Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs

IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Oliver Hinder
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引用次数: 0

Abstract

We analyze restarted PDHG on totally unimodular linear programs. In particular, we show that restarted PDHG finds an ϵ-optimal solution in O(Hm12.5nnz(A)log(Hm2/ϵ)) matrix-vector multiplies where m1 is the number of constraints, m2 the number of variables, nnz(A) is the number of nonzeros in the constraint matrix, H is the largest absolute coefficient in the right hand side or objective vector, and ϵ is the distance to optimality of the outputted solution.
完全单模态线性程序上重启原始双混合梯度的最坏情况分析
我们分析了完全单模线性程序的重启 PDHG。我们特别指出,重启的 PDHG 能在 O(Hm12.5nnz(A)log(Hm2/ϵ)) 矩阵-向量乘法中找到ϵ-最优解,其中 m1 是约束条件的数量,m2 是变量的数量,nnz(A) 是约束矩阵中非zeros 的数量,H 是右侧或目标向量中最大的绝对系数,ϵ 是输出解到最优的距离。
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来源期刊
Operations Research Letters
Operations Research Letters 管理科学-运筹学与管理科学
CiteScore
2.10
自引率
9.10%
发文量
111
审稿时长
83 days
期刊介绍: Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.
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