Faster width-dependent algorithm for mixed packing and covering LPs
Boob, Digvijay, Sawlani, Saurabh, Wang, Di
–Neural Information Processing Systems
In this paper, we give a faster width-dependent algorithm for mixed packing-covering LPs. Mixed packing-covering LPs are fundamental to combinatorial optimization in computer science and operations research. Our algorithm finds a $1 \eps$ approximate solution in time $O(Nw/ \varepsilon)$, where $N$ is number of nonzero entries in the constraint matrix, and $w$ is the maximum number of nonzeros in any constraint. This algorithm is faster than Nesterov's smoothing algorithm which requires $O(N\sqrt{n}w/ \eps)$ time, where $n$ is the dimension of the problem. Our work utilizes the framework of area convexity introduced in [Sherman-FOCS'17] to obtain the best dependence on $\varepsilon$ while breaking the infamous $\ell_{\infty}$ barrier to eliminate the factor of $\sqrt{n}$.
Neural Information Processing Systems
Mar-19-2020, 03:02:15 GMT
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