Improving Proximity Bounds Using Sparsity

We refer to the distance between optimal solutions of integer programs and their linear relaxations as proximity. In 2018, Eisenbrand and Weismantel proved that proximity is independent of the dimension for programs in standard form. We improve their bounds using existing and novel results on the sparsity of integer solutions. We first bound proximity in terms of the largest absolute value of any full-dimensional minor in the constraint matrix, and this bound is tight up to a polynomial factor in the number of constraints. We also give an improved bound in terms of the largest absolute entry in the constraint matrix, after efficiently transforming the program into an equivalent one. Our results are stated in terms of general sparsity bounds, so any new results on sparse solutions immediately improves our work. Generalizations to mixed integer programs are also discussed.

[1]  Alexander Schrijver,et al.  Theory of linear and integer programming , 1986, Wiley-Interscience series in discrete mathematics and optimization.

[2]  Friedrich Eisenbrand,et al.  Carathéodory bounds for integer cones , 2006, Oper. Res. Lett..

[3]  Jadranka Skorin-Kapov,et al.  Some proximity and sensitivity results in quadratic integer programming , 1990, Math. Program..

[4]  Iskander Aliev,et al.  Sparse Solutions of Linear Diophantine Equations , 2016, SIAM J. Appl. Algebra Geom..

[5]  J. George Shanthikumar,et al.  Convex separable optimization is not much harder than linear optimization , 1990, JACM.

[6]  Alexander Martin,et al.  A counterexample to an integer analogue of Carathéodory's theorem , 1999 .

[7]  Jesús A. De Loera,et al.  The Support of Integer Optimal Solutions , 2017, SIAM J. Optim..

[8]  Michael Werman,et al.  The relationship between integer and real solutions of constrained convex programming , 1991, Math. Program..

[9]  Joseph Paat,et al.  Sparsity of Integer Solutions in the Average Case , 2019, IPCO.

[10]  Joseph Paat,et al.  The Distributions of Functions Related to Parametric Integer Optimization , 2019, SIAM J. Appl. Algebra Geom..

[11]  E. Steinitz Bedingt konvergente Reihen und konvexe Systeme. , 1913 .

[12]  Leonid Khachiyan,et al.  On the Complexity of Approximating Extremal Determinants in Matrices , 1995, J. Complex..

[13]  William J. Cook,et al.  Sensitivity theorems in integer linear programming , 1986, Math. Program..

[14]  Iskander Aliev,et al.  Optimizing Sparsity over Lattices and Semigroups , 2019, Conference on Integer Programming and Combinatorial Optimization.

[15]  András Sebö,et al.  Hilbert Bases, Caratheodory's Theorem and Combinatorial Optimization , 1990, IPCO.

[16]  Friedrich Eisenbrand,et al.  On largest volume simplices and sub-determinants , 2014, SODA.

[17]  Joseph Paat,et al.  Distances between optimal solutions of mixed-integer programs , 2018, Math. Program..

[18]  Friedrich Eisenbrand,et al.  An Algorithmic Theory of Integer Programming , 2019, ArXiv.

[19]  Friedrich Eisenbrand,et al.  Proximity Results and Faster Algorithms for Integer Programming Using the Steinitz Lemma , 2017, SODA.

[20]  Jon Lee,et al.  On Proximity for k-Regular Mixed-Integer Linear Optimization , 2019, WCGO.

[21]  Jon Lee,et al.  Subspaces with well-scaled frames , 1989 .

[22]  William J. Cook,et al.  An integer analogue of Carathéodory's theorem , 1986, J. Comb. Theory, Ser. B.

[23]  Winfried Bruns,et al.  Normality and covering properties of affine semigroups , 1999 .

[24]  Iskander Aliev,et al.  Distances to lattice points in knapsack polyhedra , 2018, Mathematical Programming.