The primary result claimed in this submission doesn't hold for random 0-1 matrices of size $n^2 \times n$ which can be proved by a probabilistic method. For such matrices, the RT bound is tight
We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to a distribution over (possibly infeasible) point set $P \subset {\{0,1 \}}^n$ such that the expected value of any linear objective function over $P$ equals the value at $\bar{x}$. This is an alternate approach to the classical randomized rounding method of Raghavan and Thompson \cite{RT:87}.
Our procedure is very general and in conjunction with discrepancy based arguments, yield efficient alternate methods for rounding other optimization problems that can be expressed as packing ILPs including disjoint path problems and MISR.
We give a general method for rounding linear programs that combines the commonly used iterated rounding and randomized rounding techniques. In particular, we show that whenever iterated rounding can be applied to a problem with some slack, there is a randomized procedure that returns an integral solution that satisfies the guarantees of iterated rounding and also has concentration properties. We use this to give new results for several classic problems where iterated rounding has been useful.
Rounding linear programs using techniques from discrepancy is a recent approach that has been very successful in certain settings. However this method also has some limitations when compared to approaches such as randomized and iterative rounding. We provide an extension of the discrepancy-based rounding algorithm due to Lovett-Meka that (i) combines the advantages of both randomized and iterated rounding, (ii) makes it applicable to settings with more general combinatorial structure such as matroids. As applications of this approach, we obtain new results for various classical problems such a…
Many network design problems deal with the design of low-cost networks that are resilient to the failure of their elements, such as nodes or links. One such problem is Connectivity Augmentation, where the goal is to cheaply increase the connectivity of a network from a value k to k+1. The most studied setting focuses on edge-connectivity, which reduces to k=2, called Cactus Augmentation. From an approximation perspective, Byrka, Grandoni, and Jabal Ameli (2020) were the first to break the 2-approximation barrier for this problem, by exploiting a connection to the Steiner Tree problem, and by t…
International Computer Science Institute（国际计算机科学研究所）；University of California Berkeley（加州大学伯克利分校）；Xerox Research Centre India（施乐印度研究中心）；Purdue University（普渡大学）
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized rounding strategy to sparsify the resulting dense solution. Our main theoretical result guarantees an additive error approximation and provides a tradeoff between sparsity and accuracy. Our experimental evaluation indicates that our approach is competitive in practice, even compared to state-of-the-art toolboxes such as Spasm.
The Virtual Network Embedding Problem (VNEP) captures the essence of many resource allocation problems of today's infrastructure providers, which offer their physical computation and networking resources to customers. Customers request resources in the form of Virtual Networks, i.e. as a directed graph which specifies computational requirements at the nodes and communication requirements on the edges. An embedding of a Virtual Network on the shared physical infrastructure is the joint mapping of (virtual) nodes to physical servers together with the mapping of (virtual) edges onto paths in the …
Unsplittable flow problems cover a wide range of telecommunication and transportation problems and their efficient resolution is key to a number of applications. In this work, we study algorithms that can scale up to large graphs and important numbers of commodities. We present and analyze in detail a heuristic based on the linear relaxation of the problem and randomized rounding. We provide empirical evidence that this approach is competitive with state-of-the-art resolution methods either by its scaling performance or by the quality of its solutions. We provide a variation of the heuristic w…
The maximum volume $j$-simplex problem asks to compute the $j$-dimensional simplex of maximum volume inside the convex hull of a given set of $n$ points in $\mathbb{Q}^d$. We give a deterministic approximation algorithm for this problem which achieves an approximation ratio of $e^{j/2 + o(j)}$. The problem is known to be $\mathrm{NP}$-hard to approximate within a factor of $c^{j}$ for some constant $c > 1$. Our algorithm also gives a factor $e^{j + o(j)}$ approximation for the problem of finding the principal $j\times j$ submatrix of a rank $d$ positive semidefinite matrix with the largest det…
We develop new techniques for rounding packing integer programs using iterative randomized rounding. It is based on a novel application of multidimensional Brownian motion in $\mathbb{R}^n$. Let $\overset{\sim}{x} \in {[0,1]}^n$ be a fractional feasible solution of a packing constraint $A x \leq 1,\ \ $ $A \in {\{0,1 \}}^{m\times n}$ that maximizes a linear objective function. The independent randomized rounding method of Raghavan-Thompson rounds each variable $x_i$ to 1 with probability $\overset{\sim}{x_i}$ and 0 otherwise. The expected value of the rounded objective function matches the fra…
Many real-life planning problems require making a priori decisions before all parameters of the problem have been revealed. An important special case of such problem arises in scheduling problems, where a set of tasks needs to be assigned to the available set of machines or personnel (resources), in a way that all tasks have assigned resources, and no two tasks share the same resource. In its nominal form, the resulting computational problem becomes the \emph{assignment problem} on general bipartite graphs. This paper deals with a robust variant of the assignment problem modeling situations wh…
The request-trip-vehicle assignment problem is at the heart of a popular decomposition strategy for online vehicle routing. In this framework, assignments are done in batches in order to exploit any shareability among vehicles and incoming travel requests. We study a natural ILP formulation and its LP relaxation. Our main result is an LP-based randomized rounding algorithm that, whenever the instance is feasible, leverages mild assumptions to return an assignment whose: i) expected cost is at most that of an optimal solution, and ii) expected fraction of unassigned requests is at most $1/e$. I…
We present a spectral approach to design approximation algorithms for network design problems. We observe that the underlying mathematical questions are the spectral rounding problems, which were studied in spectral sparsification and in discrepancy theory. We extend these results to incorporate additional non-negative linear constraints, and show that they can be used to significantly extend the scope of network design problems that can be solved. Our algorithm for spectral rounding is an iterative randomized rounding algorithm based on the regret minimization framework. In some settings, thi…
We study the problem of "isotropically rounding" a polytope $K\subset\mathbb{R}^n$, that is, computing a linear transformation which makes the uniform distribution on the polytope have roughly identity covariance matrix. We assume $K$ is defined by $m$ linear inequalities, with guarantee that $rB\subset K\subset RB$, where $B$ is the unit ball. We introduce a new variant of the ball walk Markov chain and show that, roughly, the expected number of arithmetic operations per-step of this Markov chain is $O(m)$ that is sublinear in the input size $mn$--the per-step time of all prior Markov chains.…
We study the problem of allocating $m$ items to $n$ agents subject to maximizing the Nash social welfare (NSW) objective. We write a novel convex programming relaxation for this problem, and we show that a simple randomized rounding algorithm gives a $1/e$ approximation factor of the objective. Our main technical contribution is an extension of Gurvits's lower bound on the coefficient of the square-free monomial of a degree $m$-homogeneous stable polynomial on $m$ variables to all homogeneous polynomials. We use this extension to analyze the expected welfare of the allocation returned by our r…
Throughput is a main performance objective in communication networks. This paper considers a fundamental maximum throughput routing problem -- the all-or-nothing multicommodity flow (ANF) problem -- in arbitrary directed graphs and in the practically relevant but challenging setting where demands can be (much) larger than the edge capacities. Hence, in addition to assigning requests to valid flows for each routed commodity, an admission control mechanism is required which prevents overloading the network when routing commodities. We make several contributions. On the theoretical side we obtain…
Matroids are a fundamental object of study in combinatorial optimization. Three closely related and important problems involving matroids are maximizing the size of the union of $k$ independent sets (that is, $k$-fold matroid union), computing $k$ disjoint bases (a.k.a. matroid base packing), and covering the elements by $k$ bases (a.k.a. matroid base covering). These problems generalize naturally to integral and real-valued capacities on the elements. This work develops faster exact and/or approximation problems for these and some other closely related problems such as optimal reinforcement a…
We introduce a novel method for clustering using a semidefinite programming (SDP) relaxation of the Max k-Cut problem. The approach is based on a new methodology for rounding the solution of an SDP relaxation using iterated linear optimization. We show the vertices of the Max k-Cut relaxation correspond to partitions of the data into at most k sets. We also show the vertices are attractive fixed points of iterated linear optimization. Each step of this iterative process solves a relaxation of the closest vertex problem and leads to a new clustering problem where the underlying clusters are mor…
We consider the rooted prize-collecting walks (PCW) problem, wherein we seek a collection $C$ of rooted walks having minimum prize-collecting cost, which is the (total cost of walks in $C$) + (total node-reward of nodes not visited by any walk in $C$). This problem arises naturally as the Lagrangian relaxation of both orienteering, where we seek a length-bounded walk of maximum reward, and the $\ell$-stroll problem, where we seek a minimum-length walk covering at least $\ell$ nodes. Our main contribution is to devise a simple, combinatorial algorithm for the PCW problem in directed graphs that…
We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this chain is invariant under affine transformations of the convex set, thus eliminating the need for first placing the body in an isotropic position. This recovers and extends previous results of from polytopes to more general convex sets. On every convex set of dimension $n$, there exists a self-concordant barrier whose "complexity" is polynomially bounded. Conse…
Improved SDP Coloring of 3-Colorable Graphs from Recursive Gaussian Certificates
Georgia Institute of Technology, School of Computer Science（佐治亚理工学院计算机学院）；Princeton University, Operations Research and Financial Engineering（普林斯顿大学运筹与金融工程学系）
Consider the following computational problem: given a regular digraph $G=(V,E)$, two vertices $u,v \in V$, and a walk length $t\in \mathbb{N}$, estimate the probability that a random walk of length $t$ from $u$ ends at $v$ to within $\pm \varepsilon.$ A randomized algorithm can solve this problem by carrying out $O(1/\varepsilon^2)$ random walks of length $t$ from $u$ and outputting the fraction that end at $v$. In this paper, we study deterministic algorithms for this problem that are also restricted to carrying out walks of length $t$ from $u$ and seeing which ones end at $v$. Specifically, …
We give a deterministic, nearly logarithmic-space algorithm that given an undirected graph $G$, a positive integer $r$, and a set $S$ of vertices, approximates the conductance of $S$ in the $r$-step random walk on $G$ to within a factor of $1+ε$, where $ε>0$ is an arbitrarily small constant. More generally, our algorithm computes an $ε$-spectral approximation to the normalized Laplacian of the $r$-step walk. Our algorithm combines the derandomized square graph operation (Rozenman and Vadhan, 2005), which we recently used for solving Laplacian systems in nearly logarithmic space (Murtagh, Reing…
We develop a rounding method based on random walks in polytopes, which leads to improved approximation algorithms and integrality gaps for several assignment problems that arise in resource allocation and scheduling. In particular, it generalizes the work of Shmoys and Tardos on the generalized assignment problem to the setting where some jobs can be dropped. New concentration bounds for random bipartite matching are developed as well.
We study a submodular maximization problem motivated by applications in online retail. A platform displays a list of products to a user in response to a search query. The user inspects the first $k$ items in the list for a $k$ chosen at random from a given distribution, and decides whether to purchase an item from that set based on a choice model. The goal of the platform is to maximize the engagement of the shopper defined as the probability of purchase. This problem gives rise to a less-studied variation of submodular maximization in which we are asked to choose an $\textit{ordering}$ of a s…
An important result in discrepancy due to Banaszczyk states that for any set of $n$ vectors in $\mathbb{R}^m$ of $\ell_2$ norm at most $1$ and any convex body $K$ in $\mathbb{R}^m$ of Gaussian measure at least half, there exists a $\pm 1$ combination of these vectors which lies in $5K$. This result implies the best known bounds for several problems in discrepancy. Banaszczyk's proof of this result is non-constructive and a major open problem has been to give an efficient algorithm to find such a $\pm 1$ combination of the vectors. In this paper, we resolve this question and give an efficient r…
