Abstract:
Semidefinite programming has been widely used in many recent
approximation algorithms. Unfortunately, solving semidefinite
programs is not easy (though polynomial-time). This is in contrast
to linear programming, which can often be replaced by more
"combinatorial" methods.
We develop a new, general, primal-dual approach to solve
semidefinite programs. The approach relies upon a generalization of
the well-known "multiplicative weights update" rule to symmetric
matrices that is of independent interest. We obtain the fastest
known algorithms to obtain approximate solutions to a variety of
problems such as {\sc Sparsest Cut} and {\sc Balanced Separator} in
undirected and directed weighted graphs and the {\sc Min-Uncut}
problem. A side-benefit is that our algorithms are "combinatorial."
We hope that this work will lead to more practical alternatives to
semidefinite programming.
(Joint work with Satyen Kale; to appear in STOC 2007)