Linear phase transition in random linear constraint satisfaction problems

  • Authors:
  • David Gamarnik

  • Affiliations:
  • IBM T. J. Watson Research Center, Yorktown Heights, NY

  • Venue:
  • SODA '04 Proceedings of the fifteenth annual ACM-SIAM symposium on Discrete algorithms
  • Year:
  • 2004

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Abstract

Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints C on K variables is fixed. From a pool of n variables, K variables are chosen uniformly at random and a constraint is chosen from C also uniformly at random. This procedure is repeated m times independently. We are interested in whether the resulting linear programming problem is feasible. We prove that the feasibility property experiences a linear phase transition, when n ← ∞ and m = cn for a constant c. Namely, there exists a critical value c* such that, when c c*, the problem is feasible or is asymptotically almost feasible, as n ← ∞, but, when c c*, the "distance" to feasibility is at least a positive constant independent of n. Our result is obtained using the combination of a powerful local weak convergence method developed in Aldous [Ald92], [Ald01], Aldous and Steele [AS03], Steele [Ste02] and martingale techniques. By exploiting a linear programming duality, our theorem implies some results for maximum weight matchings in sparse random graphs G(n, ⌊cn⌋) on n nodes with cn edges, where edges are equipped with randomly generated weights.