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Solving Linear Programming with Constraints Unknown

机译:用约束求解线性规划未知

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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:输入信息在求解线性规划中的价值是什么?著名的椭球算法告诉我们,输入约束的全部信息不是必需的。只要存在一个在建议的候选解决方案上以分开的超平面形式返回违规的预言就可以使用该算法。如果返回的违规采用其他格式,仍然可以有效地解决线性编程问题吗?出于某些实际情况的考虑,我们在试错法的框架中研究了这个问题:有一个预言家,在提出解决方案后,它返回违反的约束的索引(约束的内容仍然隐藏)。当违反一个以上约束时,将研究模型中的两个变体。 (1)oracle返回“最违反”约束条件的索引,该约束条件是通过提出的解决方案的欧几里得距离和约束条件定义的半空间来衡量的。在这种情况下,可以有效解决LP(在温和的非简并条件下)。 (2)oracle返回任意(即,最坏情况)违反约束的索引。在这种情况下,我们给出了一个运行时间与变量数量成指数关系的算法。然后,我们表明,即使对于查询复杂性,对n的指数依赖仍然是必需的。这些结果集中说明了有效解决线性程序所需的信息量。结果的证明采用了多种几何技术,包括加权球形Voronoi图和最远的Voronoi图。

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