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Revisiting Tardos's framework for linear programming: faster exact solutions using approximate solvers

Dadush, Daniel, Natura, Bento and Végh, László A. (2020) Revisiting Tardos's framework for linear programming: faster exact solutions using approximate solvers. In: Proceedings of The 61st Annual Symposium on Foundations of Computer Science (FOCS 2020), November 16-19. IEEE Computer Society. (In Press)

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Abstract

In breakthrough work, Tardos (Oper. Res. ’86) gave a proximity based framework for solving linear programming (LP) in time depending only on the constraint matrix in the bit complexity model. In Tardos’s framework, one reduces solving the LP min⟨c, x⟩, Ax = b, x ≥ 0, A ∈ Z m×n, to solving O(nm) LPs in A having small integer coefficient objectives and right-hand sides using any exact LP algorithm. This gives rise to an LP algorithm in time poly(n, m log ∆A), where ∆A is the largest subdeterminant of A. A significant extension to the real model of computation was given by Vavasis and Ye (Math. Prog. ’96), giving a specialized interior point method that runs in time poly(n, m, log ¯χA), depending on Stewart’s χ¯A, a well-studied condition number. In this work, we extend Tardos’s original framework to obtain such a running time dependence. In particular, we replace the exact LP solves with approximate ones, enabling us to directly leverage the tremendous recent algorithmic progress for approximate linear programming. More precisely, we show that the fundamental “accuracy” needed to exactly solve any LP in A is inverse polynomial in n and log ¯χA. Plugging in the recent algorithm of van den Brand (SODA ’20), our method computes an optimal primal and dual solution using O(mnω+1+o(1) log( ¯χA + n)) arithmetic operations, outperforming the specialized interior point method of Vavasis and Ye and its recent improvement by Dadush et al (STOC ’20). By applying the preprocessing algorithm of the latter paper, the dependence can also be reduced from ¯χA to ¯χ ∗ A, the minimum value of ¯χAD attainable via column rescalings. Our framework is applicable to achieve the poly(n, m, log ¯χ ∗ A) bound using essentially any weakly polynomial LP algorithm, such as the ellipsoid method. At a technical level, our framework combines together approximate LP solutions to compute exact ones, making use of constructive proximity theorems—which bound the distance between solutions of “nearby” LPs—to keep the required accuracy low.

Item Type: Book Section
Official URL: https://ieeexplore.ieee.org/xpl/conhome/1000292/al...
Additional Information: © 2020 The Institute of Electrical and Electronics Engineers, Inc.
Divisions: Mathematics
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Date Deposited: 17 Sep 2020 10:33
Last Modified: 19 Sep 2020 23:24
URI: http://eprints.lse.ac.uk/id/eprint/106583

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