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Nearly linear-time packing and covering LP solvers: Achieving width-independence and -convergence.

Authors :
Allen-Zhu, Zeyuan
Orecchia, Lorenzo
Source :
Mathematical Programming. May2019, Vol. 175 Issue 1/2, p307-353. 47p.
Publication Year :
2019

Abstract

Packing and covering linear programs (PC-LP s) form an important class of linear programs (LPs) across computer science, operations research, and optimization. Luby and Nisan (in: STOC, ACM Press, New York, 1993) constructed an iterative algorithm for approximately solving PC-LP s in nearly linear time, where the time complexity scales nearly linearly in N, the number of nonzero entries of the matrix, and polynomially in ε , the (multiplicative) approximation error. Unfortunately, existing nearly linear-time algorithms (Plotkin et al. in Math Oper Res 20(2):257–301, 1995; Bartal et al., in: Proceedings 38th annual symposium on foundations of computer science, IEEE Computer Society, 1997; Young, in: 42nd annual IEEE symposium on foundations of computer science (FOCS'01), IEEE Computer Society, 2001; Koufogiannakis and Young in Algorithmica 70:494–506, 2013; Young in Nearly linear-time approximation schemes for mixed packing/covering and facility-location linear programs, 2014. arXiv:1407.3015; Allen-Zhu and Orecchia, in: SODA, 2015) for solving PC-LP s require time at least proportional to ε - 2 . In this paper, we break this longstanding barrier by designing a packing solver that runs in time O ~ (N ε - 1) and covering LP solver that runs in time O ~ (N ε - 1.5) . Our packing solver can be extended to run in time O ~ (N ε - 1) for a class of well-behaved covering programs. In a follow-up work, Wang et al. (in: ICALP, 2016) showed that all covering LPs can be converted into well-behaved ones by a reduction that blows up the problem size only logarithmically. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00255610
Volume :
175
Issue :
1/2
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
136067539
Full Text :
https://doi.org/10.1007/s10107-018-1244-x