A polynomial time approximation scheme for computing the supremum of Gaussian processes

We give a polynomial time approximation scheme (PTAS) for computing the supremum of a Gaussian process. That is, given a finite set of vectors $V\subseteq\mathbb{R}^d$, we compute a $(1+\varepsilon)$-factor approximation to $\mathop {\mathbb{E}}_{X\leftarrow\mathcal{N}^d}[\sup_{v\in V}|\langle v,X\rangle|]$ deterministically in time $\operatorname {poly}(d)\cdot|V|^{O_{\varepsilon}(1)}$. Previously, only a constant factor deterministic polynomial time approximation algorithm was known due to the work of Ding, Lee and Peres [Ann. of Math. (2) 175 (2012) 1409-1471]. This answers an open question of Lee (2010) and Ding [Ann. Probab. 42 (2014) 464-496]. The study of supremum of Gaussian processes is of considerable importance in probability with applications in functional analysis, convex geometry, and in light of the recent breakthrough work of Ding, Lee and Peres [Ann. of Math. (2) 175 (2012) 1409-1471], to random walks on finite graphs. As such our result could be of use elsewhere. In particular, combining with the work of Ding [Ann. Probab. 42 (2014) 464-496], our result yields a PTAS for computing the cover time of bounded-degree graphs. Previously, such algorithms were known only for trees. Along the way, we also give an explicit oblivious estimator for semi-norms in Gaussian space with optimal query complexity. Our algorithm and its analysis are elementary in nature, using two classical comparison inequalities, Slepian's lemma and Kanter's lemma.Comment: Published in at http://dx.doi.org/10.1214/13-AAP997 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Dynamic Approximate All-Pairs Shortest Paths: Breaking the O(mn) Barrier and Derandomization

We study dynamic $(1+\epsilon)$-approximation algorithms for the all-pairs shortest paths problem in unweighted undirected $n$-node $m$-edge graphs under edge deletions. The fastest algorithm for this problem is a randomized algorithm with a total update time of $\tilde O(mn/\epsilon)$ and constant query time by Roditty and Zwick [FOCS 2004]. The fastest deterministic algorithm is from a 1981 paper by Even and Shiloach [JACM 1981]; it has a total update time of $O(mn^2)$ and constant query time. We improve these results as follows: (1) We present an algorithm with a total update time of $\tilde O(n^{5/2}/\epsilon)$ and constant query time that has an additive error of $2$ in addition to the $1+\epsilon$ multiplicative error. This beats the previous $\tilde O(mn/\epsilon)$ time when $m=\Omega(n^{3/2})$. Note that the additive error is unavoidable since, even in the static case, an $O(n^{3-\delta})$-time (a so-called truly subcubic) combinatorial algorithm with $1+\epsilon$ multiplicative error cannot have an additive error less than $2-\epsilon$, unless we make a major breakthrough for Boolean matrix multiplication [Dor et al. FOCS 1996] and many other long-standing problems [Vassilevska Williams and Williams FOCS 2010]. The algorithm can also be turned into a $(2+\epsilon)$-approximation algorithm (without an additive error) with the same time guarantees, improving the recent $(3+\epsilon)$-approximation algorithm with $\tilde O(n^{5/2+O(\sqrt{\log{(1/\epsilon)}/\log n})})$ running time of Bernstein and Roditty [SODA 2011] in terms of both approximation and time guarantees. (2) We present a deterministic algorithm with a total update time of $\tilde O(mn/\epsilon)$ and a query time of $O(\log\log n)$. The algorithm has a multiplicative error of $1+\epsilon$ and gives the first improved deterministic algorithm since 1981. It also answers an open question raised by Bernstein [STOC 2013].Comment: A preliminary version was presented at the 2013 IEEE 54th Annual Symposium on Foundations of Computer Science (FOCS 2013

On the probabilistic min spanning tree Problem

We study a probabilistic optimization model for min spanning tree, where any vertex vi of the input-graph G(V,E) has some presence probability pi in the final instance G′ ⊂ G that will effectively be optimized. Suppose that when this “real” instance G′ becomes known, a spanning tree T, called anticipatory or a priori spanning tree, has already been computed in G and one can run a quick algorithm (quicker than one that recomputes from scratch), called modification strategy, that modifies the anticipatory tree T in order to fit G ′. The goal is to compute an anticipatory spanning tree of G such that, its modification for any G ′ ⊆ G is optimal for G ′. This is what we call probabilistic min spanning tree problem. In this paper we study complexity and approximation of probabilistic min spanning tree in complete graphs under two distinct modification strategies leading to different complexity results for the problem. For the first of the strategies developed, we also study two natural subproblems of probabilistic min spanning tree, namely, the probabilistic metric min spanning tree and the probabilistic min spanning tree 1,2 that deal with metric complete graphs and complete graphs with edge-weights either 1, or 2, respectively

Stochastic Vehicle Routing with Recourse

We study the classic Vehicle Routing Problem in the setting of stochastic optimization with recourse. StochVRP is a two-stage optimization problem, where demand is satisfied using two routes: fixed and recourse. The fixed route is computed using only a demand distribution. Then after observing the demand instantiations, a recourse route is computed -- but costs here become more expensive by a factor lambda. We present an O(log^2 n log(n lambda))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular orienteering, called knapsack rank-function orienteering. We also give a better approximation ratio for knapsack rank-function orienteering than what follows from prior work. Finally, we provide a Unique Games Conjecture based omega(1) hardness of approximation for StochVRP, even on star-like metrics on which our algorithm achieves a logarithmic approximation.Comment: 20 Pages, 1 figure Revision corrects the statement and proof of Theorem 1.

Online Maximum k-Coverage

We study an online model for the maximum k-vertex-coverage problem, where given a graph G = (V,E) and an integer k, we ask for a subset A ⊆ V, such that |A | = k and the number of edges covered by A is maximized. In our model, at each step i, a new vertex vi is revealed, and we have to decide whether we will keep it or discard it. At any time of the process, only k vertices can be kept in memory; if at some point the current solution already contains k vertices, any inclusion of any new vertex in the solution must entail the irremediable deletion of one vertex of the current solution (a vertex not kept when revealed is irremediably deleted). We propose algorithms for several natural classes of graphs (mainly regular and bipartite), improving on an easy 1/2-competitive ratio. We next settle a set-version of the problem, called maximum k-(set)-coverage problem. For this problem we present an algorithm that improves upon former results for the same model for small and moderate values of k

A Breezing Proof of the KMW Bound

In their seminal paper from 2004, Kuhn, Moscibroda, and Wattenhofer (KMW) proved a hardness result for several fundamental graph problems in the LOCAL model: For any (randomized) algorithm, there are input graphs with $n$ nodes and maximum degree $\Delta$ on which $\Omega(\min\{\sqrt{\log n/\log \log n},\log \Delta/\log \log \Delta\})$ (expected) communication rounds are required to obtain polylogarithmic approximations to a minimum vertex cover, minimum dominating set, or maximum matching. Via reduction, this hardness extends to symmetry breaking tasks like finding maximal independent sets or maximal matchings. Today, more than $15$ years later, there is still no proof of this result that is easy on the reader. Setting out to change this, in this work, we provide a fully self-contained and $\mathit{simple}$ proof of the KMW lower bound. The key argument is algorithmic, and it relies on an invariant that can be readily verified from the generation rules of the lower bound graphs.Comment: 21 pages, 6 figure