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Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs

Authors Khaled Elbassioni, Kazuhisa Makino

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Khaled Elbassioni
  • Khalifa University of Science and Technology, Masdar City Campus, P.O. Box 54224, Abu Dhabi, UAE
Kazuhisa Makino
  • Research Institute for Mathematical Sciences (RIMS), Kyoto University, Kyoto 606-8502, Japan

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Khaled Elbassioni and Kazuhisa Makino. Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs. In 27th Annual European Symposium on Algorithms (ESA 2019). Leibniz International Proceedings in Informatics (LIPIcs), Volume 144, pp. 43:1-43:15, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2019)
https://doi.org/10.4230/LIPIcs.ESA.2019.43

Abstract

Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular structure of this class of problems, to obtain more efficient algorithms than those offered by general SDP solvers. For certain applications, such as those described in this paper, it maybe required to deal with SDP’s with exponentially or infinitely many constraints, which are accessible only via an oracle. In this paper, we give an efficient primal-dual algorithm to solve the problem in this case, which is an extension of a logarithmic-potential based algorithm of Grigoriadis, Khachiyan, Porkolab and Villavicencio (SIAM Journal of Optimization 41 (2001)) for packing/covering linear programs.

Subject Classification

ACM Subject Classification
  • Mathematics of computing → Semidefinite programming
  • Theory of computation → Numeric approximation algorithms
Keywords
  • Semidefinite programs
  • packing and covering
  • logarithmic potential
  • primal-dual algorithms
  • approximate solutions

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