On the Curvature of the Central Path of Linear Programming Theory

We prove a linear bound on the average total curvature of the central path of linear programming theory in terms on the number of independent variables of the primal problem, and independent on the number of constraints.Comment: 24 pages. This is a fully revised version, and the last section of the paper was rewritten, for clarit

New Algorithms for Solving Tropical Linear Systems

The problem of solving tropical linear systems, a natural problem of tropical mathematics, has already proven to be very interesting from the algorithmic point of view: it is known to be in $NP\cap coNP$ but no polynomial time algorithm is known, although counterexamples for existing pseudopolynomial algorithms are (and have to be) very complex. In this work, we continue the study of algorithms for solving tropical linear systems. First, we present a new reformulation of Grigoriev's algorithm that brings it closer to the algorithm of Akian, Gaubert, and Guterman; this lets us formulate a whole family of new algorithms, and we present algorithms from this family for which no known superpolynomial counterexamples work. Second, we present a family of algorithms for solving overdetermined tropical systems. We show that for weakly overdetermined systems, there are polynomial algorithms in this family. We also present a concrete algorithm from this family that can solve a tropical linear system defined by an $m\times n$ matrix with maximal element $M$ in time $\Theta\left({m \choose n} \mathrm{poly}\left(m, n, \log M\right)\right)$, and this time matches the complexity of the best of previously known algorithms for feasibility testing.Comment: 17 page

Conic Optimization Theory: Convexification Techniques and Numerical Algorithms

Optimization is at the core of control theory and appears in several areas of this field, such as optimal control, distributed control, system identification, robust control, state estimation, model predictive control and dynamic programming. The recent advances in various topics of modern optimization have also been revamping the area of machine learning. Motivated by the crucial role of optimization theory in the design, analysis, control and operation of real-world systems, this tutorial paper offers a detailed overview of some major advances in this area, namely conic optimization and its emerging applications. First, we discuss the importance of conic optimization in different areas. Then, we explain seminal results on the design of hierarchies of convex relaxations for a wide range of nonconvex problems. Finally, we study different numerical algorithms for large-scale conic optimization problems.Comment: 18 page

Solving rank-constrained semidefinite programs in exact arithmetic

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active, this is a non-convex optimization problem, otherwise it is a semidefinite program. Both find numerous applications especially in systems control theory and combinatorial optimization, but even in more general contexts such as polynomial optimization or real algebra. While numerical algorithms exist for solving this problem, such as interior-point or Newton-like algorithms, in this paper we propose an approach based on symbolic computation. We design an exact algorithm for solving rank-constrained semidefinite programs, whose complexity is essentially quadratic on natural degree bounds associated to the given optimization problem: for subfamilies of the problem where the size of the feasible matrix is fixed, the complexity is polynomial in the number of variables. The algorithm works under assumptions on the input data: we prove that these assumptions are generically satisfied. We also implement it in Maple and discuss practical experiments.Comment: Published at ISSAC 2016. Extended version submitted to the Journal of Symbolic Computatio

Index Reduction for Differential-Algebraic Equations with Mixed Matrices

Differential-algebraic equations (DAEs) are widely used for modeling of dynamical systems. The difficulty in solving numerically a DAE is measured by its differentiation index. For highly accurate simulation of dynamical systems, it is important to convert high-index DAEs into low-index DAEs. Most of existing simulation software packages for dynamical systems are equipped with an index-reduction algorithm given by Mattsson and S\"{o}derlind. Unfortunately, this algorithm fails if there are numerical cancellations. These numerical cancellations are often caused by accurate constants in structural equations. Distinguishing those accurate constants from generic parameters that represent physical quantities, Murota and Iri introduced the notion of a mixed matrix as a mathematical tool for faithful model description in structural approach to systems analysis. For DAEs described with the use of mixed matrices, efficient algorithms to compute the index have been developed by exploiting matroid theory. This paper presents an index-reduction algorithm for linear DAEs whose coefficient matrices are mixed matrices, i.e., linear DAEs containing physical quantities as parameters. Our algorithm detects numerical cancellations between accurate constants, and transforms a DAE into an equivalent DAE to which Mattsson--S\"{o}derlind's index-reduction algorithm is applicable. Our algorithm is based on the combinatorial relaxation approach, which is a framework to solve a linear algebraic problem by iteratively relaxing it into an efficiently solvable combinatorial optimization problem. The algorithm does not rely on symbolic manipulations but on fast combinatorial algorithms on graphs and matroids. Furthermore, we provide an improved algorithm under an assumption based on dimensional analysis of dynamical systems.Comment: A preliminary version of this paper is to appear in Proceedings of the Eighth SIAM Workshop on Combinatorial Scientific Computing, Bergen, Norway, June 201

Efficient Algorithms for the Data Exchange Problem

In this paper we study the data exchange problem where a set of users is interested in gaining access to a common file, but where each has only partial knowledge about it as side-information. Assuming that the file is broken into packets, the side-information considered is in the form of linear combinations of the file packets. Given that the collective information of all the users is sufficient to allow recovery of the entire file, the goal is for each user to gain access to the file while minimizing some communication cost. We assume that users can communicate over a noiseless broadcast channel, and that the communication cost is a sum of each user's cost function over the number of bits it transmits. For instance, the communication cost could simply be the total number of bits that needs to be transmitted. In the most general case studied in this paper, each user can have any arbitrary convex cost function. We provide deterministic, polynomial-time algorithms (in the number of users and packets) which find an optimal communication scheme that minimizes the communication cost. To further lower the complexity, we also propose a simple randomized algorithm inspired by our deterministic algorithm which is based on a random linear network coding scheme.Comment: submitted to Transactions on Information Theor