Using Optimization to Break the Epsilon Barrier: A Faster and Simpler Width-Independent Algorithm for Solving Positive Linear Programs in Parallel

Abstract

We study the design of nearly-linear-time algorithms for approximately solving positive linear programs. Both the parallel and the sequential deterministic versions of these algorithms require $Õ(∈−4)$ iterations, a dependence that has not been improved since the introduction of these methods in 1993 by Luby and Nisan. Moreover, previous algorithms and their analyses rely on update steps and convergence arguments that are combinatorial in nature, and do not seem to arise naturally from an optimization viewpoint. In this paper, we leverage insights from optimization theory to construct a novel algorithm that breaks the longstanding $Õ(∈−4) barrier$. Our algorithm has a simple analysis and a clear motivation. Our work introduces a number of novel techniques, such as the combined application of gradient descent and mirror descent, and a truncated, smoothed version of the standard multiplicative weight update, which may be of independent interest.

Publication
Proceedings of the 26th Annual ACM-SIAM Symposium on Discrete Algorithms

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