest total cost. The problem can be stated naturally as a recursion, a sequence A is optimally edited into a sequence B by either: # inserting the first character of B, and performing an optimal alignment of A and the tail of B # deleting the first character of A, and performing the optimal alignment of the tail of A and B # replacing the first character of A with the first character of B, and performing optimal alignments of the tails of A and B. The partial alignments can be tabulated in a matrix, where cell (i,j) contains the cost of the optimal alignment of A ..ito B ..j The cost in cell (i,j) can be calculated by adding the cost of the relevant operations to the cost of its neighboring cells, and selecting the optimum. Different variants exist, see Smith–Waterman algorithm and Needleman–Wunsch algorithm.


Tower of Hanoi puzzle

The
Tower of Hanoi The Tower of Hanoi (also called The problem of Benares Temple or Tower of Brahma or Lucas' Tower and sometimes pluralized as Towers, or simply pyramid puzzle) is a mathematical game or puzzle consisting of three rods and a number of disks of ...
or Towers of
Hanoi Hanoi or Ha Noi ( or ; vi, Hà Nội ) is the capital and second-largest city of Vietnam. It covers an area of . It consists of 12 urban districts, one district-leveled town and 17 rural districts. Located within the Red River Delta, Hanoi i ...
is a mathematical game or puzzle. It consists of three rods, and a number of disks of different sizes which can slide onto any rod. The puzzle starts with the disks in a neat stack in ascending order of size on one rod, the smallest at the top, thus making a conical shape. The objective of the puzzle is to move the entire stack to another rod, obeying the following rules: * Only one disk may be moved at a time. * Each move consists of taking the upper disk from one of the rods and sliding it onto another rod, on top of the other disks that may already be present on that rod. * No disk may be placed on top of a smaller disk. The dynamic programming solution consists of solving the functional equation : S(n,h,t) = S(n-1,h, not(h,t)) ; S(1,h,t) ; S(n-1,not(h,t),t) where n denotes the number of disks to be moved, h denotes the home rod, t denotes the target rod, not(h,t) denotes the third rod (neither h nor t), ";" denotes concatenation, and : S(n, h, t) := solution to a problem consisting of n disks that are to be moved from rod h to rod t. For n=1 the problem is trivial, namely S(1,h,t) = "move a disk from rod h to rod t" (there is only one disk left). The number of moves required by this solution is 2''n'' − 1. If the objective is to maximize the number of moves (without cycling) then the dynamic programming functional equation is slightly more complicated and 3''n'' − 1 moves are required.


Egg dropping puzzle

The following is a description of the instance of this famous puzzle involving N=2 eggs and a building with H=36 floors: :Suppose that we wish to know which stories in a 36-story building are safe to drop eggs from, and which will cause the eggs to break on landing (using U.S. English terminology, in which the first floor is at ground level). We make a few assumptions: :* An egg that survives a fall can be used again. :* A broken egg must be discarded. :* The effect of a fall is the same for all eggs. :* If an egg breaks when dropped, then it would break if dropped from a higher window. :* If an egg survives a fall, then it would survive a shorter fall. :* It is not ruled out that the first-floor windows break eggs, nor is it ruled out that eggs can survive the 36th-floor windows. : If only one egg is available and we wish to be sure of obtaining the right result, the experiment can be carried out in only one way. Drop the egg from the first-floor window; if it survives, drop it from the second-floor window. Continue upward until it breaks. In the worst case, this method may require 36 droppings. Suppose 2 eggs are available. What is the lowest number of egg-droppings that is guaranteed to work in all cases? To derive a dynamic programming functional equation for this puzzle, let the state of the dynamic programming model be a pair s = (n,k), where : ''n'' = number of test eggs available, ''n'' = 0, 1, 2, 3, ..., ''N'' − 1. : ''k'' = number of (consecutive) floors yet to be tested, ''k'' = 0, 1, 2, ..., ''H'' − 1. For instance, ''s'' = (2,6) indicates that two test eggs are available and 6 (consecutive) floors are yet to be tested. The initial state of the process is ''s'' = (''N'',''H'') where ''N'' denotes the number of test eggs available at the commencement of the experiment. The process terminates either when there are no more test eggs (''n'' = 0) or when ''k'' = 0, whichever occurs first. If termination occurs at state ''s'' = (0,''k'') and ''k'' > 0, then the test failed. Now, let : ''W''(''n'',''k'') = minimum number of trials required to identify the value of the critical floor under the worst-case scenario given that the process is in state ''s'' = (''n'',''k''). Then it can be shown that : ''W''(''n'',''k'') = 1 + min with ''W''(''n'',0) = 0 for all ''n'' > 0 and ''W''(1,''k'') = ''k'' for all ''k''. It is easy to solve this equation iteratively by systematically increasing the values of ''n'' and ''k''.


Faster DP solution using a different parametrization

Notice that the above solution takes O( n k^2 ) time with a DP solution. This can be improved to O( n k \log k ) time by binary searching on the optimal x in the above recurrence, since W(n-1,x-1) is increasing in x while W(n,k-x) is decreasing in x, thus a local minimum of \max(W(n-1,x-1),W(n,k-x)) is a global minimum. Also, by storing the optimal x for each cell in the DP table and referring to its value for the previous cell, the optimal x for each cell can be found in constant time, improving it to O( n k ) time. However, there is an even faster solution that involves a different parametrization of the problem: Let k be the total number of floors such that the eggs break when dropped from the kth floor (The example above is equivalent to taking k=37). Let m be the minimum floor from which the egg must be dropped to be broken. Let f(t,n) be the maximum number of values of m that are distinguishable using t tries and n eggs. Then f(t,0) = f(0,n) = 1 for all t,n \geq 0. Let a be the floor from which the first egg is dropped in the optimal strategy. If the first egg broke, m is from 1 to a and distinguishable using at most t-1 tries and n-1 eggs. If the first egg did not break, m is from a+1 to k and distinguishable using t-1 tries and n eggs. Therefore, f(t,n) = f(t-1,n-1) + f(t-1,n). Then the problem is equivalent to finding the minimum x such that f(x,n) \geq k. To do so, we could compute \ in order of increasing t, which would take O( n x ) time. Thus, if we separately handle the case of n=1, the algorithm would take O( n \sqrt ) time. But the recurrence relation can in fact be solved, giving f(t,n) = \sum_^, which can be computed in O(n) time using the identity \binom = \binom \frac for all i \geq 0. Since f(t,n) \leq f(t+1,n) for all t \geq 0, we can binary search on t to find x, giving an O( n \log k ) algorithm.


Matrix chain multiplication

Matrix chain multiplication is a well-known example that demonstrates utility of dynamic programming. For example, engineering applications often have to multiply a chain of matrices. It is not surprising to find matrices of large dimensions, for example 100×100. Therefore, our task is to multiply matrices . Matrix multiplication is not commutative, but is associative; and we can multiply only two matrices at a time. So, we can multiply this chain of matrices in many different ways, for example: : : : and so on. There are numerous ways to multiply this chain of matrices. They will all produce the same final result, however they will take more or less time to compute, based on which particular matrices are multiplied. If matrix A has dimensions m×n and matrix B has dimensions n×q, then matrix C=A×B will have dimensions m×q, and will require m*n*q scalar multiplications (using a simplistic matrix multiplication algorithm for purposes of illustration). For example, let us multiply matrices A, B and C. Let us assume that their dimensions are m×n, n×p, and p×s, respectively. Matrix A×B×C will be of size m×s and can be calculated in two ways shown below: # Ax(B×C) This order of matrix multiplication will require nps + mns scalar multiplications. # (A×B)×C This order of matrix multiplication will require mnp + mps scalar calculations. Let us assume that m = 10, n = 100, p = 10 and s = 1000. So, the first way to multiply the chain will require 1,000,000 + 1,000,000 calculations. The second way will require only 10,000+100,000 calculations. Obviously, the second way is faster, and we should multiply the matrices using that arrangement of parenthesis. Therefore, our conclusion is that the order of parenthesis matters, and that our task is to find the optimal order of parenthesis. At this point, we have several choices, one of which is to design a dynamic programming algorithm that will split the problem into overlapping problems and calculate the optimal arrangement of parenthesis. The dynamic programming solution is presented below. Let's call m ,jthe minimum number of scalar multiplications needed to multiply a chain of matrices from matrix i to matrix j (i.e. Ai × .... × Aj, i.e. i<=j). We split the chain at some matrix k, such that i <= k < j, and try to find out which combination produces minimum m ,j The formula is: if i = j, m ,j 0 if i < j, m ,j min over all possible values of k where ''k'' ranges from ''i'' to ''j'' − 1. * is the row dimension of matrix i, * is the column dimension of matrix k, * is the column dimension of matrix j. This formula can be coded as shown below, where input parameter "chain" is the chain of matrices, i.e. : function OptimalMatrixChainParenthesis(chain) n = length(chain) for i = 1, n m ,i= 0 ''// Since it takes no calculations to multiply one matrix'' for len = 2, n for i = 1, n - len + 1 j = i + len -1 m ,j= infinity ''// So that the first calculation updates'' for k = i, j-1 if q < m
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''// The new order of parentheses is better than what we had'' m
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= q ''// Update'' s
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= k ''// Record which k to split on, i.e. where to place the parenthesis'' So far, we have calculated values for all possible , the minimum number of calculations to multiply a chain from matrix ''i'' to matrix ''j'', and we have recorded the corresponding "split point". For example, if we are multiplying chain , and it turns out that and , that means that the optimal placement of parenthesis for matrices 1 to 3 is and to multiply those matrices will require 100 scalar calculations. This algorithm will produce "tables" ''m'' and ''s'' that will have entries for all possible values of i and j. The final solution for the entire chain is m
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with corresponding split at s
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Unraveling the solution will be recursive, starting from the top and continuing until we reach the base case, i.e. multiplication of single matrices. Therefore, the next step is to actually split the chain, i.e. to place the parenthesis where they (optimally) belong. For this purpose we could use the following algorithm: function PrintOptimalParenthesis(s, i, j) if i = j print "A"i else print "(" PrintOptimalParenthesis(s, i, s
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PrintOptimalParenthesis(s, s
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+ 1, j) print ")" Of course, this algorithm is not useful for actual multiplication. This algorithm is just a user-friendly way to see what the result looks like. To actually multiply the matrices using the proper splits, we need the following algorithm: function MatrixChainMultiply(chain from 1 to n) // returns the final matrix, i.e. A1×A2×... ×An OptimalMatrixChainParenthesis(chain from 1 to n) // this will produce s . and m . "tables" OptimalMatrixMultiplication(s, chain from 1 to n) // actually multiply function OptimalMatrixMultiplication(s, i, j) // returns the result of multiplying a chain of matrices from Ai to Aj in optimal way if i < j // keep on splitting the chain and multiplying the matrices in left and right sides LeftSide = OptimalMatrixMultiplication(s, i, s
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RightSide = OptimalMatrixMultiplication(s, s
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+ 1, j) return MatrixMultiply(LeftSide, RightSide) else if i = j return Ai // matrix at position i else print "error, i <= j must hold" function MatrixMultiply(A, B) // function that multiplies two matrices if columns(A) = rows(B) for i = 1, rows(A) for j = 1, columns(B) C
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= 0 for k = 1, columns(A) C
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= C
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+ A , kB
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return C else print "error, incompatible dimensions."


History

The term ''dynamic programming'' was originally used in the 1940s by
Richard Bellman Richard Ernest Bellman (August 26, 1920 – March 19, 1984) was an American applied mathematician, who introduced dynamic programming in 1953, and made important contributions in other fields of mathematics, such as biomathematics. He founde ...
to describe the process of solving problems where one needs to find the best decisions one after another. By 1953, he refined this to the modern meaning, referring specifically to nesting smaller decision problems inside larger decisions, and the field was thereafter recognized by the
IEEE The Institute of Electrical and Electronics Engineers (IEEE) is a 501(c)(3) professional association for electronic engineering and electrical engineering (and associated disciplines) with its corporate office in New York City and its operati ...
as a systems analysis and
engineering Engineering is the use of scientific principles to design and build machines, structures, and other items, including bridges, tunnels, roads, vehicles, and buildings. The discipline of engineering encompasses a broad range of more speciali ...
topic. Bellman's contribution is remembered in the name of the Bellman equation, a central result of dynamic programming which restates an optimization problem in recursive form. Bellman explains the reasoning behind the term ''dynamic programming'' in his autobiography, ''Eye of the Hurricane: An Autobiography'': The word ''dynamic'' was chosen by Bellman to capture the time-varying aspect of the problems, and because it sounded impressive. The word ''programming'' referred to the use of the method to find an optimal ''program'', in the sense of a military schedule for training or logistics. This usage is the same as that in the phrases '' linear programming'' and ''mathematical programming'', a synonym for mathematical optimization. The above explanation of the origin of the term is lacking. As Russell and Norvig in their book have written, referring to the above story: "This cannot be strictly true, because his first paper using the term (Bellman, 1952) appeared before Wilson became Secretary of Defense in 1953." Also, there is a comment in a speech b
Harold J. Kushner
where he remembers Bellman. Quoting Kushner as he speaks of Bellman: "On the other hand, when I asked him the same question, he replied that he was trying to upstage Dantzig's linear programming by adding dynamic. Perhaps both motivations were true."


Algorithms that use dynamic programming

* Recurrent solutions to lattice models for protein-DNA binding * Backward induction as a solution method for finite-horizon discrete-time dynamic optimization problems * Method of undetermined coefficients can be used to solve the Bellman equation in infinite-horizon, discrete-time, discounted, time-invariant dynamic optimization problems * Many string algorithms including longest common subsequence, longest increasing subsequence,
longest common substring In computer science, a longest common substring of two or more strings is a longest string (computer science), string that is a substring of all of them. There may be more than one longest common substring. Applications include data deduplication ...
, Levenshtein distance (edit distance) * Many algorithmic problems on graphs can be solved efficiently for graphs of bounded treewidth or bounded
clique-width In graph theory, the clique-width of a graph is a parameter that describes the structural complexity of the graph; it is closely related to treewidth, but unlike treewidth it can be bounded even for dense graphs. It is defined as the minimum n ...
by using dynamic programming on a tree decomposition of the graph. * The Cocke–Younger–Kasami (CYK) algorithm which determines whether and how a given string can be generated by a given context-free grammar * Knuth's word wrapping algorithm that minimizes raggedness when word wrapping text * The use of transposition tables and
refutation table {{no footnotes, date=November 2017 A transposition table is a cache of previously seen positions, and associated evaluations, in a game tree generated by a computer game playing program. If a position recurs via a different sequence of moves, the ...
s in computer chess * The Viterbi algorithm (used for
hidden Markov model A hidden Markov model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process — call it X — with unobservable ("''hidden''") states. As part of the definition, HMM requires that there be an ...
s, and particularly in
part of speech tagging In corpus linguistics, part-of-speech tagging (POS tagging or PoS tagging or POST), also called grammatical tagging is the process of marking up a word in a text (corpus) as corresponding to a particular part of speech, based on both its definiti ...
) * The
Earley algorithm In computer science, the Earley parser is an algorithm for parsing strings that belong to a given context-free language, though (depending on the variant) it may suffer problems with certain nullable grammars. The algorithm, named after its inv ...
(a type of chart parser) * The Needleman–Wunsch algorithm and other algorithms used in bioinformatics, including sequence alignment,
structural alignment Structural alignment attempts to establish homology between two or more polymer structures based on their shape and three-dimensional conformation. This process is usually applied to protein tertiary structures but can also be used for large R ...
,
RNA structure prediction Nucleic acid structure prediction is a computational method to determine ''secondary'' and ''tertiary'' nucleic acid structure from its sequence. Secondary structure can be predicted from one or several nucleic acid sequences. Tertiary structure ...
* Floyd's all-pairs shortest path algorithm * Optimizing the order for chain matrix multiplication * Pseudo-polynomial time algorithms for the
subset sum The subset sum problem (SSP) is a decision problem in computer science. In its most general formulation, there is a multiset S of integers and a target-sum T, and the question is to decide whether any subset of the integers sum to precisely T''.'' ...
, knapsack and partition problems * The dynamic time warping algorithm for computing the global distance between two time series * The Selinger (a.k.a. System R) algorithm for relational database query optimization * De Boor algorithm for evaluating B-spline curves * Duckworth–Lewis method for resolving the problem when games of cricket are interrupted * The value iteration method for solving Markov decision processes * Some graphic image edge following selection methods such as the "magnet" selection tool in Photoshop * Some methods for solving
interval scheduling Interval scheduling is a class of problems in computer science, particularly in the area of algorithm design. The problems consider a set of tasks. Each task is represented by an ''interval'' describing the time in which it needs to be processed ...
problems * Some methods for solving the travelling salesman problem, either exactly (in exponential time) or approximately (e.g. via the bitonic tour) *
Recursive least squares Recursive least squares (RLS) is an adaptive filter algorithm that recursively finds the coefficients that minimize a weighted linear least squares cost function relating to the input signals. This approach is in contrast to other algorithms such ...
method * Beat tracking in music information retrieval * Adaptive-critic training strategy for artificial neural networks * Stereo algorithms for solving the
correspondence problem The correspondence problem refers to the problem of ascertaining which parts of one image correspond to which parts of another image, where differences are due to movement of the camera, the elapse of time, and/or movement of objects in the photo ...
used in stereo vision *
Seam carving Seam carving (or liquid rescaling) is an algorithm for content-aware image resizing, developed by Shai Avidan, of Mitsubishi Electric Research Laboratories (MERL), and Ariel Shamir, of the Interdisciplinary Center and MERL. It functions by es ...
(content-aware image resizing) * The
Bellman–Ford algorithm The Bellman–Ford algorithm is an algorithm that computes shortest paths from a single source vertex to all of the other vertices in a weighted digraph. It is slower than Dijkstra's algorithm for the same problem, but more versatile, as it i ...
for finding the shortest distance in a graph * Some approximate solution methods for the
linear search problem In computational complexity theory, the linear search problem is an optimal search problem introduced by Richard E. Bellman and independently considered by Anatole Beck. The problem "An immobile hider is located on the real line according to a ...
* Kadane's algorithm for the maximum subarray problem * Optimization of electric generation expansion plans in th
Wein Automatic System Planning (WASP)
package


See also

* * * * * *


References


Further reading

*. An accessible introduction to dynamic programming in economics
MATLAB code for the book
. *. Includes an extensive bibliography of the literature in the area, up to the year 1954. *. Dover paperback edition (2003), . *. Especially pp. 323–69. *. *. *. * *.


External links




MIT course on algorithms
– Includes a video lecture on DP along with lecture notes, see lecture 15.

by Bradley, Hax, and Magnanti
Chapter 11

More DP Notes
* King, Ian, 2002 (1987),
A Simple Introduction to Dynamic Programming in Macroeconomic Models.
An introduction to dynamic programming as an important tool in economic theory.
Dynamic Programming: from novice to advanced
A TopCoder.com article by Dumitru on Dynamic Programming

– a formalized framework for dynamic programming, including a
entry-level course
to DP, University of Bielefeld * Dreyfus, Stuart,
Richard Bellman on the birth of Dynamic Programming.



A Gentle Introduction to Dynamic Programming and the Viterbi Algorithm
* Tabled Prolo
BPrologXSBSWI-Prolog

IFORS online interactive dynamic programming modules
including, shortest path, traveling salesman, knapsack, false coin, egg dropping, bridge and torch, replacement, chained matrix products, and critical path problem. {{DEFAULTSORT:Dynamic Programming Optimization algorithms and methods Equations Systems engineering Optimal control