On the Number of Iterations for Dantzig-Wolfe Optimization and Packing-Covering Approximation Algorithms

Computer Science – Data Structures and Algorithms

Scientific paper

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IPCO '99

Scientific paper

This paper gives a lower bound on the complexity of epsilon-approximately solving a packing or covering problem using a certain class of ``Lagrangian-relaxation'' algorithms: any such algorithm, given a problem formed by a random {0,1}-matrix, requires (with high probability) a number of iterations proportional to (rho/epsilon)^2 log m iterations. (Here rho is a technical parameter, the``width'' of the problem instance.) The class of algorithms in question includes Dantzig-Wolfe decomposition, Benders' decomposition, the Lagrangian-relaxation method developed by Held and Karp for lower-bounding TSP, and algorithms recently studied by many authors including Plotkin, Shmoys, and Tardos. The lower bound matches the known upper bounds within a constant factor. The lower bound is useful because, in practice, the dependence on epsilon limits the applicability of these algorithms. The lower bound provides some insight into what is necessary to surmount this dependence.

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