正半定规划的并行逼近算法

Rahul Jain, Penghui Yao
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引用次数: 39

摘要

正半定规划是半定规划的一个重要子类,其中所涉及的矩阵都是正半定的,所涉及的标量都是非负的。我们提出了一种并行算法,该算法给出了一个大小为N的正半确定程序的实例和一个近似因子e >, 0,在(并行)时间poly(1/e) polylog(N)中运行,使用poly(N)处理器,并输出一个在(1+ e)乘因子范围内的值至最优。我们的结果推广了Luby和Nisan(1993)关于正线性规划的类似结果,我们的算法受到了他们[10]算法的启发。
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A Parallel Approximation Algorithm for Positive Semidefinite Programming
Positive semi definite programs are an important subclass of semi definite programs in which all matrices involved in the specification of the problem are positive semi definite and all scalars involved are non-negative. We present a parallel algorithm, which given an instance of a positive semi definite program of size N and an approximation factor e >, 0, runs in (parallel) time poly(1/e) polylog(N), using poly(N) processors, and outputs a value which is within multiplicative factor of (1+ e) to the optimal. Our result generalizes analogous result of Luby and Nisan (1993) for positive linear programs and our algorithm is inspired by their algorithm of [10].
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