168 research outputs found
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} in the hierarchy, though the complexity of
solving (or even writing down the solution for) the 'th level program grows
as where 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 instead of ). 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 time algorithms to obtain the same
guarantees in many cases as the earlier time algorithms based on
rounds of the Lasserre hierarchy. In particular, guarantees based on 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
Approximating Non-Uniform Sparsest Cut via Generalized Spectra
We give an approximation algorithm for non-uniform sparsest cut with the
following guarantee: For any , given cost and demand
graphs with edge weights respectively, we can find a set
with at most
times the optimal non-uniform sparsest cut value,
in time 2^{r/(\delta\epsilon)}\poly(n) provided . Here is the 'th smallest generalized
eigenvalue of the Laplacian matrices of cost and demand graphs; (resp. ) is the weight of edges crossing the
cut in cost (resp. demand) graph and is the
sparsity of the optimal cut. In words, we show that the non-uniform sparsest
cut problem is easy when the generalized spectrum grows moderately fast. To the
best of our knowledge, there were no results based on higher order spectra for
non-uniform sparsest cut prior to this work.
Even for uniform sparsest cut, the quantitative aspects of our result are
somewhat stronger than previous methods. Similar results hold for other
expansion measures like edge expansion, normalized cut, and conductance, with
the 'th smallest eigenvalue of the normalized Laplacian playing the role of
in the latter two cases.
Our proof is based on an l1-embedding of vectors from a semi-definite program
from the Lasserre hierarchy. The embedded vectors are then rounded to a cut
using standard threshold rounding. We hope that the ideas connecting
-embeddings to Lasserre SDPs will find other applications. Another
aspect of the analysis is the adaptation of the column selection paradigm from
our earlier work on rounding Lasserre SDPs [GS11] to pick a set of edges rather
than vertices. This feature is important in order to extend the algorithms to
non-uniform sparsest cut.Comment: 16 page
Certified Roundoff Error Bounds Using Semidefinite Programming.
Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance for FPGAs or custom hardware implementation. This problem becomes challenging when the program does not employ solely linear operations as non-linearities are inherent to many interesting computational problems in real-world applications. Existing solutions to reasoning are limited in the presence of nonlinear correlations between variables, leading to either imprecise bounds or high analysis time. Furthermore, while it is easy to implement a straightforward method such as interval arithmetic, sophisticated techniques are less straightforward to implement in a formal setting. Thus there is a need for methods which output certificates that can be formally validated inside a proof assistant. We present a framework to provide upper bounds on absolute roundoff errors. This framework is based on optimization techniques employing semidefinite programming and sums of squares certificates, which can be formally checked inside the Coq theorem prover. Our tool covers a wide range of nonlinear programs, including polynomials and transcendental operations as well as conditional statements. We illustrate the efficiency and precision of this tool on non-trivial programs coming from biology, optimization and space control. Our tool produces more precise error bounds for 37 percent of all programs and yields better performance in 73 percent of all programs
Certification of Bounds of Non-linear Functions: the Templates Method
The aim of this work is to certify lower bounds for real-valued multivariate
functions, defined by semialgebraic or transcendental expressions. The
certificate must be, eventually, formally provable in a proof system such as
Coq. The application range for such a tool is widespread; for instance Hales'
proof of Kepler's conjecture yields thousands of inequalities. We introduce an
approximation algorithm, which combines ideas of the max-plus basis method (in
optimal control) and of the linear templates method developed by Manna et al.
(in static analysis). This algorithm consists in bounding some of the
constituents of the function by suprema of quadratic forms with a well chosen
curvature. This leads to semialgebraic optimization problems, solved by
sum-of-squares relaxations. Templates limit the blow up of these relaxations at
the price of coarsening the approximation. We illustrate the efficiency of our
framework with various examples from the literature and discuss the interfacing
with Coq.Comment: 16 pages, 3 figures, 2 table
Towards a better approximation for sparsest cut?
We give a new -approximation for sparsest cut problem on graphs
where small sets expand significantly more than the sparsest cut (sets of size
expand by a factor bigger, for some small ; this
condition holds for many natural graph families). We give two different
algorithms. One involves Guruswami-Sinop rounding on the level- 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 . We also show similar approximation algorithms in graphs with
genus with an analogous local expansion condition. This is the first
algorithm we know of that achieves -approximation on such general
family of graphs
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