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László A. Végh

Publications and source records attributed to László A. Végh.

At least 19 recordsLinked to original sources

Handicap reduction for linear complementarity problems

Linear Complementarity Problems (LCPs) with sufficient matrices form an important subclass of LCPs, and it remains a significant open question whether problems in this class can be solved in polynomial time. Kojima, Megiddo, Noma, and Yoshise gave an Interior Point Algorithm (IPA) in 1991, that can solve LCPs with sufficient matrices in time bounded polynomially in the input size and the so-called handicap number $\hatκ(M)$ of the coefficient matrix $M$. However, this value can be exponentially large in the bit encoding length. In fact, no upper bounds were previously known on $\hatκ(M)$. Settling an open question raised in de Klerk and E.-Nagy (Math Programming, 2011), we give an exponential upper bound on $\hatκ(M)$ in the bit-complexity of $M$. This is based on a new characterization of sufficient matrices. The new characterization also leads to a simple new proof of Väliaho's theorem on the equivalence of sufficient and $\mathcal{P}^*$-matrices (Linear Algebra and its Applications, 1996). Noting that one can obtain an equivalent LCP by rescaling the rows and columns by a positive diagonal matrix, we define $\hatκ^\star(M)$ as the best possible handicap number achievable under such rescalings. Our second main result is an algorithm for LCPs with sufficient matrices, where the running time is polynomially bounded in the input size and in the optimized value $\hatκ^\star(M)$. This algorithm is based on the observation that the set of near-optimal row-rescalings forms a convex set. Our algorithm combines the Ellipsoid Method over the set of row rescalings, and an IPA with running time dependent on the handicap number of the matrix. If the IPA fails to solve the LCP in the desired running time, it provides a separation oracle to the Ellipsoid Method to find a better rescaling.

math.OC↗

On finding exact solutions of linear programs in the oracle model

We consider linear programming in the oracle model: $\max\{c^\top x \,:\, x\in P\}$, where the polyhedron $P=\{x\in\mathbb{R}^n\,:\, Ax\le b\}$ is given by a separation oracle. We present an algorithm that finds exact primal and dual solutions using $O(n^2\log(n/δ))$ oracle calls and $O(n^4\log(n/δ)+n^5\log\log(1/δ))$ arithmetic operations, where $δ$ is a geometric condition number associated with the system $(A,b)$. These bounds do not depend on the cost vector $c$ and do not require a priori knowledge of $δ$. For rational data, $\log(1/δ)$ is polynomially bounded in the encoding size of $(A,b)$, thus providing a polynomial-time algorithm. The algorithm works in a black box manner, requiring a subroutine for approximate primal and dual solutions; the above running times are achieved when using the cutting plane method of Jiang, Lee, Song, and Wong (STOC 2020) for this subroutine. Whereas approximate solvers may return primal solutions only, we develop a general framework for extracting dual certificates based on the work of Burrell and Todd (Math. Oper. Res. 1985). Our algorithm strengthens results by Grötschel, Lovász, and Schrijver (Prog. Comb. Opt. 1984), and by Frank and Tardos (Combinatorica 1987) that rely on bit-complexity arguments. Our algorithm avoids rounding-based arguments such as simultaneous Diophantine approximation and uses geometric arguments instead.

math.OC↗

An O(log n)-Approximation Algorithm for (p,q)-Flexible Graph Connectivity via Independent Rounding

In the Flexible Graph Connectivity (FGC) problem, we are given an undirected multigraph on $n$ vertices with nonnegative edge costs, where each edge is classified as either safe or unsafe. Given integer parameters $p$ and $q$, the goal in $(p,q)$-FGC is to purchase a minimum-cost set of edges such that the resulting spanning subgraph remains $p$-edge-connected after the removal of any set of up to $q$ unsafe edges. Our main contribution is an $O(\log n)$-approximation algorithm based on independent rounding, improving the previous best approximation ratio of $O(q \log n)$. Central to our approach is a new linear programming formulation of feasible solutions that encodes knapsack cover inequalities as cut-capacity constraints. Unlike prior work, the capacity of an edge in a cut may depend on the partially purchased solution for this cut. We show that the resulting linear program admits a polynomial-time separation oracle. Scaling the fractional solution by $Θ(\log n)$ and applying independent rounding yields a feasible integral solution with constant probability; here, we leverage the knapsack cover inequalities to obtain strong concentration bounds for the rounded solution relative to any given partial solution. A key ingredient in both separation and rounding is the use of Karger's bound on the number of near-minimum cuts. We also extend the $(p,q)$-FGC problem to model more than two safety tiers and show that our results and techniques extend naturally to this setting, albeit with increased approximation ratios and running times that scale with the number of tiers.

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Approximating Nash Social Welfare by Matching and Local Search

For any $\varepsilon>0$, we give a simple, deterministic $(4+\varepsilon)$-approximation algorithm for the Nash social welfare (NSW) problem under submodular valuations. We also consider the asymmetric variant of the problem, where the objective is to maximize the weighted geometric mean of agents' valuations, and give an $e (ω+ 2 + \varepsilon)$-approximation if the ratio between the largest weight and the average weight is at most $ω$. We also show that the $1/2$-EFX envy-freeness property can be attained simultaneously with a constant-factor approximation. More precisely, we can find an allocation in polynomial time that is both $1/2$-EFX and a $(8+\varepsilon)$-approximation to the symmetric NSW problem under submodular valuations.

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Approximating Competitive Equilibrium by Nash Welfare

We study the relationship between two central concepts in the allocation of divisible goods: competitive equilibrium (CE) and allocations that maximize Nash welfare, i.e., allocations where the weighted geometric mean of the utilities is maximal. When agents have homogeneous concave utility functions, these concepts coincide: the classical Eisenberg-Gale convex program that maximizes Nash welfare over feasible allocations yields a competitive equilibrium. However, they diverge for non-homogeneous utilities. From a computational perspective, maximizing Nash welfare amounts to solving a convex program for any concave utility functions, whereas computing CE becomes PPAD-hard already for separable piecewise linear concave (SPLC) utilities. We introduce the concept of Gale-substitute utility functions, an analogue of the weak gross substitutes (WGS) property for the so-called Gale demand system. For Gale-substitutes utilities, we show that any allocation maximizing Nash welfare provides an approximate-CE with surprisingly strong guarantees, where every agent gets at least half the maximum utility they can get at any CE, and is approximately envy-free. Gale-substitutes include utility functions where computing CE is PPAD hard, such as all separable concave utilities and the previously studied non-separable class of Leontief-free utilities. We introduce a broad new class of utility functions called generalized network utilities based on the generalized flow model. This class includes SPLC and Leontief-free utilities, and we show that all such utilities are Gale-substitutes. Conversely, although some agents may get much higher utility at a Nash welfare maximizing allocation than at a CE, we show a `price of anarchy' type result: for general concave utilities, every CE achieves at least $(1/e)^{1/e} > 0.69$ fraction of the maximum Nash welfare, and this factor is tight.

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Tight Efficiency Bounds for the Probabilistic Serial and Related Mechanisms

The Probabilistic Serial (PS) mechanism -- also known as the simultaneous eating algorithm -- is a canonical solution for the random assignment problem under ordinal preferences. It guarantees envy-freeness and ordinal efficiency in the resulting random assignment. However, under cardinal preferences, its efficiency may degrade significantly: it is known that PS may yield allocations that are $Ω(\ln{n})$-worse than Pareto optimal, but whether this bound is tight remained an open question. Our first result resolves this question by proving that the PS mechanism guarantees $(\ln n+1)$-approximate Pareto efficiency under cardinal preferences. The key part of our analysis shows that PS achieves a logarithmic $(\ln n + 1)$-approximation to the maximum Nash welfare, in stark contrast to the $O(\sqrt{n})$ loss that can arise in utilitarian social welfare. Our results also extend to the more general submodular setting introduced by Fujishige, Sano, and Zhan (ACM TEAC 2018). In addition, we present a polynomial-time algorithm that computes an allocation which is envy-free and $e^{1/e}$-approximately Pareto-efficient, answering an open question posed by Tröbst and Vazirani (EC 2024). The PS mechanism also applies to the allocation of chores instead of goods. We prove that it guarantees an $n$-approximately Pareto-efficient allocation in this setting, and that this bound is asymptotically tight. This result provides the first known approximation guarantee for computing a fair and efficient allocation in the random assignment problem with chores under cardinal preferences.

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Matroids are Equitable

We show that if the ground set of a matroid can be partitioned into $k\ge 2$ bases, then for any given subset $S$ of the ground set, there is a partition into $k$ bases such that the sizes of the intersections of the bases with $S$ may differ by at most one. This settles the matroid equitability conjecture by Fekete and Szabó (Electron. J. Comb. 2011) in the affirmative. We also investigate equitable splittings of two disjoint sets $S_1$ and $S_2$, and show that there is a partition into $k$ bases such that the sizes of the intersections with $S_1$ may differ by at most one and the sizes of the intersections with $S_2$ may differ by at most two; this is the best one can hope for arbitrary matroids. We also derive applications of this result into matroid constrained fair division problems. We show that there exists a matroid-constrained fair division that is envy-free up to one item if the valuations are identical and tri-valued additive. We also show that for bi-valued additive valuations, there exists a matroid-constrained allocation that provides everyone their maximin share.

math.CO↗

From Incremental Transitive Cover to Strongly Polynomial Maximum Flow

We provide faster strongly polynomial time algorithms solving maximum flow in structured $n$-node $m$-arc networks. Our results imply an $n^{ω+ o(1)}$-time strongly polynomial time algorithms for computing a maximum bipartite $b$-matching where $ω$ is the matrix multiplication constant. Additionally, they imply an $m^{1 + o(1)} W$-time algorithm for solving the problem on graphs with a given tree decomposition of width $W$. We obtain these results by strengthening and efficiently implementing an approach in Orlin's (STOC 2013) state-of-the-art $O(mn)$ time maximum flow algorithm. We develop a general framework that reduces solving maximum flow with arbitrary capacities to (1) solving a sequence of maximum flow problems with polynomial bounded capacities and (2) dynamically maintaining a size-bounded supersets of the transitive closure under arc additions; we call this problem \emph{incremental transitive cover}. Our applications follow by leveraging recent weakly polynomial, almost linear time algorithms for maximum flow due to Chen, Kyng, Liu, Peng, Gutenberg, Sachdeva (FOCS 2022) and Brand, Chen, Kyng, Liu, Peng, Gutenberg, Sachdeva, Sidford (FOCS 2023), and by developing incremental transitive cover data structures.

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Interior point methods are not worse than Simplex

We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$ factor upper bounded by the \emph{straight line complexity} (SLC) of the linear program. This term refers to the minimum number of segments of any piecewise linear curve that traverses the \emph{wide neighborhood} of the central path, a lower bound on the iteration complexity of any IPM that follows a piecewise linear trajectory along a path induced by a self-concordant barrier. In particular, our algorithm matches the number of iterations of any such IPM up to the same factor $O(n^{1.5}\log n)$. As our second contribution, we show that the SLC of any linear program is upper bounded by $2^{n + o(1)}$, which implies that our IPM's iteration complexity is at most exponential. This in contrast to existing iteration complexity bounds that depend on either bit-complexity or condition measures; these can be unbounded in the problem dimension. We achieve our upper bound by showing that the central path is well-approximated by a combinatorial proxy we call the \emph{max central path}, which consists of $2n$ shadow vertex simplex paths. Our upper bound complements the lower bounds of Allamigeon, Benchimol, Gaubert, and Joswig (SIAGA 2018), and Allamigeon, Gaubert, and Vandame (STOC 2022), who constructed linear programs with exponential SLC. Finally, we show that each iteration of our IPM can be implemented in strongly polynomial time. Along the way, we develop a deterministic algorithm that approximates the singular value decomposition of a matrix in strongly polynomial time to high accuracy, which may be of independent interest.

math.OC↗

On complete classes of valuated matroids

We characterize a rich class of valuated matroids, called R-minor valuated matroids that includes the indicator functions of matroids, and is closed under operations such as taking minors, duality, and induction by network. We exhibit a family of valuated matroids that are not R-minor based on sparse paving matroids. Valuated matroids are inherently related to gross substitute valuations in mathematical economics. By the same token we refute the Matroid Based Valuation Conjecture by Ostrovsky and Paes Leme (Theoretical Economics 2015) asserting that every gross substitute valuation arises from weighted matroid rank functions by repeated applications of merge and endowment operations. Our result also has implications in the context of Lorentzian polynomials: it reveals the limitations of known construction operations.

math.CO↗

Faster Dynamic Auctions via Polymatroid Sum

We consider dynamic auctions for finding Walrasian equilibria in markets with indivisible items and strong gross substitutes valuation functions. Each price adjustment step in these auction algorithms requires finding an inclusion-wise minimal maximal overdemanded set or an inclusion-wise minimal maximal underdemanded set at the current prices. Both can be formulated as a submodular function minimization problem. We observe that minimizing this submodular function corresponds to a polymatroid sum problem, and using this viewpoint, we give a fast and simple push-relabel algorithm for finding the required sets. This improves on the previously best running time of Murota, Shioura and Yang (ISAAC 2013). Our algorithm is an adaptation of the push-relabel framework by Frank and Miklós (JJIAM 2012) to the particular setting. We obtain a further improvement for the special case of unit-supplies. We further show the following monotonicty properties of Walrasian prices: both the minimal and maximal Walrasian prices can only increase if supply of goods decreases, or if the demand of buyers increases. This is derived from a fine-grained analysis of market prices. We call "packing prices" a price vector such that there is a feasible allocation where each buyer obtains a utility maximizing set. Conversely, by "covering prices" we mean a price vector such that there exists a collection of utility maximizing sets of the buyers that include all available goods. We show that for strong gross substitutes valuations, the component-wise minimal packing prices coincide with the minimal Walrasian prices and the component-wise maximal covering prices coincide with the maximal Walrasian prices. These properties in turn lead to the price monotonicity results.

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Mode Connectivity in Auction Design

Optimal auction design is a fundamental problem in algorithmic game theory. This problem is notoriously difficult already in very simple settings. Recent work in differentiable economics showed that neural networks can efficiently learn known optimal auction mechanisms and discover interesting new ones. In an attempt to theoretically justify their empirical success, we focus on one of the first such networks, RochetNet, and a generalized version for affine maximizer auctions. We prove that they satisfy mode connectivity, i.e., locally optimal solutions are connected by a simple, piecewise linear path such that every solution on the path is almost as good as one of the two local optima. Mode connectivity has been recently investigated as an intriguing empirical and theoretically justifiable property of neural networks used for prediction problems. Our results give the first such analysis in the context of differentiable economics, where neural networks are used directly for solving non-convex optimization problems.

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On the Correlation Gap of Matroids

A set function can be extended to the unit cube in various ways; the correlation gap measures the ratio between two natural extensions. This quantity has been identified as the performance guarantee in a range of approximation algorithms and mechanism design settings. It is known that the correlation gap of a monotone submodular function is at least $1-1/e$, and this is tight for simple matroid rank functions. We initiate a fine-grained study of the correlation gap of matroid rank functions. In particular, we present an improved lower bound on the correlation gap as parametrized by the rank and girth of the matroid. We also show that for any matroid, the correlation gap of its weighted matroid rank function is minimized under uniform weights. Such improved lower bounds have direct applications for submodular maximization under matroid constraints, mechanism design, and contention resolution schemes.

math.OC↗

On Circuit Diameter Bounds via Circuit Imbalances

We study the circuit diameter of polyhedra, introduced by Borgwardt, Finhold, and Hemmecke (SIDMA 2015) as a relaxation of the combinatorial diameter. We show that the circuit diameter of a system $\{x \in \mathbb{R}^n: Ax=b, 0\leq x\leq u\}$ for $A \in \mathbb{R}^{m \times n}$ is bounded by $O(m \min\{m, n-m\} \log(m+ κ_A)+n \log n)$, where $κ_A$ is the circuit imbalance measure of the constraint matrix. This yields a strongly polynomial circuit diameter bound if e.g., all entries of $A$ have polynomially bounded encoding length in $n$. Further, we present circuit augmentation algorithms for LPs using the minimum-ratio circuit cancelling rule. Even though the standard minimum-ratio circuit cancelling algorithm is not finite in general, our variant can solve an LP in $O(mn^2\log(n+κ_A))$ augmentation steps.

math.OC↗

A First Order Method for Linear Programming Parameterized by Circuit Imbalance

Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates have been established for first order LP algorithms, despite the fact that the underlying formulations are not strongly convex. However, the convergence rate typically depends on the Hoffman constant of a large matrix that contains the constraint matrix, as well as the right hand side, cost, and capacity vectors. We introduce a first order approach for LP optimization with a convergence rate depending polynomially on the circuit imbalance measure, which is a geometric parameter of the constraint matrix, and depending logarithmically on the right hand side, capacity, and cost vectors. This provides much stronger convergence guarantees. For example, if the constraint matrix is totally unimodular, we obtain polynomial-time algorithms, whereas the convergence guarantees for approaches based on primal-dual formulations may have arbitrarily slow convergence rates for this class. Our approach is based on a fast gradient method due to Necoara, Nesterov, and Glineur (Math. Prog. 2019); this algorithm is called repeatedly in a framework that gradually fixes variables to the boundary. This technique is based on a new approximate version of Tardos's method, that was used to obtain a strongly polynomial algorithm for combinatorial LPs (Oper. Res. 1986).

math.OC↗

An Update-and-Stabilize Framework for the Minimum-Norm-Point Problem

We consider the minimum-norm-point (MNP) problem over polyhedra, a well-studied problem that encompasses linear programming. We present a general algorithmic framework that combines two fundamental approaches for this problem: active set methods and first order methods. Our algorithm performs first order update steps, followed by iterations that aim to `stabilize' the current iterate with additional projections, i.e., find a locally optimal solution whilst keeping the current tight inequalities. Such steps have been previously used in active set methods for the nonnegative least squares (NNLS) problem. We bound on the number of iterations polynomially in the dimension and in the associated circuit imbalance measure. In particular, the algorithm is strongly polynomial for network flow instances. Classical NNLS algorithms such as the Lawson-Hanson algorithm are special instantiations of our framework; as a consequence, we obtain convergence bounds for these algorithms. Our preliminary computational experiments show promising practical performance.

math.OC↗

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

Following the breakthrough work of Tardos in the bit-complexity model, Vavasis and Ye 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) $\max\, c^\top x,\: Ax = b,\: x \geq 0,\: A \in \mathbb{R}^{m \times n}$, Vavasis and Ye developed a primal-dual interior point method using a 'layered least squares' (LLS) step, and showed that $O(n^{3.5} \log (\barχ_A+n))$ iterations suffice to solve (LP) exactly, where $\barχ_A$ is a condition measure controlling the size of solutions to linear systems related to $A$. Monteiro and Tsuchiya, 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 $\barχ^*_A$, defined as the minimum $\barχ_{AD}$ 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 $O(m^2 n^2 + n^3)$ time algorithm which works on the linear matroid of $A$ to compute a nearly optimal diagonal rescaling $D$ satisfying $\barχ_{AD} \leq n(\barχ^*)^3$. This algorithm also allows us to approximate the value of $\barχ_A$ up to a factor $n (\barχ^*)^2$. As our second main contribution, we develop a scaling invariant LLS algorithm, together with a refined potential function based analysis for LLS algorithms in general. With this analysis, we derive an improved $O(n^{2.5} \log n\log (\barχ^*_A+n))$ iteration bound for optimally solving (LP) using our algorithm. The same argument also yields a factor $n/\log n$ improvement on the iteration complexity bound of the original Vavasis-Ye algorithm.

math.OC↗

Directed Shortest Paths via Approximate Cost Balancing

We present an $O(nm)$ algorithm for all-pairs shortest paths computations in a directed graph with $n$ nodes, $m$ arcs, and nonnegative integer arc costs. This matches the complexity bound attained by Thorup \cite{Thorup1999} for the all-pairs problems in undirected graphs. The main insight is that shortest paths problems with approximately balanced directed cost functions can be solved similarly to the undirected case. The algorithm finds an approximately balanced reduced cost function in an $O(m\sqrt{n}\log n)$ preprocessing step. Using these reduced costs, every shortest path query can be solved in $O(m)$ time using an adaptation of Thorup's component hierarchy method. The balancing result can also be applied to the $\ell_\infty$-matrix balancing problem.

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