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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| Published in | Information processing letters Vol. 47; no. 4; pp. 173 - 180 |
|---|---|
| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
Amsterdam
Elsevier B.V
27.09.1993
Elsevier Science |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0020-0190 1872-6119 |
| DOI | 10.1016/0020-0190(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. |
|---|---|
| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
| ISSN: | 0020-0190 1872-6119 |
| DOI: | 10.1016/0020-0190(93)90029-9 |