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Solving Linear Programming with Constraints Unknown

机译:用约束未知的线性编程

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What is the value of input information in solving linear programming? The celebrated ellipsoid algorithm tells us that the full information of input constraints is not necessary; the algorithm works as long as there exists an oracle that, on a proposed candidate solution, returns a violation in the form of a separating hyperplane. Can linear programming still be efficiently solved if the returned violation is in other formats? Motivated by some real-world scenarios, we study this question in a trial-and-error framework: there is an oracle that, upon a proposed solution, returns the index of a violated constraint (with the content of the constraint still hidden). When more than one constraint is violated, two variants in the model are investigated. (1) The oracle returns the index of a "most violated" constraint, measured by the Euclidean distance of the proposed solution and the half-spaces defined by the constraints. In this case, the LP can be efficiently solved (under a mild condition of non-degeneracy). (2) The oracle returns the index of an arbitrary (i.e., worst-case) violated constraint. In this case, we give an algorithm with running time exponential in the number of variables. We then show that the exponential dependence on n is unfortunately necessary even for the query complexity. These results put together shed light on the amount of information that one needs in order to solve a linear program efficiently. The proofs of the results employ a variety of geometric techniques, including the weighted spherical Voronoi diagram and the furthest Voronoi diagram.
机译:解决线性规划中的输入信息的值是多少?庆祝的椭球算法告诉我们输入限制的完整信息不是必需的;算法工作只要存在在建议的候选解决方案上的Oracle,返回分离超平面的形式违反违规。如果返回的违规是以其他格式的违反行为,仍然可以有效地解决了线性编程?通过一些现实世界的情景,我们在试用和错误框架中研究这个问题:有一个Oracle,在一个提议的解决方案时,返回违规的约束的索引(仍然隐藏的约束内容)。当违反多个约束时,调查模型中的两个变体。 (1)Oracle返回“最违反”约束的索引,通过所提出的解决方案的欧几里德距离和由约束定义的半空间来测量。在这种情况下,可以有效地解决LP(在非退化的温和条件下)。 (2)Oracle返回任意(即最坏情况)违反约束的索引。在这种情况下,我们在变量数量中给出一个具有运行时间指数的算法。然后,我们甚至不幸的是,即使对于查询复杂性也是必要的,对N个对指数依赖性。这些结果在有效地解决线性程序的信息量上放在一起的信息量。结果证明采用了各种几何技术,包括加权球形Voronoi图和最远的voronoi图。

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