Faster SDP hierarchy solvers for local rounding algorithms

Convex relaxations based on different hierarchies of linear/semi-definite programs have been used recently to devise approximation algorithms for various optimization problems. The approximation guarantee of these algorithms improves with the number of {\em rounds} $r$ in the hierarchy, though the complexity of solving (or even writing down the solution for) the $r$'th level program grows as $n^{\Omega(r)}$ where $n$ is the input size. In this work, we observe that many of these algorithms are based on {\em local} rounding procedures that only use a small part of the SDP solution (of size $n^{O(1)} 2^{O(r)}$ instead of $n^{\Omega(r)}$). We give an algorithm to find the requisite portion in time polynomial in its size. The challenge in achieving this is that the required portion of the solution is not fixed a priori but depends on other parts of the solution, sometimes in a complicated iterative manner. Our solver leads to $n^{O(1)} 2^{O(r)}$ time algorithms to obtain the same guarantees in many cases as the earlier $n^{O(r)}$ time algorithms based on $r$ rounds of the Lasserre hierarchy. In particular, guarantees based on $O(\log n)$ rounds can be realized in polynomial time. We develop and describe our algorithm in a fairly general abstract framework. The main technical tool in our work, which might be of independent interest in convex optimization, is an efficient ellipsoid algorithm based separation oracle for convex programs that can output a {\em certificate of infeasibility with restricted support}. This is used in a recursive manner to find a sequence of consistent points in nested convex bodies that "fools" local rounding algorithms.Comment: 30 pages, 8 figure

Approximability and proof complexity

This work is concerned with the proof-complexity of certifying that optimization problems do \emph{not} have good solutions. Specifically we consider bounded-degree "Sum of Squares" (SOS) proofs, a powerful algebraic proof system introduced in 1999 by Grigoriev and Vorobjov. Work of Shor, Lasserre, and Parrilo shows that this proof system is automatizable using semidefinite programming (SDP), meaning that any $n$-variable degree-$d$ proof can be found in time $n^{O(d)}$. Furthermore, the SDP is dual to the well-known Lasserre SDP hierarchy, meaning that the "$d/2$-round Lasserre value" of an optimization problem is equal to the best bound provable using a degree-$d$ SOS proof. These ideas were exploited in a recent paper by Barak et al.\ (STOC 2012) which shows that the known "hard instances" for the Unique-Games problem are in fact solved close to optimally by a constant level of the Lasserre SDP hierarchy. We continue the study of the power of SOS proofs in the context of difficult optimization problems. In particular, we show that the Balanced-Separator integrality gap instances proposed by Devanur et al.\ can have their optimal value certified by a degree-4 SOS proof. The key ingredient is an SOS proof of the KKL Theorem. We also investigate the extent to which the Khot--Vishnoi Max-Cut integrality gap instances can have their optimum value certified by an SOS proof. We show they can be certified to within a factor .952 ($> .878$) using a constant-degree proof. These investigations also raise an interesting mathematical question: is there a constant-degree SOS proof of the Central Limit Theorem?Comment: 34 page

Hierarchies of Relaxations for Online Prediction Problems with Evolving Constraints

We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial structure. A key aspect here is that finding the optimal benchmark predictor (even in hindsight, given all the data) might be computationally hard due to the combinatorial nature of the constraints. Despite this, we provide polynomial-time \emph{prediction} algorithms that achieve low regret against combinatorial benchmark sets. We do so by building improper learning algorithms based on two ideas that work together. The first is to alleviate part of the computational burden through random playout, and the second is to employ Lasserre semidefinite hierarchies to approximate the resulting integer program. Interestingly, for our prediction algorithms, we only need to compute the values of the semidefinite programs and not the rounded solutions. However, the integrality gap for Lasserre hierarchy \emph{does} enter the generic regret bound in terms of Rademacher complexity of the benchmark set. This establishes a trade-off between the computation time and the regret bound of the algorithm

Towards a better approximation for sparsest cut?

We give a new $(1+\epsilon)$-approximation for sparsest cut problem on graphs where small sets expand significantly more than the sparsest cut (sets of size $n/r$ expand by a factor $\sqrt{\log n\log r}$ bigger, for some small $r$; this condition holds for many natural graph families). We give two different algorithms. One involves Guruswami-Sinop rounding on the level-$r$ Lasserre relaxation. The other is combinatorial and involves a new notion called {\em Small Set Expander Flows} (inspired by the {\em expander flows} of ARV) which we show exists in the input graph. Both algorithms run in time $2^{O(r)} \mathrm{poly}(n)$. We also show similar approximation algorithms in graphs with genus $g$ with an analogous local expansion condition. This is the first algorithm we know of that achieves $(1+\epsilon)$-approximation on such general family of graphs

Approximation Limits of Linear Programs (Beyond Hierarchies)

We develop a framework for approximation limits of polynomial-size linear programs from lower bounds on the nonnegative ranks of suitably defined matrices. This framework yields unconditional impossibility results that are applicable to any linear program as opposed to only programs generated by hierarchies. Using our framework, we prove that O(n^{1/2-eps})-approximations for CLIQUE require linear programs of size 2^{n^\Omega(eps)}. (This lower bound applies to linear programs using a certain encoding of CLIQUE as a linear optimization problem.) Moreover, we establish a similar result for approximations of semidefinite programs by linear programs. Our main ingredient is a quantitative improvement of Razborov's rectangle corruption lemma for the high error regime, which gives strong lower bounds on the nonnegative rank of certain perturbations of the unique disjointness matrix.Comment: 23 pages, 2 figure