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arxiv: 1101.3267 · v1 · pith:YNYXFVREnew · submitted 2011-01-17 · 🧮 math.OC · cs.DM· cs.DS· math.CO

N-fold integer programming in cubic time

classification 🧮 math.OC cs.DMcs.DSmath.CO
keywords integerprogrammingalgorithmtimearticlebimatrixcubicmoreover
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N-fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer programming. The fastest algorithm for $n$-fold integer programming predating the present article runs in time $O(n^{g(A)}L)$ with $L$ the binary length of the numerical part of the input and $g(A)$ the so-called Graver complexity of the bimatrix $A$ defining the system. In this article we provide a drastic improvement and establish an algorithm which runs in time $O(n^3 L)$ having cubic dependency on $n$ regardless of the bimatrix $A$. Our algorithm can be extended to separable convex piecewise affine objectives as well, and also to systems defined by bimatrices with variable entries. Moreover, it can be used to define a hierarchy of approximations for any integer programming problem.

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