On the complexity of nonlinear mixed-integer optimization

This is a survey on the computational complexity of nonlinear mixed-integer optimization. It highlights a selection of important topics, ranging from incomputability results that arise from number theory and logic, to recently obtained fully polynomial time approximation schemes in fixed dimension, and to strongly polynomial-time algorithms for special cases.Comment: 26 pages, 5 figures; to appear in: Mixed-Integer Nonlinear Optimization, IMA Volumes, Springer-Verla

Accurate and Efficient Expression Evaluation and Linear Algebra

We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed answer has relative error less than 1, i.e., has some correct leading digits. We also address efficiency, by which we mean algorithms that run in polynomial time in the size of the input. Our results will depend strongly on the model of arithmetic: Most of our results will use the so-called Traditional Model (TM). We give a set of necessary and sufficient conditions to decide whether a high accuracy algorithm exists in the TM, and describe progress toward a decision procedure that will take any problem and provide either a high accuracy algorithm or a proof that none exists. When no accurate algorithm exists in the TM, it is natural to extend the set of available accurate operations by a library of additional operations, such as $x+y+z$, dot products, or indeed any enumerable set which could then be used to build further accurate algorithms. We show how our accurate algorithms and decision procedure for finding them extend to this case. Finally, we address other models of arithmetic, and the relationship between (im)possibility in the TM and (in)efficient algorithms operating on numbers represented as bit strings.Comment: 49 pages, 6 figures, 1 tabl

Characterization of the Vertices and Extreme Directions of the Negative Cycles Polyhedron and Hardness of Generating Vertices of 0/1-Polyhedra

Given a graph $G=(V,E)$ and a weight function on the edges w:E\mapsto\RR, we consider the polyhedron $P(G,w)$ of negative-weight flows on $G$, and get a complete characterization of the vertices and extreme directions of $P(G,w)$. As a corollary, we show that, unless $P=NP$, there is no output polynomial-time algorithm to generate all the vertices of a 0/1-polyhedron. This strengthens the NP-hardness result of Khachiyan et al. (2006) for non 0/1-polyhedra, and comes in contrast with the polynomiality of vertex enumeration for 0/1-polytopes \cite{BL98} [Bussieck and L\"ubbecke (1998)].Comment: Title typo fixe

Characterization of the Vertices and Extreme Directions of the Negative Cycles Polyhedron and Hardness of Generating Vertices of 0/1-Polyhedra

Given a graph $G=(V,E)$ and a weight function on the edges w:E\mapsto\RR, we consider the polyhedron $P(G,w)$ of negative-weight flows on $G$, and get a complete characterization of the vertices and extreme directions of $P(G,w)$. As a corollary, we show that, unless $P=NP$, there is no output polynomial-time algorithm to generate all the vertices of a 0/1-polyhedron. This strengthens the NP-hardness result of Khachiyan et al. (2006) for non 0/1-polyhedra, and comes in contrast with the polynomiality of vertex enumeration for 0/1-polytopes \cite{BL98} [Bussieck and L\"ubbecke (1998)]

FPTAS for optimizing polynomials over the mixed-integer points of polytopes in fixed dimension

We show the existence of a fully polynomial-time approximation scheme (FPTAS) for the problem of maximizing a non-negative polynomial over mixed-integer sets in convex polytopes, when the number of variables is fixed. Moreover, using a weaker notion of approximation, we show the existence of a fully polynomial-time approximation scheme for the problem of maximizing or minimizing an arbitrary polynomial over mixed-integer sets in convex polytopes, when the number of variables is fixed.Comment: 16 pages, 4 figures; to appear in Mathematical Programmin

Quantitative Tverberg, Helly, & Carath\'eodory theorems

This paper presents sixteen quantitative versions of the classic Tverberg, Helly, & Caratheodory theorems in combinatorial convexity. Our results include measurable or enumerable information in the hypothesis and the conclusion. Typical measurements include the volume, the diameter, or the number of points in a lattice.Comment: 33 page