About strongly polynomial time algorithms for quadratic optimization over submodular constraints

We present new strongly polynomial algorithms for special cases of convex separable quadratic minimization over submodular constraints. The main results are: an O(NM log(N ²/M)) algorithm for the problemNetwork defined on a network onM arcs andN nodes; an O(n logn) algorithm for thetree problem onn variables; an O(n logn) algorithm for theNested problem, and a linear time algorithm for theGeneralized Upper Bound problem. These algorithms are the best known so far for these problems. The status of the general problem and open questions are presented as well.This research has been supported in part by ONR grant N00014-91-J-1241.Corresponding author.     

A new implementation of an algorithm for the optimal assignment problem: An improved version of Munkres' algorithm

Existing implementations of Munkres' algorithm for the optimal assignment problem are shown to requireO(n ⁴) time in the worstn×n case. A new implementation is presented which runs in worst-case timeO(n ³) and compares favorably in performance with the algorithm of Edmonds and Karp for this problem.The results of this paper were obtained by the author while at the Department of Computer Science, Cornell University. This work was supported in part by a Vanderbilt University Research Council Grant.     

Optimally Computing the Shortest Weakly Visible Subedge of a Simple Polygon

Given ann-vertex simple polygonP, the problem of computing the shortest weakly visible subedge ofPis that of finding a shortest line segmentson the boundary ofPsuch thatPis weakly visible froms(ifsexists). In this paper, we present new geometric observations that are useful for solving this problem. Based on these geometric observations, we obtain optimal sequential and parallel algorithms for solving this problem. Our sequential algorithm runs inO(n) time, and our parallel algorithm runs inO(log n) time usingO(n/log n) processors in the CREW PRAM computational model. Using the previously best known sequential algorithms to solve this problem would takeO(n²) time. We also give geometric observations that lead to extremely simple and optimal algorithms for solving, both sequentially and in parallel, the case of this problem where the polygons are rectilinear.     

A Parallel Reduction of Hamiltonian Cycle to Hamiltonian Path in Tournaments

We propose a parallel algorithm which reduces the problem of computing Hamiltonian cycles in tournaments to the problem of computing Hamiltonian paths. The running time of our algorithm is O(log n) using O(n²/log n) processors on a CRCW PRAM, and O(log n log log n) on an EREW PRAM using O(n²/log n log log n) processors. As a corollary, we obtain a new parallel algorithm for computing Hamiltonian cycles in tournaments. This algorithm can be implemented in time O(log n) using O(n²/log n) processors in the CRCW model and in time O(log²n) with O(n²/log n log log n) processors in the EREW model.     

A faster polynomial algorithm for the unbalanced Hitchcock transportation problem

We present a new algorithm for the Hitchcock transportation problem. On instances with n sources and k sinks, our algorithm has a worst-case running time of O(nk²(logn+klogk)). It closes a gap between algorithms with running time linear in n but exponential in k and a polynomial-time algorithm with running time O(nk²log²n).     

Simplicial approximation of solutions to the nonlinear complementarity problem with lower and upper bounds

Ideas of a simplicial variable dimension restart algorithm to approximate zero points onR ⁿ developed by the authors and of a linear complementarity problem pivoting algorithm are combined to an algorithm for solving the nonlinear complementarity problem with lower and upper bounds. The algorithm can be considered as a modification of the2n-ray zero point finding algorithm onR ⁿ . It appears that for the new algorithm the number of linear programming pivot steps is typically less than for the2n-ray algorithm applied to an equivalent zero point problem. This is caused by the fact that the algorithm utilizes the complementarity conditions on the variables. This work is part of the VF-program “Equilibrium and Disequilibrium in Demand and Supply,” which has been approved by the Netherlands Ministry of Education and Sciences.     

A new full-Newton step <Emphasis Type="Italic">O</Emphasis>(<Emphasis Type="Italic">n</Emphasis>) infeasible interior-point algorithm for semidefinite optimization

Interior-point methods for semidefinite optimization have been studied intensively, due to their polynomial complexity and practical efficiency. Recently, the second author designed a primal-dual infeasible interior-point algorithm with the currently best iteration bound for linear optimization problems. Since the algorithm uses only full Newton steps, it has the advantage that no line-searches are needed. In this paper we extend the algorithm to semidefinite optimization. The algorithm constructs strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem, close to their central paths. Two types of full-Newton steps are used, feasibility steps and (ordinary) centering steps, respectively. The algorithm starts from strictly feasible iterates of a perturbed pair, on its central path, and feasibility steps find strictly feasible iterates for the next perturbed pair. By using centering steps for the new perturbed pair, we obtain strictly feasible iterates close enough to the central path of the new perturbed pair. The starting point depends on a positive number ζ. The algorithm terminates either by finding an ε-solution or by detecting that the primal-dual problem pair has no optimal solution (X ^*,y ^*,S ^*) with vanishing duality gap such that the eigenvalues of X ^* and S ^* do not exceed ζ. The iteration bound coincides with the currently best iteration bound for semidefinite optimization problems.     

Algorithms for shortest paths and d-cycle problems

Let G be a weighted graph with n vertices and m edges. We address the d-cycle problem, i.e., the problem of finding a subgraph of minimum weight with given cyclomatic number d. Hartvigsen [Minimum path bases, J. Algorithms 15 (1993) 125–142] presented an algorithm with running time O(n²m) and O(n^2d−1m²) for the cyclomatic numbers d=1 and d2, respectively. Using a (d+1)-shortest-paths algorithm, we develop a new more efficient algorithm for the d-cycle problem with running time O(n^2d−1+n²m+n³logn).     

Single machine batch scheduling to minimize the weighted number of late jobs

The single machine batch scheduling problem to minimize the weighted number of late jobs is studied. In this problem,n jobs have to be processed on a single machine. Each job has a processing time, a due date and a weight. Jobs may be combined to form batches containing contiguously scheduled jobs. For each batch, a constant set-up time is needed before the first job of this batch is processed. The completion time of each job in the batch coincides with the completion time of the last job in this batch. A job is late if it is completed after its due date. A schedule specifies the sequence of jobs and the size of each batch, i.e. the number of jobs it contains. The objective is to find a schedule which minimizes the weighted number of late jobs. This problem isNP-hard even if all due dates are equal. For the general case, we present a dynamic programming algorithm which solves the problem with equal weights inO(n ³) time. We formulate a certain scaled problem and show that our dynamic programming algorithm applied to this scaled problem provides a fully polynomial approximation scheme for the original problem. Each algorithm of this scheme has a time requirement ofO(n ³/ +n ³ logn). A side result is anO(n logn) algorithm for the problem of minimizing the maximum weight of late jobs.Supported by INTAS Project 93-257.     

A data parallel augmenting path algorithm for the dense linear many-to-one assignment problem

The purpose of this study is to describe a data parallel primal-dual augmenting path algorithm for the dense linear many-to-one assignment problem also known as semi-assignment. This problem could for instance be described as assigning n persons to m(n) job groups.The algorithm is tailored specifically for massive SIMD parallelism and employs, in this context, a new efficient breadth-first-search augmenting path technique which is found to be faster than the shortest augmenting path search normally used in sequential algorithms for this problem. We show that the best known sequential computational complexity of O(mn ² ) for dense problems, is reduced to the parallel complexity of O(mn), on a machine with n processors supporting reductions in O(1) time. The algorithm is easy to implement efficiently on commercially available massively parallel computers. A range of numerical experiments are performed on a Connection Machine CM200 and a MasPar MP-2. The tests show the good performance of the proposed algorithm.     

On Conditional Covering Problem

The conditional covering problem (CCP) aims to locate facilities on a graph, where the vertex set represents both the demand points and the potential facility locations. The problem has a constraint that each vertex can cover only those vertices that lie within its covering radius and no vertex can cover itself. The objective of the problem is to find a set that minimizes the sum of the facility costs required to cover all the demand points. An algorithm for CCP on paths was presented by Horne and Smith (Networks 46(4):177–185, 2005). We show that their algorithm is wrong and further present a correct O(n ³) algorithm for the same. We also propose an O(n ²) algorithm for the CCP on paths when all vertices are assigned unit costs and further extend this algorithm to interval graphs without an increase in time complexity.     

New models for locating a moving service facility

In this paper we analyze a new location problem which is a generalization of the well-known single facility location model. This extension consists of introducing a general objective function and replacing fixed locations by trajectories. We prove that the problem is well-stated and solvable. A Weiszfeld type algorithm is proposed to solve this generalized dynamic single facility location problem on L ^p spaces of functions, with p ∈(1,2]. We prove global convergence of our algorithm once we have assumed that the set of demand functions and the initial step function belong to a subspace of L ^p called Sobolev space. Finally, examples are included illustrating the application of the model to generalized regression analysis and the convergence of the proposed algorithm. The examples also show that the pointwise extension of the algorithm does not have to converge to an optimal solution of the considered problem while the proposed algorithm does.     

A capacity-rounding algorithm for the minimum-cost circulation problem: A dual framework of the Tardos algorithm

Recently, É. Tardos gave a strongly polynomial algorithm for the minimum-cost circulation problem and solved the open problem posed in 1972 by J. Edmonds and R.M. Karp. Her algorithm runs in O(m ² T(m, n) logm) time, wherem is the number of arcs,n is the number of vertices, andT(m, n) is the time required for solving a maximum flow problem in a network withm arcs andn vertices. In the present paper, taking an approach that is a dual of Tardos's, we also give a strongly polynomial algorithm for the minimum-cost circulation problem. Our algorithm runs in O(m ² S(m, n) logm) time and reduces the computational complexity, whereS(m, n) is the time required for solving a shortest path problem with a fixed origin in a network withm arcs,n vertices, and a nonnegative arc length function. The complexity is the same as that of Orlin's algorithm, recently developed by efficiently implementing the Edmonds-Karp scaling algorithm.     

A new algorithm for minimizing convex functions over convex sets

Let be a convex set for which there is an oracle with the following property. Given any pointz∈ℝ ⁿ the oracle returns a “Yes” ifz∈S; whereas ifz∉S then the oracle returns a “No” together with a hyperplane that separatesz fromS. The feasibility problem is the problem of finding a point inS; the convex optimization problem is the problem of minimizing a convex function overS. We present a new algorithm for the feasibility problem. The notion of a volumetric center of a polytope and a related ellipsoid of maximum volume inscribable in the polytope are central to the algorithm. Our algorithm has a significantly better global convergence rate and time complexity than the ellipsoid algorithm. The algorithm for the feasibility problem easily adapts to the convex optimization problem.     

Infeasible Mehrotra-Type Predictor-Corrector Interior-Point Algorithm for the Cartesian P *(κ)-LCP Over Symmetric Cones

We propose an infeasible Mehrotra-type predictor-corrector algorithm with a new center parameter updating scheme for Cartesian P _*(κ)-linear complementarity problem over symmetric cones. Based on the Nesterov-Todd direction, we show that the iteration-complexity bound of the proposed algorithm is 𝒪((1 + κ)³ r ²log ε^?1), where r is the rank of the associated Euclidean Jordan algebras and κ is the handicap of the problem and ε > 0 is the required precision. Some numerical results are reported as well.     

On strategy improvement algorithms for simple stochastic games

The study of simple stochastic games (SSGs) was initiated by Condon for analyzing the computational power of randomized space-bounded alternating Turing machines. The game is played by two players, MAX and MIN, on a directed multigraph, and when the play terminates at a sink vertex s, MAX wins from MIN a payoff p(s)∈[0,1]. Condon proved that the problem SSG-VALUE—given a SSG, determine whether the expected payoff won by MAX is greater than 1/2 when both players use their optimal strategies—is in NP∩coNP. However, the exact complexity of this problem remains open, as it is not known whether the problem is in P or is hard for some natural complexity class. In this paper, we study the computational complexity of a strategy improvement algorithm by Hoffman and Karp for this problem. The Hoffman–Karp algorithm converges to optimal strategies of a given SSG, but no non-trivial bounds were previously known on its running time. We prove a bound of O(n²/n) on the convergence time of the Hoffman–Karp algorithm, and a bound of O(²0.78n) on a randomized variant. These are the first non-trivial upper bounds on the convergence time of these strategy improvement algorithms.     

A polynomial time primal network simplex algorithm for minimum cost flows

Developing a polynomial time primal network simplex algorithm for the minimum cost flow problem has been a long standing open problem. In this paper, we develop one such algorithm that runs in O(min(n ²m lognC, n ²m² logn)) time, wheren is the number of nodes in the network,m is the number of arcs, andC denotes the maximum absolute arc costs if arc costs are integer and ∞ otherwise. We first introduce a pseudopolynomial variant of the network simplex algorithm called the “premultiplier algorithm”. We then develop a cost-scaling version of the premultiplier algorithm that solves the minimum cost flow problem in O(min(nm lognC, nm ² logn)) pivots. With certain simple data structures, the average time per pivot can be shown to be O(n). We also show that the diameter of the network polytope is O(nm logn).     

Detecting Planar Patches in an Unorganised Set of Points in Space

Given n points in 3D, sampled from k original planes (with sampling errors), a new probabilistic method for detecting coplanar subsets of points in O(k ⁶) steps is introduced. The planes are reconstructed with small probability of error. The algorithm reduces the problem of reconstruction to the problem of clustering in R ³ and thereby produces effective results. The algorithm is significantly faster than other known algorithms in most cases.     

Massively parallel tabu search for the quadratic assignment problem

A new heuristic algorithm to perform tabu search on the Quadratic Assignment Problem (QAP) is developed. A massively parallel implementation of the algorithm on the Connection Machine CM-2 is provided. The implementation usesn ² processors, wheren is the size of the problem. The elements of the algorithm, calledPar_tabu, include dynamically changing tabu list sizes, aspiration criterion and long term memory. A new intensification strategy based on intermediate term memory is proposed and shown to be promising especially while solving large QAPs. The combination of all these elements gives a very efficient heuristic for the QAP: the best known or improved solutions are obtained in a significantly smaller number of iterations than in other comparative studies. Combined with the implementation on CM-2, this approach provides suboptimal solutions to QAPs of bigger dimensions in reasonable time.