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Minimizing Convex Functions with Rational Minimizers

Minimizing convex functions with rational minimizers
Authors: Haotian Jiang;

Minimizing Convex Functions with Rational Minimizers

Abstract

Given a separation oracle SO for a convex function f defined on ℝ n that has an integral minimizer inside a box with radius R , we show how to find an exact minimizer of f using at most O(n (n log log (n)/ log (n) + log ( R ))) calls to SO and poly ( n , log ( R )) arithmetic operations, or O(n log (nR) calls to SO and exp ( O(n) ) ⋅ poly (log (R) ) arithmetic operations. When the set of minimizers of f has integral extreme points, our algorithm outputs an integral minimizer of f . This improves upon the previously best oracle complexity of O(n 2 ( n + log ( R ))) for polynomial time algorithms and O(n 2 log ( nR ) for exponential time algorithms obtained by [Grötschel, Lovász and Schrijver, Prog. Comb. Opt. 1984, Springer 1988] over thirty years ago. Our improvement on Grötschel, Lovász and Schrijver’s result generalizes to the setting where the set of minimizers of f is a rational polyhedron with bounded vertex complexity. For the Submodular Function Minimization problem, our result immediately implies a strongly polynomial algorithm that makes at most O(n 3 log log ( n )/log ( n )) calls to an evaluation oracle, and an exponential time algorithm that makes at most O(n 2 log ( n )) calls to an evaluation oracle. These improve upon the previously best O(n 3 log 2 ( n )) oracle complexity for strongly polynomial algorithms given in [Lee, Sidford and Wong, FOCS 2015] and [Dadush, Végh and Zambelli, SODA 2018], and an exponential time algorithm with oracle complexity O(n 3 log ( n )) given in the former work. Our result is achieved via a reduction to the Shortest Vector Problem in lattices. We show how an approximately shortest vector of an auxiliary lattice can be used to effectively reduce the dimension of the problem. Our analysis of the oracle complexity is based on a potential function that simultaneously captures the size of the search set and the density of the lattice, which we analyze via tools from convex geometry and lattice theory.

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Keywords

FOS: Computer and information sciences, Convex programming, convex optimization, Discrete Mathematics (cs.DM), Computer Science - Information Theory, Information Theory (cs.IT), shortest vector problem, Optimization and Control (math.OC), Computer graphics; computational geometry (digital and algorithmic aspects), Computer Science - Data Structures and Algorithms, FOS: Mathematics, Derivative-free methods and methods using generalized derivatives, submodular function minimization, Data Structures and Algorithms (cs.DS), strongly polynomial time, Mathematics - Optimization and Control, rational minimizers, Computer Science - Discrete Mathematics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green