arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.02304cs.DSmath.OC
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Solving Tall Dense Linear Programs in Nearly Linear Time

Jan van den Brand, Yin Tat Lee, Aaron Sidford, Zhao Song

英文摘要:

In this paper we provide an $\tilde{O}(nd+d^{3})$ time randomized algorithm for solving linear programs with $d$ variables and $n$ constraints with high probability. To obtain this result we provide a robust, primal-dual $\tilde{O}(\sqrt{d})$-iteration interior point method inspired by the methods of Lee and Sidford (2014, 2019) and show how to efficiently implement this method using new data-structures based on heavy-hitters, the Johnson-Lindenstrauss lemma, and inverse maintenance. Interestingly, we obtain this running time without using fast matrix multiplication and consequently, barring a major advance in linear system solving, our running time is near optimal for solving dense linear programs among algorithms that do not use fast matrix multiplication.

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