Optimal speedup of Las Vegas algorithms

Let A be a Las Vegas algorithm, i.e., A is a randomized algorithm that always produces the correct answer when it stops but whose running time is a random variable. We consider the problem of minimizing the expected time required to obtain an answer from A using strategies which simulate A as follow...

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Bibliographic Details
Published inInformation processing letters Vol. 47; no. 4; pp. 173 - 180
Main Authors Luby, Michael, Sinclair, Alistair, Zuckerman, David
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 27.09.1993
Elsevier Science
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ISSN0020-0190
1872-6119
DOI10.1016/0020-0190(93)90029-9

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Summary:Let A be a Las Vegas algorithm, i.e., A is a randomized algorithm that always produces the correct answer when it stops but whose running time is a random variable. We consider the problem of minimizing the expected time required to obtain an answer from A using strategies which simulate A as follows: run A for a fixed amount of time t 1, then run A independently for a fixed amount of time t 2, etc. The simulation stops if A completes its execution during any of the runs. Let scL = ( t 1, t 2,…) be a strategy, and let l A = inf scL T( A, scL), where T( A, scL) i s the expected value of the running time of the simulation of A under strategy scL. We describe a simple universal strategy scL univ, with the property that, for any algorithm A, T( A, scL univ) = O( lin A log( linA)). Furthermore, we show that this is the best performance that can be achieved, up to a constant factor, by any universal strategy.
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ISSN:0020-0190
1872-6119
DOI:10.1016/0020-0190(93)90029-9