On the Integrality Gap of Binary Integer Programs with Gaussian Data

For a binary integer program (IP) $\max c^\T x, Ax \leq b, x \in \{0,1\}^n$, where $A \in \R^{m \times n}$ and $c \in \R^n$ have independent Gaussian entries and the right-hand side $b \in \R^m$ satisfies that its negative coordinates have $\ell_2$ norm at most $n/10$, we prove that the gap between the value … Read more

Simple Iterative Methods for Linear Optimization over Convex Sets

We give simple iterative methods for computing approximately optimal primal and dual solutions for the problem of maximizing a linear functional over a convex set $K$ given by a separation oracle. In contrast to prior work, our algorithms directly output primal and dual solutions and avoid a common requirement of binary search on the objective … Read more

On the Complexity of Branching Proofs

We consider the task of proving integer infeasibility of a bounded convex set K in R^n using a general branching proof system. In a general branching proof, one constructs a branching tree by adding an integer disjunction at each node, such that the leaves of the tree correspond to empty sets (i.e., K together with … Read more

Rescaling Algorithms for Linear Programming Part I: Conic feasibility

We propose simple polynomial-time algorithms for two linear conic feasibility problems. For a matrix $A\in \R^{m\times n}$, the {\em kernel problem} requires a positive vector in the kernel of $A$, and the {\em image problem} requires a positive vector in the image of $A^\T$. Both algorithms iterate between simple first order steps and rescaling steps. … Read more

On the Chvtal-Gomory Closure of a Compact Convex Set

In this paper, we show that the Chatal-Gomory closure of a compact convex set is a rational polytope. This resolves an open question discussed in Schrijver 1980 and generalizes the same result for the case of rational polytopes (Schrijver 1980), rational ellipsoids (Dey and Vielma 2010) and strictly convex sets (Dadush et. al 2010). In … Read more

The Chvatal-Gomory Closure of a Strictly Convex Body

In this paper, we prove that the Chvatal-Gomory closure of a set obtained as an intersection of a strictly convex body and a rational polyhedron is a polyhedron. Thus, we generalize a result of Schrijver which shows that the Chvatal-Gomory closure of a rational polyhedron is a polyhedron. Article Download View The Chvatal-Gomory Closure of … Read more