Solving fractional packing problems in Oast(1/ε) iterations

  • Authors:
  • D. Bienstock;G. Iyengar

  • Affiliations:
  • Columbia University, New York, NY;Columbia University, New York, NY

  • Venue:
  • STOC '04 Proceedings of the thirty-sixth annual ACM symposium on Theory of computing
  • Year:
  • 2004

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Abstract

We adapt a method proposed by Nesterov [16] to design an algorithm that computes ε-optimal solutions to fractional packing problems by solving O*(ε-1 √Kn) separable convex quadratic programs, where K is the maximum number of non-zeros per row and n is the number of variables. We also show that the quadratic program can be approximated to any degree of accuracy by an appropriately defined piecewise-linear program. For the special case of the maximum concurrent flow problem on a graph G =(V,E) with rational capacities and demands we obtain an algorithm that computes an Ε-optimal flow by solving O*(ε-1 K3/2|E| √|V| (log 1/ε+ LU + LD)) shortest path problems, where K is the number of commodities, and LU, LD are, respectively, the number of bits needed to store the capacities and demands. We also show that the complexity of computing a maximum multicommodity flow is O*(1/εlog2(1/ε)). In contrast, previous algorithms required Ω(ε-2) iterations.