English

Faster Algorithms for Integer Programs with Block Structure

Discrete Mathematics 2018-02-20 v1 Data Structures and Algorithms

Abstract

We consider integer programming problems max{cTx:Ax=b,lxu,xZnt}\max \{ c^T x : \mathcal{A} x = b, l \leq x \leq u, x \in \mathbb{Z}^{nt}\} where A\mathcal{A} has a (recursive) block-structure generalizing "nn-fold integer programs" which recently received considerable attention in the literature. An nn-fold IP is an integer program where A\mathcal{A} consists of nn repetitions of submatrices AZr×tA \in \mathbb{Z}^{r \times t} on the top horizontal part and nn repetitions of a matrix BZs×tB \in \mathbb{Z}^{s \times t} on the diagonal below the top part. Instead of allowing only two types of block matrices, one for the horizontal line and one for the diagonal, we generalize the nn-fold setting to allow for arbitrary matrices in every block. We show that such an integer program can be solved in time n2t2ϕ(rsΔ)O(rs2+sr2)n^2 t^2 {\phi} \cdot (rs{\Delta})^{\mathcal{O}(rs^2+ sr^2)} (ignoring logarithmic factors). Here Δ{\Delta} is an upper bound on the largest absolute value of an entry of A\mathcal{A} and ϕ{\phi} is the largest binary encoding length of a coefficient of cc. This improves upon the previously best algorithm of Hemmecke, Onn and Romanchuk that runs in time n3t3ϕΔO(t2s)n^3t^3 {\phi} \cdot {\Delta}^{\mathcal{O}(t^2s)}. In particular, our algorithm is not exponential in the number tt of columns of AA and BB. Our algorithm is based on a new upper bound on the l1l_1-norm of an element of the "Graver basis" of an integer matrix and on a proximity bound between the LP and IP optimal solutions tailored for IPs with block structure. These new bounds rely on the "Steinitz Lemma". Furthermore, we extend our techniques to the recently introduced "tree-fold IPs", where we again present a more efficient algorithm in a generalized setting.

Keywords

Cite

@article{arxiv.1802.06289,
  title  = {Faster Algorithms for Integer Programs with Block Structure},
  author = {Friedrich Eisenbrand and Christoph Hunkenschröder and Kim-Manuel Klein},
  journal= {arXiv preprint arXiv:1802.06289},
  year   = {2018}
}