Solving Linear Programming with Constraints Unknown

被引:1
作者
Bei, Xiaohui [1 ]
Chen, Ning [2 ]
Zhang, Shengyu [3 ]
机构
[1] Max Planck Inst Informat, D-66123 Saarbrucken, Germany
[2] Nanyang Technol Univ, Singapore 639798, Singapore
[3] Chinese Univ Hong Kong, Shatin, Hong Kong, Peoples R China
来源
Automata, Languages, and Programming, Pt I | 2015年 / 9134卷
关键词
DIMENSION; ALGORITHM;
D O I
10.1007/978-3-662-47672-7_11
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
What is the value of input information in solving linear programming? The celebrated ellipsoid algorithm tells us that the full information of input constraints is not necessary; the algorithm works as long as there exists an oracle that, on a proposed candidate solution, returns a violation in the form of a separating hyperplane. Can linear programming still be efficiently solved if the returned violation is in other formats? Motivated by some real-world scenarios, we study this question in a trial-and-error framework: there is an oracle that, upon a proposed solution, returns the index of a violated constraint (with the content of the constraint still hidden). When more than one constraint is violated, two variants in the model are investigated. (1) The oracle returns the index of a " most violated" constraint, measured by the Euclidean distance of the proposed solution and the half-spaces defined by the constraints. In this case, the LP can be efficiently solved (under a mild condition of non-degeneracy). (2) The oracle returns the index of an arbitrary (i. e., worst-case) violated constraint. In this case, we give an algorithm with running time exponential in the number of variables. We then show that the exponential dependence on n is unfortunately necessary even for the query complexity. These results put together shed light on the amount of information that one needs in order to solve a linear program efficiently. The proofs of the results employ a variety of geometric techniques, including the weighted spherical Voronoi diagram and the furthest Voronoi diagram.
引用
收藏
页码:129 / 142
页数:14
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