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The complexity of geometric scaling

Published 9 May 2022 in math.OC and math.MG | (2205.04063v2)

Abstract: Geometric scaling, introduced by Schulz and Weismantel in 2002, solves the integer optimization problem $\max {c\mathord{\cdot}x: x \in P \cap \mathbb Zn}$ by means of primal augmentations, where $P \subset \mathbb Rn$ is a polytope. We restrict ourselves to the important case when $P$ is a $0/1$-polytope. Schulz and Weismantel showed that no more than $O(n \log n |c|\infty)$ calls to an augmentation oracle are required. This upper bound can be improved to $O(n \log |c|\infty)$ using the early-stopping policy proposed in 2018 by Le Bodic, Pavelka, Pfetsch, and Pokutta. Considering both the maximum ratio augmentation variant of the method as well as its approximate version, we show that these upper bounds are essentially tight by maximizing over a $n$-dimensional simplex with vectors $c$ such that $|c|_\infty$ is either $n$ or $2n$.

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