n-Fold integer programming in cubic time

n -Fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer programming. The fastest algorithm for n -fold integer programming pr...

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Veröffentlicht in:Mathematical programming Jg. 137; H. 1-2; S. 325 - 341
Hauptverfasser: Hemmecke, Raymond, Onn, Shmuel, Romanchuk, Lyubov
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer-Verlag 01.02.2013
Springer Nature B.V
Schlagworte:
Algorithms
Analysis
Approximation
Calculus of Variations and Optimal Control; Optimization
Combinatorics
Full Length Paper
Hierarchies
Integer programming
Mathematical and Computational Physics
Mathematical Methods in Physics
Mathematical programming
Mathematics
Mathematics and Statistics
Mathematics of Computing
Numerical Analysis
Operations research
Parametrization
Statistics
Studies
Theoretical
68R
52B
52C
90B
62H
90C
68Q
ISSN:0025-5610, 1436-4646
Online-Zugang:Volltext
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Zusammenfassung:n -Fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer programming. The fastest algorithm for n -fold integer programming predating the present article runs in time with L the binary length of the numerical part of the input and g ( A ) the so-called Graver complexity of the bimatrix A defining the system. In this article we provide a drastic improvement and establish an algorithm which runs in time O ( n 3 L ) having cubic dependency on n regardless of the bimatrix A . Our algorithm works for separable convex piecewise affine objectives as well. Moreover, it can be used to define a hierarchy of approximations for any integer programming problem.
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ISSN:0025-5610
1436-4646
DOI:10.1007/s10107-011-0490-y