Efficient Inverse Maintenance and Faster Algorithms for Linear Programming
MIT（麻省理工学院）
Yin Tat Lee, Aaron Sidford
备注：
In an older version of this paper, we mistakenly claimed an improved running time for Dikin walk by noting solely the improved running time for linear system solving and ignoring the determinant computation
In this paper, we consider the following inverse maintenance problem: given $A \in \mathbb{R}^{n\times d}$ and a number of rounds $r$, we receive a $n\times n$ diagonal matrix $D^{(k)}$ at round $k$ and we wish to maintain an efficient linear system solver for $A^{T}D^{(k)}A$ under the assumption $D^{(k)}$ does not change too rapidly. This inverse maintenance problem is the computational bottleneck in solving multiple optimization problems. We show how to solve this problem with $\tilde{O}(nnz(A)+d^ω)$ preprocessing time and amortized $\tilde{O}(nnz(A)+d^{2})$ time per round, improving upon previous running times for solving this problem.
Consequently, we obtain the fastest known running times for solving multiple problems including, linear programming and computing a rounding of a polytope. In particular given a feasible point in a linear program with $d$ variables, $n$ constraints, and constraint matrix $A\in\mathbb{R}^{n\times d}$, we show how to solve the linear program in time $\tilde{O}(nnz(A)+d^{2})\sqrt{d}\log(ε^{-1}))$. We achieve our results through a novel combination of classic numerical techniques of low rank update, preconditioning, and fast matrix multiplication as well as recent work on subspace embeddings and spectral sparsification that we hope will be of independent interest.
This paper deals with the problem of preventive maintenance (PM) scheduling of pipelines subject to external corrosion defects. The preventive maintenance strategy involves an inspection step at some epoch, together with a repair schedule. This paper proposes to determine the repair schedule as well as an inspection time minimizing the maintenance cost. This problem is formulated as a binary integer non-linear programming model and we approach it under a decision support framework. We derive a polynomial-time algorithm that computes the optimum PM schedule and suggests different PM strategies …
We consider the maintenance of the set of all maximal cliques in a dynamic graph that is changing through the addition or deletion of edges. We present nearly tight bounds on the magnitude of change in the set of maximal cliques, as well as the first change-sensitive algorithms for clique maintenance, whose runtime is proportional to the magnitude of the change in the set of maximal cliques. We present experimental results showing these algorithms are efficient in practice and are faster than prior work by two to three orders of magnitude.
In this paper, we present a novel approach for solving a maintenance scheduling problem from the French electricity grid company RTE, as presented in the ROADEF 2020 challenge. Our approach combines constraint generation with a new family of cutting planes to address the nonconvexity of the problem. We provide mathematical proofs and separation algorithms for the cutting planes and study the practical impact of our approach on the challenge instances. This method is applicable to a wide range of problems involving the modeling of uncertainty, and is shown to improve results significantly on re…
Semidefinite programming is a fundamental tool in optimization and theoretical computer science. It has been extensively used as a black-box for solving many problems, such as embedding, complexity, learning, and discrepancy. One natural setting of semidefinite programming is the small treewidth setting. The best previous SDP solver under small treewidth setting is due to Zhang-Lavaei '18, which takes $n^{1.5} τ^{6.5}$ time. In this work, we show how to solve a semidefinite programming with $n \times n$ variables, $m$ constraints and $τ$ treewidth in $n τ^{2ω+0.5}$ time, where $ω< 2.373$ denot…
Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This paper presents a faster interior point method to solve generic SDPs with variable size $n \times n$ and $m$ constraints in time \begin{align*} \widetilde{O}(\sqrt{n}( mn^2 + m^ω+ n^ω) \log(1 / ε) ), \end{align*} where $ω$ is the exponent of matrix multiplication and $ε$ is the relative accuracy. In the predominant case of $m \geq n$, our runtime outperforms tha…
This paper studies the problem of finding an $(1+ε)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all scalars are non-negative. We present a simpler \NC parallel algorithm that on input with $n$ constraint matrices, requires $O(\frac{1}{ε^3} log^3 n)$ iterations, each of which involves only simple matrix operations and computing the trace of the product of a matrix exponential and a positive semidefinite matrix. Further, given a positive SDP in a factorized form, the …
We propose an exact algorithm for solving the longest simple path problem between two given vertices in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster than other state-of-the-art methods. This enables us to solve instances that were previously unsolved and solve hard instances significantly faster. Lastly, we present a scalable parallelization which yields the first efficient parallel algorithm for the problem.
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 $\min \langle c,{x}\rangle$, $Ax=b$, $x \geq 0$, $A \in \mathbb{Z}^{m \times n}$, 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$(n,m\logΔ_A)$, where $Δ_A$ is the largest subdeterminant of $A$. A significant extension to the real mo…
We propose an optimal algorithm for solving the longest path problem in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster than other state-of-the-art methods. This enables us to solve instances that have previously been unsolved.
One of the most fundamental problems in Computer Science is the Knapsack problem. Given a set of n items with different weights and values, it asks to pick the most valuable subset whose total weight is below a capacity threshold T. Despite its wide applicability in various areas in Computer Science, Operations Research, and Finance, the best known running time for the problem is O(Tn). The main result of our work is an improved algorithm running in time O(TD), where D is the number of distinct weights. Previously, faster runtimes for Knapsack were only possible when both weights and values ar…
We present a faster interior-point method for optimizing sum-of-squares (SOS) polynomials, which are a central tool in polynomial optimization and capture convex programming in the Lasserre hierarchy. Let $p = \sum_i q^2_i$ be an $n$-variate SOS polynomial of degree $2d$. Denoting by $L := \binom{n+d}{d}$ and $U := \binom{n+2d}{2d}$ the dimensions of the vector spaces in which $q_i$'s and $p$ live respectively, our algorithm runs in time $\tilde{O}(LU^{1.87})$. This is polynomially faster than state-of-art SOS and semidefinite programming solvers, which achieve runtime $\tilde{O}(L^{0.5}\min\{…
This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the running time of semidefinite programming (SDP) with variable size $n \times n$ and $m$ constraints up to $ε$ accuracy. We show that for the case $m = Ω(n^2)$, we can solve SDPs in $m^ω$ time. This suggests solving SDP is nearly as fast as solving the linear system with equal number of variables and constraints. This is the first result that tall dense SDP can…
The worst-case fastest known algorithm for the Set Cover problem on universes with $n$ elements still essentially is the simple $O^*(2^n)$-time dynamic programming algorithm, and no non-trivial consequences of an $O^*(1.01^n)$-time algorithm are known. Motivated by this chasm, we study the following natural question: Which instances of Set Cover can we solve faster than the simple dynamic programming algorithm? Specifically, we give a Monte Carlo algorithm that determines the existence of a set cover of size $σn$ in $O^*(2^{(1-Ω(σ^4))n})$ time. Our approach is also applicable to Set Cover inst…
R. Lavy and C. Swamy (FOCS 2005, J. ACM 2011) introduced a general method for obtaining truthful-in-expectation mechanisms from linear programming based approximation algorithms. Due to the use of the Ellipsoid method, a direct implementation of the method is unlikely to be efficient in practice. We propose to use the much simpler and usually faster multiplicative weights update method instead. The simplification comes at the cost of slightly weaker approximation and truthfulness guarantees.
We make several advances broadly related to the maintenance of electrical flows in weighted graphs undergoing dynamic resistance updates, including: 1. More efficient dynamic spectral vertex sparsification, achieved by faster length estimation of random walks in weighted graphs using Morris counters [Morris 1978, Nelson-Yu 2020]. 2. A direct reduction from detecting edges with large energy in dynamic electric flows to dynamic spectral vertex sparsifiers. 3. A procedure for turning algorithms for estimating a sequence of vectors under updates from an oblivious adversary to one that tolerates ad…
We investigate the parameterized complexity of Vertex Cover parameterized by the difference between the size of the optimal solution and the value of the linear programming (LP) relaxation of the problem. By carefully analyzing the change in the LP value in the branching steps, we argue that combining previously known preprocessing rules with the most straightforward branching algorithm yields an $O^*((2.618)^k)$ algorithm for the problem. Here $k$ is the excess of the vertex cover size over the LP optimum, and we write $O^*(f(k))$ for a time complexity of the form $O(f(k)n^{O(1)})$, where $f …
We introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many well-studied problems like online stochastic packing and covering, online stochastic matching with concave returns, etc. form a special case of online stochastic CP. We present fast algorithms for these problems, which achieve near-optimal regret guarantees for both the i.i.d. and the random permutation models of stochastic inputs. When applied to the special case online packing, our ideas yie…
Dynamic programming (DP) is one of the fundamental paradigms in algorithm design. However, many DP algorithms have to fill in large DP tables, represented by two-dimensional arrays, which causes at least quadratic running times and space usages. This has led to the development of improved algorithms for special cases when the DPs satisfy additional properties like, e.g., the Monge property or total monotonicity. In this paper, we consider a new condition which assumes (among some other technical assumptions) that the rows of the DP table are monotone. Under this assumption, we introduce a nove…
In the SCHED problem we are given a set of n jobs, together with their processing times and precedence constraints. The task is to order the jobs so that their total completion time is minimized. SCHED is a special case of the Traveling Repairman Problem with precedences. A natural dynamic programming algorithm solves both these problems in 2^n n^O(1) time, and whether there exists an algorithms solving SCHED in O(c^n) time for some constant c < 2 was an open problem posted in 2004 by Woeginger. In this paper we answer this question positively.
Many clustering problems enjoy solutions by semidefinite programming. Theoretical results in this vein frequently consider data with a planted clustering and a notion of signal strength such that the semidefinite program exactly recovers the planted clustering when the signal strength is sufficiently large. In practice, semidefinite programs are notoriously slow, and so speedups are welcome. In this paper, we show how to sketch a popular semidefinite relaxation of a graph clustering problem known as minimum bisection, and our analysis supports a meta-claim that the clustering task is less comp…
Correlation clustering is a widely studied framework for clustering based on pairwise similarity and dissimilarity scores, but its best approximation algorithms rely on impractical linear programming relaxations. We present faster approximation algorithms that avoid these relaxations, for two well-studied special cases: cluster editing and cluster deletion. We accomplish this by drawing new connections to edge labeling problems related to the principle of strong triadic closure. This leads to faster and more practical linear programming algorithms, as well as extremely scalable combinatorial t…
