Skip to main content
Log in

Markov chains, Hamiltonian cycles and volumes of convex bodies

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

In this note the Hamiltonian cycle problem is mapped into an infinite horizon discounted cost constrained Markov decision problem. The occupation measure based linear polytope associated with this control problem defines a convex set which either strictly contains or is equal to another convex set, depending on whether the underlying graph has a Hamiltonian cycle or not. This allows us to distinguish Hamiltonian graphs from non-Hamiltonian graphs by comparing volumes of two convex sets.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ahamed T.P.I., Borkar V.S., Juneja S.K.: Adaptive importance sampling technique for Markov chains using stochastic approximation. Oper. Res. 54, 489–504 (2006)

    Article  Google Scholar 

  2. Altman E.: Constrained Markov Decision Processes. Chapman and Hall, Boca Raton (1999)

    Google Scholar 

  3. Andramonov M., Filar J.A., Pardalos P.M., Rubinov A.: Hamiltonian cycle problem via Markov chains and min-type approaches. In: Pardalos, P.M. (eds) Approximation and Complexity in Numerical Optimization, pp. 31–47. Kluwer Academic Publishers, Dordrecht (2000)

    Google Scholar 

  4. Borkar V.S.: Convex analytic approach to Markov decision processes. In: Shwartz, A., Feinberg, E. (eds.) Handbook of Markov Decision Proceses, Kluwer Academic, Boston (2000)

    Google Scholar 

  5. Denardo, E.V., Feinberg, E.A., Rothblum, U.G.: On occupation measures for total-reward MDPs. In: Proceedings of the 47th IEEE Conference on Decision and Control, pp. 4460–4465. Cancun, Mexico Dec. 9–11 2008

  6. Dyer M.E., Frieze A.M.: On the complexity of computing the volume of a polyhedron. SIAM J. Comput. 17, 967–974 (1988)

    Article  Google Scholar 

  7. Dyer M.E., Frieze A.M., Kannan R.: A random polynomial time algorithm for approximating the volume of convex bodies. J. ACM 38, 1–17 (1998)

    Article  Google Scholar 

  8. Ejov V., Filar J.A., Haythorpe M., Nguyen G.T.: Refined MDP-based branch-and-fix algorithm for the Hamiltonian cycle problem. Math. Oper. Res. 34, 758–768 (2009)

    Article  Google Scholar 

  9. Ejov V., Filar J.A., Gondzio J.: An interior point heuristic algorithm for the HCP. J. Global Optim. 29(3), 315–334 (2004)

    Article  Google Scholar 

  10. Eshragh, A., Filar, J.A., Haythorpe M.: A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. Ann. Oper. Res. 189, 103–125

  11. Feinberg E.A.: Constrained discounted Markov decision processes and Hamiltonian cycles. Math. Oper. Res. 25, 130–140 (2000)

    Article  Google Scholar 

  12. Filar J.A.: Controlled Markov chains, graphs and Hamiltonicity. Found. Trends Stoch. Syst. 1(2), 77–162 (2000)

    Article  Google Scholar 

  13. Filar J.A., Krass D.: Hamiltonian cycles and Markov chains. Math. Oper. Res 19, 223–237 (1994)

    Article  Google Scholar 

  14. Filar, J.A., Oberije, M., Pardalos, P.M.: Hamiltonian cycle problem, controlled Markov chains and quadratic programming. In: Sutton, D.J. Pearce, C.E.M., Cousins, E.A. (eds.) The Proceedings of the 12th National Conference of the Australian Society for Operations Research, pp. 263–281. Adelaide, July 7–9 1993

  15. Haythorpe, M.: Markov Chain Based Algorithms for the Hamiltonian Cycle Problem. PhD Thesis, University of South Australia, Adelaide (2010)

  16. Jerrum M.: Counting, Sampling and Integrating: Algorithms and Complexity. Birkhäuser, Basel (2003)

    Book  Google Scholar 

  17. Lovász L., Vempala S.: Simulated annealing in convex bodies and an O(n 4) volume algorithm. J. Comput. Syst. Sci. 72, 392–417 (2006)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jerzy A. Filar.

Additional information

The authors thank Ali Eshragh Jahromi for suggesting some improvements.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Borkar, V.S., Filar, J.A. Markov chains, Hamiltonian cycles and volumes of convex bodies. J Glob Optim 55, 633–639 (2013). https://doi.org/10.1007/s10898-011-9819-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-011-9819-6

Keywords

Navigation