Tight local approximation results for max-min linear programs

In a bipartite max-min LP, we are given a bipartite graph \myG = (V \cup I \cup K, E), where each agent $v \in V$ is adjacent to exactly one constraint $i \in I$ and exactly one objective $k \in K$. Each agent $v$ controls a variable $x_v$. For each $i \in I$ we have a nonnegative linear constraint on the variables of adjacent agents. For each $k \in K$ we have a nonnegative linear objective function of the variables of adjacent agents. The task is to maximise the minimum of the objective functions. We study local algorithms where each agent $v$ must choose $x_v$ based on input within its constant-radius neighbourhood in \myG. We show that for every $\epsilon>0$ there exists a local algorithm achieving the approximation ratio ${\Delta_I (1 - 1/\Delta_K)} + \epsilon$. We also show that this result is the best possible -- no local algorithm can achieve the approximation ratio ${\Delta_I (1 - 1/\Delta_K)}$. Here $\Delta_I$ is the maximum degree of a vertex $i \in I$, and $\Delta_K$ is the maximum degree of a vertex $k \in K$. As a methodological contribution, we introduce the technique of graph unfolding for the design of local approximation algorithms.Comment: 16 page

Optimal Distributed Covering Algorithms

We present a time-optimal deterministic distributed algorithm for approximating a minimum weight vertex cover in hypergraphs of rank f. This problem is equivalent to the Minimum Weight Set Cover problem in which the frequency of every element is bounded by f. The approximation factor of our algorithm is (f+epsilon). Let Delta denote the maximum degree in the hypergraph. Our algorithm runs in the congest model and requires O(log{Delta} / log log Delta) rounds, for constants epsilon in (0,1] and f in N^+. This is the first distributed algorithm for this problem whose running time does not depend on the vertex weights nor the number of vertices. Thus adding another member to the exclusive family of provably optimal distributed algorithms. For constant values of f and epsilon, our algorithm improves over the (f+epsilon)-approximation algorithm of [Fabian Kuhn et al., 2006] whose running time is O(log Delta + log W), where W is the ratio between the largest and smallest vertex weights in the graph. Our algorithm also achieves an f-approximation for the problem in O(f log n) rounds, improving over the classical result of [Samir Khuller et al., 1994] that achieves a running time of O(f log^2 n). Finally, for weighted vertex cover (f=2) our algorithm achieves a deterministic running time of O(log n), matching the randomized previously best result of [Koufogiannakis and Young, 2011]. We also show that integer covering-programs can be reduced to the Minimum Weight Set Cover problem in the distributed setting. This allows us to achieve an (f+epsilon)-approximate integral solution in O((1+f/log n)* ((log Delta)/(log log Delta) + (f * log M)^{1.01}* log epsilon^{-1}* (log Delta)^{0.01})) rounds, where f bounds the number of variables in a constraint, Delta bounds the number of constraints a variable appears in, and M=max {1, ceil[1/a_{min}]}, where a_{min} is the smallest normalized constraint coefficient. This improves over the results of [Fabian Kuhn et al., 2006] for the integral case, which combined with rounding achieves the same guarantees in O(epsilon^{-4}* f^4 * log f * log(M * Delta)) rounds

Approximate Convex Optimization by Online Game Playing

Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to $\frac{1}{\epsilon^2}$. Recently, Bienstock and Iyengar, following Nesterov, gave an algorithm for fractional packing linear programs which runs in $\frac{1}{\epsilon}$ iterations. The latter algorithm requires to solve a convex quadratic program every iteration - an optimization subroutine which dominates the theoretical running time. We give an algorithm for convex programs with strictly convex constraints which runs in time proportional to $\frac{1}{\epsilon}$. The algorithm does NOT require to solve any quadratic program, but uses gradient steps and elementary operations only. Problems which have strictly convex constraints include maximum entropy frequency estimation, portfolio optimization with loss risk constraints, and various computational problems in signal processing. As a side product, we also obtain a simpler version of Bienstock and Iyengar's result for general linear programming, with similar running time. We derive these algorithms using a new framework for deriving convex optimization algorithms from online game playing algorithms, which may be of independent interest

On the local stability of semidefinite relaxations

We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study conditions (and quantitative bounds) under which the relaxation will continue to be exact as the parameter moves in a neighborhood around the nominal value. Our framework captures a wide array of statistical estimation problems including tensor principal component analysis, rotation synchronization, orthogonal Procrustes, camera triangulation and resectioning, essential matrix estimation, system identification, and approximate GCD. Our results can also be used to analyze the stability of SOS relaxations of general polynomial optimization problems.Comment: 23 pages, 3 figure

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