A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix

Following the breakthrough work of Tardos (Oper. Res. '86) in the bit-complexity model, Vavasis and Ye (Math. Prog. '96) gave the first exact algorithm for linear programming in the real model of computation with running time depending only on the constraint matrix. For solving a linear program (LP) max cx, Ax = b, x ≥ 0, A g m × n, Vavasis and Ye developed a primal-dual interior point method using a g€layered least squares' (LLS) step, and showed that O(n3.5 log(χA+n)) iterations suffice to solve (LP) exactly, where χA is a condition measure controlling the size of solutions to linear systems related to A. Monteiro and Tsuchiya (SIAM J. Optim. '03), noting that the central path is invariant under rescalings of the columns of A and c, asked whether there exists an LP algorithm depending instead on the measure χA∗, defined as the minimum χAD value achievable by a column rescaling AD of A, and gave strong evidence that this should be the case. We resolve this open question affirmatively. Our first main contribution is an O(m2 n2 + n3) time algorithm which works on the linear matroid of A to compute a nearly optimal diagonal rescaling D satisfying χAD ≤ n(χ∗)3. This algorithm also allows us to approximate the value of χA up to a factor n (χ∗)2. This result is in (surprising) contrast to that of Tunçel (Math. Prog. '99), who showed NP-hardness for approximating χA to within 2poly(rank(A)). The key insight for our algorithm is to work with ratios gi/gj of circuits of A - i.e., minimal linear dependencies Ag=0 - which allow us to approximate the value of χA∗ by a maximum geometric mean cycle computation in what we call the g€circuit ratio digraph' of A. While this resolves Monteiro and Tsuchiya's question by appropriate preprocessing, it falls short of providing either a truly scaling invariant algorithm or an improvement upon the base LLS analysis. In this vein, as our second main contribution we develop a scaling invariant LLS algorithm, which uses and dynamically maintains improving estimates of the circuit ratio digraph, together with a refined potential function based analysis for LLS algorithms in general. With this analysis, we derive an improved O(n2.5 lognlog(χA∗+n)) iteration bound for optimally solving (LP) using our algorithm. The same argument also yields a factor n/logn improvement on the iteration complexity bound of the original Vavasis-Ye algorithm

Approximate Minimum-Cost Multicommodity Flows In ... Time

We show that an \epsilon-approximate solution of the cost-constrained K-commodity flow problem on an N-node M-arc network G can be computed by sequentially solving O(K(\epsilon^{-2} log K) log M log(\epsilon^{-1}K) single-commodity minimum-cost flow problems on the same network. In particular, an approximate minimumcost multicommodity flow can be computed in O^~(\epsilon^{-2}KNM) running time, where the notation O^~(.) means "up to logarithmic factors". This result improves the time bound mentioned in Grigoriadis and Khachiyan (1994) by a factor of M/N and that developed recently in Karger and Plotkin(1995) by a factor of \epsilon^{-1}. We also provide a simple O^~(NM)-time algorithm for singlecommodity budget-constrained minimum-cost flows which is O^~(\epsilon^{-3}) times faster than the algorithm of Karger and Plotkin (1995)