Bento Natura (LSE)

Friday, January 28, 2022

Virtual via BlueJeans - 11:00 am

Title:  Fast Exact Solvers for Linear Programs via Interior Point Methods

Abstract:  Recent years have seen tremendous progress in approximate solvers for Linear Programs (LP) based on Interior-Point Methods (IPM). In this talk we show how to leverage these algorithms to design algorithms that solve LPs exactly. The running time of these algorithms depends on the constraint matrix only. We will present these algorithms in two different regimes: In the first, we use approximate LP solvers in a blackbox manner, extending Tardos’s Framework (Oper. Res. ’86). In the second, we design an exact IPM, using ideas of the recent approximate IPMs to improve the running time. 

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