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We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…

Functional Analysis · Mathematics 2007-05-23 Leonid Kontorovich

Solving (mixed) integer linear programs, (M)ILPs for short, is a fundamental optimization task. While hard in general, recent years have brought about vast progress for solving structurally restricted, (non-mixed) ILPs: $n$-fold, tree-fold,…

Data Structures and Algorithms · Computer Science 2019-12-10 Cornelius Brand , Martin Koutecký , Sebastian Ordyniak

This article is a survey of results concerning an inequality, which may be seen as a versatile tool to solve problems in the domain of Applied Probability. The inequality, which we call BRS-inequality, gives a convenient upper bound for the…

Probability · Mathematics 2020-07-13 F. Thomas Bruss

In a column-restricted covering integer program (CCIP), all the non-zero entries of any column of the constraint matrix are equal. Such programs capture capacitated versions of covering problems. In this paper, we study the approximability…

Data Structures and Algorithms · Computer Science 2015-05-18 Deeparnab Chakrabarty , Elyot Grant , Jochen Koenemann

Strong Branching (SB) is a cornerstone of all modern branching rules used in the Branch-and-Bound (BnB) algorithm, which is at the center of Mixed-Integer Programming solvers. In its full form, SB evaluates all variables to branch on and…

Optimization and Control · Mathematics 2024-04-08 Gioni Mexi , Somayeh Shamsi , Mathieu Besançon , Pierre Le Bodic

Convergence guarantees of many resilient consensus algorithms are based on the graph theoretic properties of $r$- and $(r,s)$-robustness. These algorithms guarantee consensus of normally behaving agents in the presence of a bounded number…

Systems and Control · Computer Science 2019-06-21 James Usevitch , Dimitra Panagou

We consider set covering problems where the underlying set system satisfies a particular replacement property w.r.t. a given partial order on the elements: Whenever a set is in the set system then a set stemming from it via the replacement…

Discrete Mathematics · Computer Science 2015-03-17 Friedrich Eisenbrand , Naonori Kakimura , Thomas Rothvoß , Laura Sanità

An integer program (IP) with a finite number of feasible solutions may have an unbounded linear programming relaxation if it contains irrational parameters, due to implicit constraints enforced by the irrational numbers. We show that those…

Optimization and Control · Mathematics 2024-02-13 Seyedmohammadhossein Hosseinian , Andrew J. Schaefer

Branch-and-bound algorithms (B&B) and polynomial-time approximation schemes (PTAS) are two seemingly distant areas of combinatorial optimization. We intend to (partially) bridge the gap between them while expanding the boundary of…

Data Structures and Algorithms · Computer Science 2026-04-03 Koppány István Encz , Monaldo Mastrolilli , Eleonora Vercesi

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…

Statistics Theory · Mathematics 2014-05-22 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

We consider chance-constrained binary programs, where each row of the inequalities that involve uncertainty needs to be satisfied probabilistically. Only the information of the mean and covariance matrix is available, and we solve…

Optimization and Control · Mathematics 2020-03-24 Yiling Zhang , Ruiwei Jiang , Siqian Shen

Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…

Numerical Analysis · Mathematics 2014-05-16 John T. Holodnak , Ilse C. F. Ipsen

Motivated by the Koml\'os conjecture in combinatorial discrepancy, we study the discrepancy of random matrices with $m$ rows and $n$ independent columns drawn from a bounded lattice random variable. It is known that for $n$ tending to…

Combinatorics · Mathematics 2018-10-19 Cole Franks , Michael Saks

We show that a variant of the random-edge pivoting rule results in a strongly polynomial time simplex algorithm for linear programs $\max\{c^Tx \colon Ax\leq b\}$, whose constraint matrix $A$ satisfies a geometric property introduced by…

Data Structures and Algorithms · Computer Science 2016-03-22 Friedrich Eisenbrand , Santosh Vempala

We present a class of linear programming approximations for constrained optimization problems. In the case of mixed-integer polynomial optimization problems, if the intersection graph of the constraints has bounded tree-width our…

Optimization and Control · Mathematics 2016-10-20 Daniel Bienstock , Gonzalo Munoz

We develop a framework for approximation limits of polynomial-size linear programs from lower bounds on the nonnegative ranks of suitably defined matrices. This framework yields unconditional impossibility results that are applicable to any…

Computational Complexity · Computer Science 2014-05-20 Gábor Braun , Samuel Fiorini , Sebastian Pokutta , David Steurer

We present an efficient reduction from the Bounded integer programming (BIP) to the Subspace avoiding problem (SAP) in lattice theory. The reduction has some special properties with some interesting consequences. The first is the new upper…

Computational Complexity · Computer Science 2008-08-12 Thân Quang Khoát

A classic result of Cook et al. (1986) bounds the distances between optimal solutions of mixed-integer linear programs and optimal solutions of the corresponding linear relaxations. Their bound is given in terms of the number of variables…

Optimization and Control · Mathematics 2018-01-29 Joseph Paat , Robert Weismantel , Stefan Weltge

Bounds on the entropy of patterns of sequences generated by independently identically distributed (i.i.d.) sources are derived. A pattern is a sequence of indices that contains all consecutive integer indices in increasing order of first…

Information Theory · Computer Science 2007-07-13 Gil I. Shamir

We consider the chance-constrained program (CCP) with random right-hand side under a finite discrete distribution. It is known that the standard mixed integer linear programming (MILP) reformulation of the CCP is generally difficult to…

Optimization and Control · Mathematics 2026-01-28 Wei Lv , Wei-Kun Chen , Yu-Hong Dai , Xiao-Jiao Tong