N-fold integer programming in cubic time
Abstract
N-fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer programming. The fastest algorithm for -fold integer programming predating the present article runs in time with the binary length of the numerical part of the input and the so-called Graver complexity of the bimatrix defining the system. In this article we provide a drastic improvement and establish an algorithm which runs in time having cubic dependency on regardless of the bimatrix . Our algorithm can be extended to separable convex piecewise affine objectives as well, and also to systems defined by bimatrices with variable entries. Moreover, it can be used to define a hierarchy of approximations for any integer programming problem.
Cite
@article{arxiv.1101.3267,
title = {N-fold integer programming in cubic time},
author = {Raymond Hemmecke and Shmuel Onn and Lyubov Romanchuk},
journal= {arXiv preprint arXiv:1101.3267},
year = {2014}
}