اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدSolving Tall Dense SDPs in the Current Matrix Multiplication Time
311
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
This paper introduces a new interior point method algorithm that solves semidefinite programming (SDP) with variable size $n times n$ and $m$ constraints in the (current) matrix multiplication time $m^{omega}$ when $m geq Omega(n^2)$. Our algorithm is optimal because even finding a feasible matrix that satisfies all the constraints requires solving an linear system in $m^{omega}$ time. Our work improves the state-of-the-art SDP solver [Jiang, Kathuria, Lee, Padmanabhan and Song, FOCS 2020], and it is the first result that SDP can be solved in the optimal running time. Our algorithm is based on two novel techniques: $bullet$ Maintaining the inverse of a Kronecker product using lazy updates. $bullet$ A general amortization scheme for positive semidefinite matrices.
قيم البحث
اقرأ أيضاً
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 $tilde{O}(sqrt{d})$-iteration
interior point method inspired by the methods of Lee and Sidford (2014, 2019) and show how to efficiently implement this method using new data-structures based on heavy-hitters, the Johnson-Lindenstrauss lemma, and inverse maintenance. Interestingly, we obtain this running time without using fast matrix multiplication and consequently, barring a major advance in linear system solving, our running time is near optimal for solving dense linear programs among algorithms that do not use fast matrix multiplication.
We show how to sketch semidefinite programs (SDPs) using positive maps in order to reduce their dimension. More precisely, we use Johnsonhyp{}Lindenstrauss transforms to produce a smaller SDP whose solution preserves feasibility or approximates the v
alue of the original problem with high probability. These techniques allow to improve both complexity and storage space requirements. They apply to problems in which the Schatten 1-norm of the matrices specifying the SDP and also of a solution to the problem is constant in the problem size. Furthermore, we provide some results which clarify the limitations of positive, linear sketches in this setting.
A number of statistical estimation problems can be addressed by semidefinite programs (SDP). While SDPs are solvable in polynomial time using interior point methods, in practice generic SDP solvers do not scale well to high-dimensional problems. In o
rder to cope with this problem, Burer and Monteiro proposed a non-convex rank-constrained formulation, which has good performance in practice but is still poorly understood theoretically. In this paper we study the rank-constrained version of SDPs arising in MaxCut and in synchronization problems. We establish a Grothendieck-type inequality that proves that all the local maxima and dangerous saddle points are within a small multiplicative gap from the global maximum. We use this structural information to prove that SDPs can be solved within a known accuracy, by applying the Riemannian trust-region method to this non-convex problem, while constraining the rank to be of order one. For the MaxCut problem, our inequality implies that any local maximizer of the rank-constrained SDP provides a $ (1 - 1/(k-1)) times 0.878$ approximation of the MaxCut, when the rank is fixed to $k$. We then apply our results to data matrices generated according to the Gaussian ${mathbb Z}_2$ synchronization problem, and the two-groups stochastic block model with large bounded degree. We prove that the error achieved by local maximizers undergoes a phase transition at the same threshold as for information-theoretically optimal methods.
Interior point algorithms for solving linear programs have been studied extensively for a long time [e.g. Karmarkar 1984; Lee, Sidford FOCS14; Cohen, Lee, Song STOC19]. For linear programs of the form $min_{Ax=b, x ge 0} c^top x$ with $n$ variables a
nd $d$ constraints, the generic case $d = Omega(n)$ has recently been settled by Cohen, Lee and Song [STOC19]. Their algorithm can solve linear programs in $tilde O(n^omega log(n/delta))$ expected time, where $delta$ is the relative accuracy. This is essentially optimal as all known linear system solvers require up to $O(n^{omega})$ time for solving $Ax = b$. However, for the case of deterministic solvers, the best upper bound is Vaidyas 30 years old $O(n^{2.5} log(n/delta))$ bound [FOCS89]. In this paper we show that one can also settle the deterministic setting by derandomizing Cohen et al.s $tilde{O}(n^omega log(n/delta))$ time algorithm. This allows for a strict $tilde{O}(n^omega log(n/delta))$ time bound, instead of an expected one, and a simplified analysis, reducing the length of their proof of their central path method by roughly half. Derandomizing this algorithm was also an open question asked in Songs PhD Thesis. The main tool to achieve our result is a new data-structure that can maintain the solution to a linear system in subquadratic time. More accurately we are able to maintain $sqrt{U}A^top(AUA^top)^{-1}Asqrt{U}:v$ in subquadratic time under $ell_2$ multiplicative changes to the diagonal matrix $U$ and the vector $v$. This type of change is common for interior point algorithms. Previous algorithms [e.g. Vaidya STOC89; Lee, Sidford FOCS15; Cohen, Lee, Song STOC19] required $Omega(n^2)$ time for this task. [...]
We show how to construct highly symmetric algorithms for matrix multiplication. In particular, we consider algorithms which decompose the matrix multiplication tensor into a sum of rank-1 tensors, where the decomposition itself consists of orbits und
er some finite group action. We show how to use the representation theory of the corresponding group to derive simple constraints on the decomposition, which we solve by hand for n=2,3,4,5, recovering Strassens algorithm (in a particularly symmetric form) and new algorithms for larger n. While these new algorithms do not improve the known upper bounds on tensor rank or the matrix multiplication exponent, they are beautiful in their own right, and we point out modifications of this idea that could plausibly lead to further improvements. Our constructions also suggest further patterns that could be mined for new algorithms, including a tantalizing connection with lattices. In particular, using lattices we give the most transparent proof to date of Strassens algorithm; the same proof works for all n, to yield a decomposition with $n^3 - n + 1$ terms.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
