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We present an algorithm that given a linear program with $n$ variables, $m$ constraints, and constraint matrix $A$, computes an $\epsilon$-approximate solution in $\tilde{O}(\sqrt{rank(A)}\log(1/\epsilon))$ iterations with high probability.…

Data Structures and Algorithms · Computer Science 2020-09-02 Yin Tat Lee , Aaron Sidford

In this paper we provide an $\tilde{O}(nd+d^{3})$ time randomized algorithm for solving linear programs with $d$ variables and $n$ constraints with high probability. To obtain this result we provide a robust, primal-dual…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Aaron Sidford , Zhao Song

In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…

Data Structures and Algorithms · Computer Science 2023-10-26 Sally Dong , Gramoz Goranci , Lawrence Li , Sushant Sachdeva , Guanghao Ye

We propose a novel quantum algorithm for solving linear optimization problems by quantum-mechanical simulation of the central path. While interior point methods follow the central path with an iterative algorithm that works with successive…

Quantum Physics · Physics 2024-10-17 Brandon Augustino , Jiaqi Leng , Giacomo Nannicini , Tamás Terlaky , Xiaodi Wu

Interior point algorithms for solving linear programs have been studied extensively for a long time [e.g. Karmarkar 1984; Lee, Sidford FOCS'14; Cohen, Lee, Song STOC'19]. For linear programs of the form $\min_{Ax=b, x \ge 0} c^\top x$ with…

Data Structures and Algorithms · Computer Science 2020-04-21 Jan van den Brand

Integer linear programs $\min\{c^T x : A x = b, x \in \mathbb{Z}^n_{\ge 0}\}$, where $A \in \mathbb{Z}^{m \times n}$, $b \in \mathbb{Z}^m$, and $c \in \mathbb{Z}^n$, can be solved in pseudopolynomial time for any fixed number of constraints…

Data Structures and Algorithms · Computer Science 2024-09-06 Lars Rohwedder , Karol Węgrzycki

We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…

Optimization and Control · Mathematics 2025-02-20 Xavier Allamigeon , Daniel Dadush , Georg Loho , Bento Natura , László A. Végh

Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…

Data Structures and Algorithms · Computer Science 2017-10-26 Jelena Diakonikolas , Lorenzo Orecchia

This paper shows how to solve linear programs of the form $\min_{Ax=b,x\geq0} c^\top x$ with $n$ variables in time $$O^*((n^{\omega}+n^{2.5-\alpha/2}+n^{2+1/6}) \log(n/\delta))$$ where $\omega$ is the exponent of matrix multiplication,…

Data Structures and Algorithms · Computer Science 2020-10-21 Michael B. Cohen , Yin Tat Lee , Zhao Song

We study the problem of solving linear program in the streaming model. Given a constraint matrix $A\in \mathbb{R}^{m\times n}$ and vectors $b\in \mathbb{R}^m, c\in \mathbb{R}^n$, we develop a space-efficient interior point method that…

Data Structures and Algorithms · Computer Science 2023-05-19 S. Cliff Liu , Zhao Song , Hengjie Zhang , Lichen Zhang , Tianyi Zhou

Integer programs with m constraints are solvable in pseudo-polynomial time in $\Delta$, the largest coefficient in a constraint, when m is a fixed constant. We give a new algorithm with a running time of $O(\sqrt{m}\Delta)^{2m} + O(nm)$,…

Data Structures and Algorithms · Computer Science 2022-07-27 Klaus Jansen , Lars Rohwedder

We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…

Data Structures and Algorithms · Computer Science 2024-06-10 Michał Dereziński , Jiaming Yang

We study the design of polylogarithmic depth algorithms for approximately solving packing and covering semidefinite programs (or positive SDPs for short). This is a natural SDP generalization of the well-studied positive LP problem.…

Data Structures and Algorithms · Computer Science 2016-01-12 Zeyuan Allen-Zhu , Yin Tat Lee , Lorenzo Orecchia

We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…

Machine Learning · Computer Science 2023-09-26 Nikolaos P. Bakas

Following the breakthrough work of Tardos in the bit-complexity model, Vavasis and Ye gave the first exact algorithm for linear programming in the real model of computation with running time depending only on the constraint matrix. For…

Optimization and Control · Mathematics 2023-03-16 Daniel Dadush , Sophie Huiberts , Bento Natura , László A. Végh

In this paper we present an $\tilde{O}(m\sqrt{n}\log^{O(1)}U)$ time algorithm for solving the maximum flow problem on directed graphs with $m$ edges, $n$ vertices, and capacity ratio $U$. This improves upon the previous fastest running time…

Data Structures and Algorithms · Computer Science 2015-03-06 Yin Tat Lee , Aaron Sidford

Integer Linear Programming with $n$ binary variables and $m$ many $0/1$-constraints can be solved in time $2^{\tilde O(m^2)} \text{poly}(n)$ and it is open whether the dependence on $m$ is optimal. Several seemingly unrelated problems,…

Data Structures and Algorithms · Computer Science 2024-09-06 Lars Rohwedder , Karol Węgrzycki

We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Data Structures and Algorithms · Computer Science 2025-07-17 Michał Dereziński , Aaron Sidford

In breakthrough work, Tardos (Oper. Res. '86) gave a proximity based framework for solving linear programming (LP) in time depending only on the constraint matrix in the bit complexity model. In Tardos's framework, one reduces solving the…

Optimization and Control · Mathematics 2020-09-11 Daniel Dadush , Bento Natura , László A. Végh

Consider a linear programming problem with n primal and m dual variables paired with n dual and m primal slack variables respectively, and aggregately denote these variables and slack variables as a vector z of length 2(n+m). Unlike…

Optimization and Control · Mathematics 2026-05-20 Wei Jing-Yuan
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