A Characterization Theorem and An Algorithm for A Convex Hull Problem

Given $S= \{v_1, \dots, v_n\} \subset \mathbb{R} ^m$ and $p \in \mathbb{R} ^m$, testing if $p \in conv(S)$, the convex hull of $S$, is a fundamental problem in computational geometry and linear programming. First, we prove a Euclidean {\it distance duality}, distinct from classical separation theorems such as Farkas Lemma: $p$ lies in $conv(S)$ if and only if for each $p' \in conv(S)$ there exists a {\it pivot}, $v_j \in S$ satisfying $d(p',v_j) \geq d(p,v_j)$. Equivalently, $p \not \in conv(S)$ if and only if there exists a {\it witness}, $p' \in conv(S)$ whose Voronoi cell relative to $p$ contains $S$. A witness separates $p$ from $conv(S)$ and approximate $d(p, conv(S))$ to within a factor of two. Next, we describe the {\it Triangle Algorithm}: given $\epsilon \in (0,1)$, an {\it iterate}, $p' \in conv(S)$, and $v \in S$, if $d(p, p') < \epsilon d(p,v)$, it stops. Otherwise, if there exists a pivot $v_j$, it replace $v$ with $v_j$ and $p'$ with the projection of $p$ onto the line $p'v_j$. Repeating this process, the algorithm terminates in $O(mn \min \{\epsilon^{-2}, c^{-1}\ln \epsilon^{-1} \})$ arithmetic operations, where $c$ is the {\it visibility factor}, a constant satisfying $c \geq \epsilon^2$ and $\sin (\angle pp'v_j) \leq 1/\sqrt{1+c}$, over all iterates $p'$. Additionally, (i) we prove a {\it strict distance duality} and a related minimax theorem, resulting in more effective pivots; (ii) describe $O(mn \ln \epsilon^{-1})$-time algorithms that may compute a witness or a good approximate solution; (iii) prove {\it generalized distance duality} and describe a corresponding generalized Triangle Algorithm; (iv) prove a {\it sensitivity theorem} to analyze the complexity of solving LP feasibility via the Triangle Algorithm. The Triangle Algorithm is practical and competitive with the simplex method, sparse greedy approximation and first-order methods.Comment: 42 pages, 17 figures, 2 tables. This revision only corrects minor typo

The distributions of functions related to parametric integer optimization

We consider the asymptotic distribution of the IP sparsity function, which measures the minimal support of optimal IP solutions, and the IP to LP distance function, which measures the distance between optimal IP and LP solutions. We create a framework for studying the asymptotic distribution of general functions related to integer optimization. There has been a significant amount of research focused around the extreme values that these functions can attain, however less is known about their typical values. Each of these functions is defined for a fixed constraint matrix and objective vector while the right hand sides are treated as input. We show that the typical values of these functions are smaller than the known worst case bounds by providing a spectrum of probability-like results that govern their overall asymptotic distributions.Comment: Accepted for journal publicatio

Proximity results and faster algorithms for Integer Programming using the Steinitz Lemma

We consider integer programming problems in standard form $\max \{c^Tx : Ax = b, \, x\geq 0, \, x \in Z^n\}$ where $A \in Z^{m \times n}$, $b \in Z^m$ and $c \in Z^n$. We show that such an integer program can be solved in time $(m \Delta)^{O(m)} \cdot \|b\|_\infty^2$, where $\Delta$ is an upper bound on each absolute value of an entry in $A$. This improves upon the longstanding best bound of Papadimitriou (1981) of $(m\cdot \Delta)^{O(m^2)}$, where in addition, the absolute values of the entries of $b$ also need to be bounded by $\Delta$. Our result relies on a lemma of Steinitz that states that a set of vectors in $R^m$ that is contained in the unit ball of a norm and that sum up to zero can be ordered such that all partial sums are of norm bounded by $m$. We also use the Steinitz lemma to show that the $\ell_1$-distance of an optimal integer and fractional solution, also under the presence of upper bounds on the variables, is bounded by $m \cdot (2\,m \cdot \Delta+1)^m$. Here $\Delta$ is again an upper bound on the absolute values of the entries of $A$. The novel strength of our bound is that it is independent of $n$. We provide evidence for the significance of our bound by applying it to general knapsack problems where we obtain structural and algorithmic results that improve upon the recent literature.Comment: We achieve much milder dependence of the running time on the largest entry in $b

Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities

Stochastic variational inequalities (SVI) model a large class of equilibrium problems subject to data uncertainty, and are closely related to stochastic optimization problems. The SVI solution is usually estimated by a solution to a sample average approximation (SAA) problem. This paper considers the normal map formulation of an SVI, and proposes a method to build asymptotically exact confidence regions and confidence intervals for the solution of the normal map formulation, based on the asymptotic distribution of SAA solutions. The confidence regions are single ellipsoids with high probability. We also discuss the computation of simultaneous and individual confidence intervals

The intersection of two halfspaces has high threshold degree

The threshold degree of a Boolean function f:{0,1}^n->{-1,+1} is the least degree of a real polynomial p such that f(x)=sgn p(x). We construct two halfspaces on {0,1}^n whose intersection has threshold degree Theta(sqrt n), an exponential improvement on previous lower bounds. This solves an open problem due to Klivans (2002) and rules out the use of perceptron-based techniques for PAC learning the intersection of two halfspaces, a central unresolved challenge in computational learning. We also prove that the intersection of two majority functions has threshold degree Omega(log n), which is tight and settles a conjecture of O'Donnell and Servedio (2003). Our proof consists of two parts. First, we show that for any nonconstant Boolean functions f and g, the intersection f(x)^g(y) has threshold degree O(d) if and only if ||f-F||_infty + ||g-G||_infty < 1 for some rational functions F, G of degree O(d). Second, we settle the least degree required for approximating a halfspace and a majority function to any given accuracy by rational functions. Our technique further allows us to make progress on Aaronson's challenge (2008) and contribute strong direct product theorems for polynomial representations of composed Boolean functions of the form F(f_1,...,f_n). In particular, we give an improved lower bound on the approximate degree of the AND-OR tree.Comment: Full version of the FOCS'09 pape