English

The NP-hard problem of computing the maximal sample variance over interval data is solvable in almost linear time with high probability

Optimization and Control 2022-07-28 v4 Data Structures and Algorithms

Abstract

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the formulation can be written as a nonconvex quadratic program with a specific structure). First, we propose a new version of the algorithm improving its original time bound O(n22ω)O(n^2 2^\omega) to O(nlogn+n2ω)O(n \log n+n\cdot 2^\omega), where nn is number of input data and ω\omega is the clique number in a certain intersection graph. Then we treat input data as random variables as it is usual in statistics) and introduce a natural probabilistic data generating model. We get 2ω=O(n1/loglogn)2^\omega = O(n^{1/\log\log n}) and ω=O(logn/loglogn)\omega = O(\log n / \log\log n) on average. This results in average computing time O(n1+ϵ)O(n^{1+\epsilon}) for ϵ>0\epsilon > 0 arbitrarily small, which may be considered as "surprisingly good" average time complexity for solving an NP-hard problem. Moreover, we prove the following tail bound on the distribution of computation time: hard instances, forcing the algorithm to compute in time 2Ω(n)2^{\Omega(n)}, occur rarely, with probability tending to zero at the rate enloglogne^{-n\log\log n}.

Keywords

Cite

@article{arxiv.1905.07821,
  title  = {The NP-hard problem of computing the maximal sample variance over interval data is solvable in almost linear time with high probability},
  author = {Miroslav Rada and Michal Černý and Ondřej Sokol},
  journal= {arXiv preprint arXiv:1905.07821},
  year   = {2022}
}
R2 v1 2026-06-23T09:12:19.796Z