Maximum Box Problem on Stochastic Points

نویسندگان

چکیده

Abstract Given a finite set of weighted points in $${\mathbb {R}}^d$$ R d (where there can be negative weights), the maximum box problem asks for an axis-aligned rectangle (i.e., box) such that sum weights it contains is maximized. We consider each point input has probability being present final random set, and these events are mutually independent; then, total weight variable. aim to compute both this variable at least given parameter, its expectation. show even $$d=1$$ = 1 computations #P-hard, give pseudo-polynomial time algorithms case where integers bounded interval. For $$d=2$$ 2 , we colored red or blue, have $$+1$$ + blue $$-\infty $$ - ∞ . The number covered with not containing any point. prove above two also polynomial-time algorithm computing exactly points, no point, plane.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Maximum Box Problem for moving points in the plane

Given a set R of r red points and a set B of b blue points in the plane, the static version of the Maximum Box Problem is to find an isothetic box H such that H ∩ R = ∅ and the cardinality of H ∩ B is maximized. In this paper, we consider a kinetic version of the problem where the points in R ∪ B move move along bounded degree algebraic trajectories. We design a compact and local quadratic-spac...

متن کامل

Stochastic fixed points involving the maximum . by Peter Jagers

We consider distributional fixed point equations of the form X D = ∨iTiXi in a systematic way. The distribution of T = (T1, T2, . . .) is given in advance. The positive rvs T,Xi, i ∈ IN are independent and the Xi have the same distribution as X. We present a systematic approach in order to find solutions using the monotonicity of the corresponding operator. These equations in the limit come up ...

متن کامل

Robust solutions to box-constrained stochastic linear variational inequality problem

We present a new method for solving the box-constrained stochastic linear variational inequality problem with three special types of uncertainty sets. Most previous methods, such as the expected value and expected residual minimization, need the probability distribution information of the stochastic variables. In contrast, we give the robust reformulation and reformulate the problem as a quadra...

متن کامل

Disambiguation Points Sampling Heuristic for the Stochastic Obstacle Scene Problem

The stochastic obstacle scene problem (SOSP) is a challenging probabilistic path planning problem wherein an agent needs to traverse a spatial arrangement of possible obstacles and the agent can disambiguate the actual status of the obstacles (as true or false) en route at a cost. The goal is to find a policy that decides what and where to disambiguate so as to minimize the expected length of t...

متن کامل

Closest Pair and the Post Office Problem for Stochastic Points

Given a (master) set M of n points in d-dimensional Euclidean space, consider drawing a random subset that includes each point mi ∈ M with an independent probability pi. How difficult is it to compute elementary statistics about the closest pair of points in such a subset? For instance, what is the probability that the distance between the closest pair of points in the random subset is no more ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Algorithmica

سال: 2021

ISSN: ['1432-0541', '0178-4617']

DOI: https://doi.org/10.1007/s00453-021-00882-z