2022-05-25
On the integrality gap of binary integer programs with Gaussian data
Publication
Publication
Mathematical Programming Series B , Volume 197 p. 1221- 1263
For a binary integer program (IP) , where and have independent Gaussian entries and the right-hand side satisfies that its negative coordinates have norm at most n/10, we prove that the gap between the value of the linear programming relaxation and the IP is upper bounded by with probability at least . Our results give a Gaussian analogue of the classical integrality gap result of Dyer and Frieze (Math OR, 1989) in the case of random packing IPs. In constrast to the packing case, our integrality gap depends only polynomially on m instead of exponentially. Building upon recent breakthrough work of Dey, Dubey and Molinaro (SODA, 2021), we show that the integrality gap implies that branch-and-bound requires time on random Gaussian IPs with good probability, which is polynomial when the number of constraints m is fixed. We derive this result via a novel meta-theorem, which relates the size of branch-and-bound trees and the integrality gap for random logconcave IPs.
Additional Metadata | |
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doi.org/10.1007/s10107-022-01828-1 | |
Mathematical Programming Series B | |
Towards a Quantitative Theory of Integer Programming | |
Organisation | Networks and Optimization |
Borst, S., Dadush, D., Huiberts, S., & Tiwari, S. (2022). On the integrality gap of binary integer programs with Gaussian data. Mathematical Programming Series B, 197, 1221–1263. doi:10.1007/s10107-022-01828-1 |