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

Towards More Practical Linear Programming-based Techniques for Algorithmic Mechanism Design

R. Lavy and C. Swamy (FOCS 2005, J. ACM 2011) introduced a general method for obtaining truthful-in-expectation mechanisms from linear programming based approximation algorithms. Due to the use of the Ellipsoid method, a direct implementation of the method is unlikely to be efficient in practice. We propose to use the much simpler and usually faster multiplicative weights update method instead. The simplification comes at the cost of slightly weaker approximation and truthfulness guarantees

Online Mixed Packing and Covering

In many problems, the inputs arrive over time, and must be dealt with irrevocably when they arrive. Such problems are online problems. A common method of solving online problems is to first solve the corresponding linear program, and then round the fractional solution online to obtain an integral solution. We give algorithms for solving linear programs with mixed packing and covering constraints online. We first consider mixed packing and covering linear programs, where packing constraints are given offline and covering constraints are received online. The objective is to minimize the maximum multiplicative factor by which any packing constraint is violated, while satisfying the covering constraints. No prior sublinear competitive algorithms are known for this problem. We give the first such --- a polylogarithmic-competitive algorithm for solving mixed packing and covering linear programs online. We also show a nearly tight lower bound. Our techniques for the upper bound use an exponential penalty function in conjunction with multiplicative updates. While exponential penalty functions are used previously to solve linear programs offline approximately, offline algorithms know the constraints beforehand and can optimize greedily. In contrast, when constraints arrive online, updates need to be more complex. We apply our techniques to solve two online fixed-charge problems with congestion. These problems are motivated by applications in machine scheduling and facility location. The linear program for these problems is more complicated than mixed packing and covering, and presents unique challenges. We show that our techniques combined with a randomized rounding procedure give polylogarithmic-competitive integral solutions. These problems generalize online set-cover, for which there is a polylogarithmic lower bound. Hence, our results are close to tight

Towards More Practical Linear Programming-based Techniques for Algorithmic Mechanism Design

R. Lavy and C. Swamy (FOCS 2005, J. ACM 2011) introduced a general method for obtaining truthful-in-expectation mechanisms from linear programming based approximation algorithms. Due to the use of the Ellipsoid method, a direct implementation of the method is unlikely to be efficient in practice. We propose to use the much simpler and usually faster multiplicative weights update method instead. The simplification comes at the cost of slightly weaker approximation and truthfulness guarantees

On Randomized Fictitious Play for Approximating Saddle Points Over Convex Sets

Given two bounded convex sets X\subseteq\RR^m and Y\subseteq\RR^n, specified by membership oracles, and a continuous convex-concave function F:X\times Y\to\RR, we consider the problem of computing an \eps-approximate saddle point, that is, a pair $(x^*,y^*)\in X\times Y$ such that \sup_{y\in Y} F(x^*,y)\le \inf_{x\in X}F(x,y^*)+\eps. Grigoriadis and Khachiyan (1995) gave a simple randomized variant of fictitious play for computing an \eps-approximate saddle point for matrix games, that is, when $F$ is bilinear and the sets $X$ and $Y$ are simplices. In this paper, we extend their method to the general case. In particular, we show that, for functions of constant "width", an \eps-approximate saddle point can be computed using O^*(\frac{(n+m)}{\eps^2}\ln R) random samples from log-concave distributions over the convex sets $X$ and $Y$. It is assumed that $X$ and $Y$ have inscribed balls of radius $1/R$ and circumscribing balls of radius $R$. As a consequence, we obtain a simple randomized polynomial-time algorithm that computes such an approximation faster than known methods for problems with bounded width and when \eps \in (0,1) is a fixed, but arbitrarily small constant. Our main tool for achieving this result is the combination of the randomized fictitious play with the recently developed results on sampling from convex sets