A Nearly Linear-Time PTAS for Explicit Fractional Packing and Covering Linear Programs

We give an approximation algorithm for packing and covering linear programs (linear programs with non-negative coefficients). Given a constraint matrix with n non-zeros, r rows, and c columns, the algorithm computes feasible primal and dual solutions whose costs are within a factor of 1+eps of the optimal cost in time O((r+c)log(n)/eps^2 + n).Comment: corrected version of FOCS 2007 paper: 10.1109/FOCS.2007.62. Accepted to Algorithmica, 201

Nearly Linear-Work Algorithms for Mixed Packing/Covering and Facility-Location Linear Programs

We describe the first nearly linear-time approximation algorithms for explicitly given mixed packing/covering linear programs, and for (non-metric) fractional facility location. We also describe the first parallel algorithms requiring only near-linear total work and finishing in polylog time. The algorithms compute $(1+\epsilon)$-approximate solutions in time (and work) $O^*(N/\epsilon^2)$, where $N$ is the number of non-zeros in the constraint matrix. For facility location, $N$ is the number of eligible client/facility pairs

On the Number of Iterations for Dantzig-Wolfe Optimization and Packing-Covering Approximation Algorithms

We give a lower bound on the iteration complexity of a natural class of Lagrangean-relaxation algorithms for approximately solving packing/covering linear programs. We show that, given an input with $m$ random 0/1-constraints on $n$ variables, with high probability, any such algorithm requires $\Omega(\rho \log(m)/\epsilon^2)$ iterations to compute a $(1+\epsilon)$-approximate solution, where $\rho$ is the width of the input. The bound is tight for a range of the parameters $(m,n,\rho,\epsilon)$. The algorithms in the class include Dantzig-Wolfe decomposition, Benders' decomposition, Lagrangean relaxation as developed by Held and Karp [1971] for lower-bounding TSP, and many others (e.g. by Plotkin, Shmoys, and Tardos [1988] and Grigoriadis and Khachiyan [1996]). To prove the bound, we use a discrepancy argument to show an analogous lower bound on the support size of $(1+\epsilon)$-approximate mixed strategies for random two-player zero-sum 0/1-matrix games

Approximating the Held-Karp Bound for Metric TSP in Nearly Linear Time

We give a nearly linear time randomized approximation scheme for the Held-Karp bound [Held and Karp, 1970] for metric TSP. Formally, given an undirected edge-weighted graph $G$ on $m$ edges and $\epsilon > 0$, the algorithm outputs in $O(m \log^4n /\epsilon^2)$ time, with high probability, a $(1+\epsilon)$-approximation to the Held-Karp bound on the metric TSP instance induced by the shortest path metric on $G$. The algorithm can also be used to output a corresponding solution to the Subtour Elimination LP. We substantially improve upon the $O(m^2 \log^2(m)/\epsilon^2)$ running time achieved previously by Garg and Khandekar. The LP solution can be used to obtain a fast randomized $\big(\frac{3}{2} + \epsilon\big)$-approximation for metric TSP which improves upon the running time of previous implementations of Christofides' algorithm

Nearly-Linear Time LP Solvers and Rounding Algorithms for Scheduling Problems

We study nearly-linear time approximation algorithms for non-preemptive scheduling problems in two settings: the unrelated machine setting, and the identical machine with job precedence constraints setting, under the well-studied objectives such as makespan and weighted completion time. For many problems, we develop nearly-linear time approximation algorithms with approximation ratios matching the current best ones achieved in polynomial time. Our main technique is linear programming relaxation. For the unrelated machine setting, we formulate mixed packing and covering LP relaxations of nearly-linear size, and solve them approximately using the nearly-linear time solver of Young. For the makespan objective, we develop a rounding algorithm with (2+?)-approximation ratio. For the weighted completion time objective, we prove the LP is as strong as the rectangle LP used by Im and Li, leading to a nearly-linear time (1.45 + ?)-approximation for the problem. For problems in the identical machine with precedence constraints setting, the precedence constraints can not be formulated as packing or covering constraints. To achieve the nearly-linear running time, we define a polytope for the constraints, and leverage the multiplicative weight update (MWU) method with an oracle which always returns solutions in the polytope

Approximating optimal transport with linear programs

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation algorithms for optimal transport.Comment: To appear in SOSA 201