Spent one day working on Sviridenko's paper on one inequality and finally see why it is
true.
Let y1,y2,...y_m be the probabilities that each facility open, sum of the y_i's is 1. Now
the expected distance is
dist=
c1*y1 + c2*y2*(1-y1) + c3*y3*(1-y1)(1-y2) + ... + cm*ym*(1-y1)...(1-y_m-1) + c_m+1*(1-
y1)...(1-ym)
and we want to show
dist <= (c1*y1+c2*y2+...+cm*ym)(1-1/e) + c_m+1 * 1/e
We know that y1+...+ym=1
Sviridenko noticed that
dist <= c1*(1-e^-y1) + c2*(e^-y1 - e^-(y1+y2)) + c3*(e^(-y1-y2)-e^(-y1-y2-y3)) + ... + cm*
(e^(-y1-...-y_m-1) - e^(-y1-...-ym)) + c_m+1*(1/e)=rhs
This is because c1<=c2<=...<=cm<=c_m+1
and the fraction of dist is always leading the rhs.
y1 >= 1-e^-y1
y1+y2(1-y1) >= 1-e^(-y1-y2)
Now we want to show rhs <= (c1*y1+c2*y2+...+cm*ym)(1-1/e) + c_m+1 * 1/e
and this is the part that took me a full day.
We actually use a similar idea. Notice that the sum of fractions are the same on both sides,
1-e^-y1 + e^-y1 - e^(-y1-y2) + ... + e^(-y1-y2-...-y_m-1) - e^(-y1-y2-...-y_m) = 1-e^-1
and
(y1+y2+...+ym)(1-1/e)=1-1/e
So we only need to show that the fraction of lhs is always leading.
1-e^-y1 >= y1(1-1/e)
1-e^-y1-y2 >= (y1+y2)(1-1/e)
...
1-e^-y1-y2-...-ym >= (y1+y2+...+ym)(1-1/e)
This can be proved by noticing the function f(x)=1-(e^-x)-x(1-1/e) evaluates to 0 at x=0 and
x=1, and in between it is always nonnegative. And y1, y1+y2, ... , y1+...+ym area all
between 0 and 1.
A slightly different proof due to Byrka uses FKG inequality
(u1*f1+u2*f2+...+um*fm)(u1*g1+u2*g2+...+um*gm) >= (u1+...+um)
(u1*f1*g1+u2*f2*g2+...+um*fm*gm)
assuming u1,u2,...,um >= 0 and f is increasing and g is decreasing.
Now we use
u1=y1 f1=c1 g1=1
u2=y2 f2=c2 g2=1-y1
u3=y3 f3=c3 g3=(1-y1)(1-y2)
The FKG inequality gives
(y1+...+ym)(y1*c1*1 + y2*c2*(1-y1) + ... + ym*cm*(1-y1)...(1-y_m-1))
<= (y1*c1+y2*c2+...+ym*cm)(y1*1+y2(1-y1)+...+ym(1-y1)(1-y2)...(1-y_m-1))
Notice this part (y1*1+y2(1-y1)+...+ym(1-y1)(1-y2)...(1-y_m-1)) = 1-(1-y1)...(1-ym) since
they are complementary events. lhs is one of y1,...,ym happen, rhs is one minus none happen.
Therefore
(y1*c1*1 + y2*c2*(1-y1) + ... + ym*cm*(1-y1)...(1-y_m-1))
<= (y1*c1+y2*c2+...+ym*cm)(1-(1-y1)(1-y2)...(1-ym)
Add (1-y1)...(1-ym)c_m+1 to both sides we have
expected dist <= (c1*y1+c2*y2+...+cm*ym)(1-(1-y1)...(1-ym)) + c_m+1(1-y1)...(1-ym)
<= (c1*y1+...+cm*ym)(1-1/e) + c_m+1*1/e since c1<=c2<=...<=cm<=c_m+1
Tuesday, November 22, 2011
the FKG inequality and facility location problem
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