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Christoph Hunkenschröder

Publications and source records attributed to Christoph Hunkenschröder.

10 recordsLinked to original sources

(Near)-Optimal Algorithms for Sparse Separable Convex Integer Programs

We study the general integer programming (IP) problem of optimizing a separable convex function over the integer points of a polytope: $\min \{f(\mathbf{x}) \mid A\mathbf{x} = \mathbf{b}, \, \mathbf{l} \leq \mathbf{x} \leq \mathbf{u}, \, \mathbf{x} \in \mathbb{Z}^n\}$. The number of variables $n$ is a variable part of the input, and we consider the regime where the constraint matrix $A$ has small coefficients $\|A\|_\infty$ and small primal or dual treedepth $\mathrm{td}_P(A)$ or $\mathrm{td}_D(A)$, respectively. Equivalently, we consider block-structured matrices, in particular $n$-fold, tree-fold, $2$-stage and multi-stage matrices. We ask about the possibility of near-linear time algorithms in the general case of (non-linear) separable convex functions. The techniques of previous works for the linear case are inherently limited to it; in fact, no strongly-polynomial algorithm may exist due to a simple unconditional information-theoretic lower bound of $n \log \|\mathbf{u}-\mathbf{l}\|_\infty$, where $\mathbf{l}, \mathbf{u}$ are the vectors of lower and upper bounds. Our first result is that with parameters $\mathrm{td}_P(A)$ and $\|A\|_\infty$, this lower bound can be matched (up to dependency on the parameters). Second, with parameters $\mathrm{td}_D(A)$ and $\|A\|_\infty$, the situation is more involved, and we design an algorithm with time complexity $g(\mathrm{td}_D(A), \|A\|_\infty) n \log n \log \|\mathbf{u}-\mathbf{l}\|_\infty$ where $g$ is some computable function. We conjecture that a stronger lower bound is possible in this regime, and our algorithm is in fact optimal. Our algorithms combine ideas from scaling, proximity, and sensitivity of integer programs, together with a new dynamic data structure.

cs.DS↗

Tight Lower Bounds for Block-Structured Integer Programs

We study fundamental block-structured integer programs called tree-fold and multi-stage IPs. Tree-fold IPs admit a constraint matrix with independent blocks linked together by few constraints in a recursive pattern; and transposing their constraint matrix yields multi-stage IPs. The state-of-the-art algorithms to solve these IPs have an exponential gap in their running times, making it natural to ask whether this gap is inherent. We answer this question affirmative. Assuming the Exponential Time Hypothesis, we prove lower bounds showing that the exponential difference is necessary, and that the known algorithms are near optimal. Moreover, we prove unconditional lower bounds on the norms of the Graver basis, a fundamental building block of all known algorithms to solve these IPs. This shows that none of the current approaches can be improved beyond this bound.

cs.CC↗

Sparse Approximation Over the Cube

This paper presents an anlysis of the NP-hard minimization problem $\min \{\|b - Ax\|_2: \ x \in [0,1]^n, | \text{supp}(x) | \leq σ\}$, where $\text{supp}(x) = \{i \in [n]: x_i \neq 0\}$ and $σ$ is a positive integer. The object of investigation is a natural relaxation where we replace $| \text{supp}(x) | \leq σ$ by $\sum_i x_i \leq σ$. Our analysis includes a probabilistic view on when the relaxation is exact. We also consider the problem from a deterministic point of view and provide a bound on the distance between the images of optimal solutions of the original problem and its relaxation under $A$. This leads to an algorithm for generic matrices $A \in \mathbb{Z}^{m \times n}$ and achieves a polynomial running time provided that $m$ and $\|A\|_{\infty}$ are fixed.

math.OC↗

Minimizing a low-dimensional convex function over a high-dimensional cube

For a matrix $W \in \mathbb{Z}^{m \times n}$, $m \leq n$, and a convex function $g: \mathbb{R}^m \rightarrow \mathbb{R}$, we are interested in minimizing $f(x) = g(Wx)$ over the set $\{0,1\}^n$. We will study separable convex functions and sharp convex functions $g$. Moreover, the matrix $W$ is unknown to us. Only the number of rows $m \leq n$ and $\|W\|_{\infty}$ is revealed. The composite function $f(x)$ is presented by a zeroth and first order oracle only. Our main result is a proximity theorem that ensures that an integral minimum and a continuous minimum for separable convex and sharp convex functions are always "close" by. This will be a key ingredient to develop an algorithm for detecting an integer minimum that achieves a running time of roughly $(m \| W \|_{\infty})^{\mathcal{O}(m^3)} \cdot \text{poly}(n)$. In the special case when $(i)$ $W$ is given explicitly and $(ii)$ $g$ is separable convex one can also adapt an algorithm of Hochbaum and Shanthikumar. The running time of this adapted algorithm matches with the running time of our general algorithm.

math.OC↗

An Algorithmic Theory of Integer Programming

We study the general integer programming problem where the number of variables $n$ is a variable part of the input. We consider two natural parameters of the constraint matrix $A$: its numeric measure $a$ and its sparsity measure $d$. We show that integer programming can be solved in time $g(a,d)\textrm{poly}(n,L)$, where $g$ is some computable function of the parameters $a$ and $d$, and $L$ is the binary encoding length of the input. In particular, integer programming is fixed-parameter tractable parameterized by $a$ and $d$, and is solvable in polynomial time for every fixed $a$ and $d$. Our results also extend to nonlinear separable convex objective functions. Moreover, for linear objectives, we derive a strongly-polynomial algorithm, that is, with running time $g(a,d)\textrm{poly}(n)$, independent of the rest of the input data. We obtain these results by developing an algorithmic framework based on the idea of iterative augmentation: starting from an initial feasible solution, we show how to quickly find augmenting steps which rapidly converge to an optimum. A central notion in this framework is the Graver basis of the matrix $A$, which constitutes a set of fundamental augmenting steps. The iterative augmentation idea is then enhanced via the use of other techniques such as new and improved bounds on the Graver basis, rapid solution of integer programs with bounded variables, proximity theorems and a new proximity-scaling algorithm, the notion of a reduced objective function, and others. As a consequence of our work, we advance the state of the art of solving block-structured integer programs. In particular, we develop near-linear time algorithms for $n$-fold, tree-fold, and $2$-stage stochastic integer programs. We also discuss some of the many applications of these classes.

math.OC↗

Block-Structured Integer and Linear Programming in Strongly Polynomial and Near Linear Time

We consider integer and linear programming problems for which the linear constraints exhibit a (recursive) block-structure: The problem decomposes into independent and efficiently solvable sub-problems if a small number of constraints is deleted. A prominent example are $n$-fold integer programming problems and their generalizations which have received considerable attention in the recent literature. The previously known algorithms for these problems are based on the augmentation framework, a tailored integer programming variant of local search. In this paper we propose a different approach. Our algorithm relies on parametric search and a new proximity bound. We show that block-structured linear programming can be solved efficiently via an adaptation of a parametric search framework by Norton, Plotkin, and Tardos in combination with Megiddo's multidimensional search technique. This also forms a subroutine of our algorithm for the integer programming case by solving a strong relaxation of it. Then we show that, for any given optimal vertex solution of this relaxation, there is an optimal integer solution within $\ell_1$-distance independent of the dimension of the problem. This in turn allows us to find an optimal integer solution efficiently. We apply our techniques to integer and linear programming with $n$-fold structure or bounded dual treedepth, two benchmark problems in this field. We obtain the first algorithms for these cases that are both near-linear in the dimension of the problem and strongly polynomial. Moreover, unlike the augmentation algorithms, our approach is highly parallelizable.

cs.CC↗

On compact representations of Voronoi cells of lattices

In a seminal work, Micciancio & Voulgaris (2013) described a deterministic single-exponential time algorithm for the Closest Vector Problem (CVP) on lattices. It is based on the computation of the Voronoi cell of the given lattice and thus may need exponential space as well. We address the major open question whether there exists such an algorithm that requires only polynomial space. To this end, we define a lattice basis to be $c$-compact if every facet normal of the Voronoi cell is a linear combination of the basis vectors using coefficients that are bounded by $c$ in absolute value. Given such a basis, we get a polynomial space algorithm for CVP whose running time naturally depends on $c$. Thus, our main focus is the behavior of the smallest possible value of $c$, with the following results: There always exist $c$-compact bases, where $c$ is bounded by $n^2$ for an $n$-dimension lattice; there are lattices not admitting a $c$-compact basis with $c$ growing sublinearly with the dimension; and every lattice with a zonotopal Voronoi cell has a $1$-compact basis.

cs.DS↗

Deciding whether a Lattice has an Orthonormal Basis is in co-NP

We show that the problem of deciding whether a given Euclidean lattice L has an orthonormal basis is in NP and co-NP. Since this is equivalent to saying that L is isomorphic to the standard integer lattice, this problem is a special form of the Lattice Isomorphism Problem, which is known to be in the complexity class SZK.

cs.DM↗

Faster Algorithms for Integer Programs with Block Structure

We consider integer programming problems $\max \{ c^T x : \mathcal{A} x = b, l \leq x \leq u, x \in \mathbb{Z}^{nt}\}$ where $\mathcal{A}$ has a (recursive) block-structure generalizing "$n$-fold integer programs" which recently received considerable attention in the literature. An $n$-fold IP is an integer program where $\mathcal{A}$ consists of $n$ repetitions of submatrices $A \in \mathbb{Z}^{r \times t}$ on the top horizontal part and $n$ repetitions of a matrix $B \in \mathbb{Z}^{s \times t}$ on the diagonal below the top part. Instead of allowing only two types of block matrices, one for the horizontal line and one for the diagonal, we generalize the $n$-fold setting to allow for arbitrary matrices in every block. We show that such an integer program can be solved in time $n^2 t^2 ϕ \cdot (rsΔ)^{\mathcal{O}(rs^2+ sr^2)}$ (ignoring logarithmic factors). Here $Δ$ is an upper bound on the largest absolute value of an entry of $\mathcal{A}$ and $ϕ$ is the largest binary encoding length of a coefficient of $c$. This improves upon the previously best algorithm of Hemmecke, Onn and Romanchuk that runs in time $n^3t^3 ϕ \cdot Δ^{\mathcal{O}(t^2s)}$. In particular, our algorithm is not exponential in the number $t$ of columns of $A$ and $B$. Our algorithm is based on a new upper bound on the $l_1$-norm of an element of the "Graver basis" of an integer matrix and on a proximity bound between the LP and IP optimal solutions tailored for IPs with block structure. These new bounds rely on the "Steinitz Lemma". Furthermore, we extend our techniques to the recently introduced "tree-fold IPs", where we again present a more efficient algorithm in a generalized setting.

cs.DM↗

On the Economic Efficiency of the Combinatorial Clock Auction

Since the 1990s spectrum auctions have been implemented world-wide. This has provided for a practical examination of an assortment of auction mechanisms and, amongst these, two simultaneous ascending price auctions have proved to be extremely successful. These are the simultaneous multiround ascending auction (SMRA) and the combinatorial clock auction (CCA). It has long been known that, for certain classes of valuation functions, the SMRA provides good theoretical guarantees on social welfare. However, no such guarantees were known for the CCA. In this paper, we show that CCA does provide strong guarantees on social welfare provided the price increment and stopping rule are well-chosen. This is very surprising in that the choice of price increment has been used primarily to adjust auction duration and the stopping rule has attracted little attention. The main result is a polylogarithmic approximation guarantee for social welfare when the maximum number of items demanded $\mathcal{C}$ by a bidder is fixed. Specifically, we show that either the revenue of the CCA is at least an $Ω\Big(\frac{1}{\mathcal{C}^{2}\log n\log^2m}\Big)$-fraction of the optimal welfare or the welfare of the CCA is at least an $Ω\Big(\frac{1}{\log n}\Big)$-fraction of the optimal welfare, where $n$ is the number of bidders and $m$ is the number of items. As a corollary, the welfare ratio -- the worst case ratio between the social welfare of the optimum allocation and the social welfare of the CCA allocation -- is at most $O(\mathcal{C}^2 \cdot \log n \cdot \log^2 m)$. We emphasize that this latter result requires no assumption on bidders valuation functions. Finally, we prove that such a dependence on $\mathcal{C}$ is necessary. In particular, we show that the welfare ratio of the CCA is at least $Ω\Big(\mathcal{C} \cdot \frac{\log m}{\log \log m}\Big)$.

cs.GT↗