Extending Tardos's Theorem to Separable Convex Quadratic Programming
Bin Cui, Hanqing Li, Xupeng Miao
For an integer equality matrix $A\in\mathbb{Z}^{r\times m}$ of binary encoding length $\langle A\rangle$, Tardos's theorem solves linear programs using $\operatorname{poly}(r,m,\langle A\rangle)$ rational arithmetic operations and comparisons, independently of the right-hand side and objective coefficients. We extend this guarantee to continuous separable convex quadratic programming over $Ax=b$, $x\ge0$: the operation count is independent of the right-hand side, linear costs, and all nonnegative quadratic weights. The algorithm returns an exact optimal primal-dual pair or a certificate of infeasibility or unboundedness. All intermediate rational numbers have encoding lengths polynomial in the total input length. As an application, we obtain a strongly polynomial algorithm for continuous multicommodity flow with shared capacities and quadratic costs of aggregate arc flow, independently of demands, capacities, and cost coefficients. Objective compression and continuous-integer proximity yield a local solver returning a point close to an optimum. We relax nonnegativity on coordinates with zero optimal dual slack, minimize the largest remaining coordinate, and optimize over the relaxed coordinates. A descent LP over the recession cone provides a complementary bound. Circuit decomposition combines these bounds into a scale ensuring that each local call reveals a new coordinate. At most $m$ calls, followed by two LPs, recover an exact optimum and its dual certificate.
尚无 AI 解读,展示原文摘要