Optimizing Low Dimensional Functions over the Integers

03/04/2023
by   Daniel Dadush, et al.
0

We consider box-constrained integer programs with objective g(Wx) + c^T x, where g is a "complicated" function with an m dimensional domain. Here we assume we have n ≫ m variables and that W ∈ℤ^m × n is an integer matrix with coefficients of absolute value at most Δ. We design an algorithm for this problem using only the mild assumption that the objective can be optimized efficiently when all but m variables are fixed, yielding a running time of n^m(m Δ)^O(m^2). Moreover, we can avoid the term n^m in several special cases, in particular when c = 0. Our approach can be applied in a variety of settings, generalizing several recent results. An important application are convex objectives of low domain dimension, where we imply a recent result by Hunkenschröder et al. [SIOPT'22] for the 0-1-hypercube and sharp or separable convex g, assuming W is given explicitly. By avoiding the direct use of proximity results, which only holds when g is separable or sharp, we match their running time and generalize it for arbitrary convex functions. In the case where the objective is only accessible by an oracle and W is unknown, we further show that their proximity framework can be implemented in n (m Δ)^O(m^2)-time instead of n (m Δ)^O(m^3). Lastly, we extend the result by Eisenbrand and Weismantel [SODA'17, TALG'20] for integer programs with few constraints to a mixed-integer linear program setting where integer variables appear in only a small number of different constraints.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
04/11/2022

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

For a matrix W ∈ℤ^m × n, m ≤ n, and a convex function g: ℝ^m →ℝ, we are ...
research
10/05/2018

Subdeterminants and Concave Integer Quadratic Programming

We consider the NP-hard problem of minimizing a separable concave quadra...
research
11/03/2018

Tight complexity lower bounds for integer linear programming with few constraints

We consider the ILP Feasibility problem: given an integer linear program...
research
04/02/2019

An Algorithmic Theory of Integer Programming

We study the general integer programming problem where the number of var...
research
12/21/2020

Efficient sequential and parallel algorithms for multistage stochastic integer programming using proximity

We consider the problem of solving integer programs of the form min{ c^⊺...
research
11/15/2021

Sometimes, Convex Separable Optimization Is Much Harder than Linear Optimization, and Other Surprises

An influential 1990 paper of Hochbaum and Shanthikumar made it common wi...
research
06/30/2020

Ideal formulations for constrained convex optimization problems with indicator variables

Motivated by modern regression applications, in this paper, we study the...

Please sign up or login with your details

Forgot password? Click here to reset