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Fast Approximation Algorithms for Positive Linear Programs

机译:正线性程序的快速逼近算法

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摘要

Positive linear programs (LPs), or equivalently, mixed packing and covering LPs, are LPs formulated with non-negative coefficients, constants, and variables. Notable special cases of positive LPs include packing LPs and covering LPs. Positive LPs model a wide range of fundamental problems both in theory of computation as well as in practice, thus have long drawn interest in theoretical computer science, operations research, and optimization communities.;In this work, we study iterative methods for approximately solving positive LPs efficiently. Given a positive LP of size N, we are interested in iterative methods that can converge to a (1 +/- epsilon)-approximate optimal solution with complexity that is nearly linear in N, and polynomial in 1/epsilon.;For the special cases of packing LPs and covering LPs, we design improved sequential and parallel approximate solvers, both using first-order (i.e. gradient based) descent methods from (continuous) convex optimization. In particular, we build upon the linear coupling framework introduced by Allen-Zhu and Orecchia. The performance of first-order methods are sensitive to the geometry of the problem space, as well as properties of the objective function. At a high level, we design (discrete) techniques that exploit the combinatorial structures of the LPs, which lead to significantly improved theoretical behavior of the optimization method. More specifically, our sequential (i.e., non-parallelizable) solver is based on a O(N/epsilon) algorithm for packing LPs in a previous breakthrough by Allen-Zhu and Orecchia, and we provide a unified method with running time O(N/epsilon) for both packing LPs and covering LPs. Our parallel algorithm has depth (i.e., parallel running time) O(1/epsilon2), which is O(1/epsilon) faster than the previous best algorithm.;For general positive LPs, we take a more combinatorial framework, called Lagrangian relaxation, but we crucially adapt the framework to leverage insights from continuous convex optimization. The incorporation of continuous optimization techniques provides a primal-dual perspective of the method, and leads to faster convergence. More specifically, we develop a O(1/epsilon 3) depth parallel algorithm, improving a long-standing bound of O(1/epsilon4) for positive LPs.;At a high level, we benefit from a integrated view of continuous and combinatorial techniques to obtain the improved results in this work. This combination brings intriguing new perspectives to algorithm design, and is promising for further exciting progress.
机译:正线性程序(LP)或等效地,混合打包和覆盖LP是用非负系数,常数和变量构成的LP。正面LP的显着特殊情况包括包装LP和覆盖LP。正向LP在计算理论和实践中都对广泛的基本问题进行建模,因此长期以来引起了对理论计算机科学,运筹学和优化社区的兴趣。在这项工作中,我们研究了近似求解正向的迭代方法。 LP有效。给定大小为N的正LP,我们对可以收敛到(1 +/- epsilon)近似最优解的迭代方法感兴趣,该最优解的复杂度在N中几乎是线性的,在1 /ε中是多项式。在打包LP和覆盖LP的情况下,我们设计了改进的顺序和并行近似求解器,均使用来自(连续)凸优化的一阶(即基于梯度)下降方法。特别是,我们基于Allen-Zhu和Orecchia引入的线性耦合框架。一阶方法的性能对问题空间的几何形状以及目标函数的属性敏感。在较高的级别上,我们设计(离散)的技术来利用LP的组合结构,从而显着改善了优化方法的理论行为。更具体地说,我们的顺序(即不可并行化)求解器基于O(N / epsilon)算法,用于打包Allen-Zhu和Orecchia先前的突破中的LP,并且我们提供了运行时间为O(N / epsilon)用于包装LP和覆盖LP。我们的并行算法的深度(即并行运行时间)为O(1 / epsilon2),比以前的最佳算法快O(1 / epsilon)。对于一般的正LP,我们采用了一种更组合的框架,称为拉格朗日松弛,但我们至关重要地调整框架以利用来自连续凸优化的见解。连续优化技术的结合提供了该方法的原始-双重观点,并导致了更快的收敛。更具体地说,我们开发了O(1 / epsilon 3)深度并行算法,改善了正LP的O(1 / epsilon4)的长期边界。在较高的层次上,我们受益于连续和组合的集成视图技术,以在这项工作中获得改进的结果。这种结合为算法设计带来了有趣的新视角,并有望为进一步的激动人心的进展。

著录项

  • 作者

    Wang, Di.;

  • 作者单位

    University of California, Berkeley.;

  • 授予单位 University of California, Berkeley.;
  • 学科 Computer science.
  • 学位 Ph.D.
  • 年度 2017
  • 页码 72 p.
  • 总页数 72
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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