Near-Linear Time Algorithm for n-fold ILPs via Color Coding

We study an important case of ILPs max {c^Tx | Ax = b, l <= x <= u, x in Z^{n t}} with n * t variables and lower and upper bounds l, u in Z^{nt}. In n-fold ILPs non-zero entries only appear in the first r rows of the matrix A and in small blocks of size s x t along the diagonal underneath. Despite this restriction many optimization problems can be expressed in this form. It is known that n-fold ILPs can be solved in FPT time regarding the parameters s, r, and Delta, where Delta is the greatest absolute value of an entry in A. The state-of-the-art technique is a local search algorithm that subsequently moves in an improving direction. Both, the number of iterations and the search for such an improving direction take time Omega(n), leading to a quadratic running time in n. We introduce a technique based on Color Coding, which allows us to compute these improving directions in logarithmic time after a single initialization step. This leads to the first algorithm for n-fold ILPs with a running time that is near-linear in the number nt of variables, namely (rs Delta)^{O(r^2s + s^2)} L^2 * nt log^{O(1)}(nt), where L is the encoding length of the largest integer in the input. In contrast to the algorithms in recent literature, we do not need to solve the LP relaxation in order to handle unbounded variables. Instead, we give a structural lemma to introduce appropriate bounds. If, on the other hand, we are given such an LP solution, the running time can be decreased by a factor of L

NEAR-LINEAR TIME ALGORITHM FOR n-FOLD ILPs VIA COLOR CODING

We study an important case of integer linear programs (ILPs) of the form max{c(T)x vertical bar Ax = b, l <= x <= u, x is an element of Z(nt)} with nt variables and lower and upper bounds l, u is an element of Z(nt) n-fold ILPs nonzero entries only appear in the first r rows of the matrix A and in small blocks of size s x t along the diagonal underneath. Despite this restriction, many optimization problems can be expressed in this form. It is known that n-fold ILPs are fixed-parameter tractable (FPT) regarding the parameters s, r, and Delta where Delta is the greatest absolute value of any entry in A. The state-of-the-art technique is a local search algorithm that subsequently moves in an improving direction where the number of iterations and the search for such an improving direction each take time Omega(n). This leads to a running time quadratic in n. We introduce a technique based on color coding which allows us to compute these improving directions in logarithmic time after a single initialization step. This yields an algorithm for n-fold ILPs with a running time that is near-linear in nt, the number of variables. More precisely, our algorithm runs in time (rs Delta)(O(r2s+s2))L(2)nt log(O(1))(nt), where L is the encoding length of the largest integer in the input. Further, in contrast to the algorithms in recent literature, we do not need to solve the LP relaxation in order to handle unbounded variables. Instead we give a structural lemma to introduce appropriate bounds. On the other hand, if we are given such an LP solution, the running time can be decreased by a factor of L

An Algorithmic Theory of Integer Programming

We study the general integer programming problem where the number of variables $n$ is a variable part of the input. We consider two natural parameters of the constraint matrix $A$: its numeric measure $a$ and its sparsity measure $d$. We show that integer programming can be solved in time $g(a,d)\textrm{poly}(n,L)$, where $g$ is some computable function of the parameters $a$ and $d$, and $L$ is the binary encoding length of the input. In particular, integer programming is fixed-parameter tractable parameterized by $a$ and $d$, and is solvable in polynomial time for every fixed $a$ and $d$. Our results also extend to nonlinear separable convex objective functions. Moreover, for linear objectives, we derive a strongly-polynomial algorithm, that is, with running time $g(a,d)\textrm{poly}(n)$, independent of the rest of the input data. We obtain these results by developing an algorithmic framework based on the idea of iterative augmentation: starting from an initial feasible solution, we show how to quickly find augmenting steps which rapidly converge to an optimum. A central notion in this framework is the Graver basis of the matrix $A$, which constitutes a set of fundamental augmenting steps. The iterative augmentation idea is then enhanced via the use of other techniques such as new and improved bounds on the Graver basis, rapid solution of integer programs with bounded variables, proximity theorems and a new proximity-scaling algorithm, the notion of a reduced objective function, and others. As a consequence of our work, we advance the state of the art of solving block-structured integer programs. In particular, we develop near-linear time algorithms for $n$-fold, tree-fold, and $2$-stage stochastic integer programs. We also discuss some of the many applications of these classes.Comment: Revision 2: - strengthened dual treedepth lower bound - simplified proximity-scaling algorith