Revisiting Tardos's Framework for Linear Programming: Faster Exact Solutions using Approximate Solvers

preprint2020arXivOpen access

Abstract

In breakthrough work, Tardos (Oper. Res. '86) gave a proximity based framework for solving linear programming (LP) in time depending only on the constraint matrix in the bit complexity model. In Tardos's framework, one reduces solving the LP min⁡⟨c,x⟩\min \langle c,{x}\rangle, Ax=bAx=b, x≥0x \geq 0, A∈Zm×nA \in \mathbb{Z}^{m \times n}, to solving O(nm)O(nm) LPs in AA having small integer coefficient objectives and right-hand sides using any exact LP algorithm. This gives rise to an LP algorithm in time poly(n,mlog⁡ΔA)(n,m\logΔ_A), where ΔAΔ_A is the largest subdeterminant of AA. A significant extension to the real model of computation was given by Vavasis and Ye (Math. Prog. '96), giving a specialized interior point method that runs in time poly(n,m,log⁡χˉA)(n,m,\log\barχ_A), depending on Stewart's χˉA\barχ_A, a well-studied condition number. In this work, we extend Tardos's original framework to obtain such a running time dependence. In particular, we replace the exact LP solves with approximate ones, enabling us to directly leverage the tremendous recent algorithmic progress for approximate linear programming. More precisely, we show that the fundamental "accuracy" needed to exactly solve any LP in AA is inverse polynomial in nn and log⁡χˉA\log\barχ_A. Plugging in the recent algorithm of van den Brand (SODA '20), our method computes an optimal primal and dual solution using O(mnω+1log⁡(n)log⁡(χˉA+n)){O}(m n^{ω+1} \log (n)\log(\barχ_A+n)) arithmetic operations, outperforming the specialized interior point method of Vavasis and Ye and its recent improvement by Dadush et al (STOC '20). At a technical level, our framework combines together approximate LP solutions to compute exact ones, making use of constructive proximity theorems -- which bound the distance between solutions of "nearby" LPs -- to keep the required accuracy low.

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