# Efficient Inverse Maintenance and Faster Algorithms for Linear Programming

arXiv: https://arxiv.org/abs/1503.01752 · HTML: https://mlsanity.com/paper/1503.01752/

## Key facts

- Cited by 13 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 5 Mar 2015.

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## Abstract (arXiv)

In this paper, we consider the following inverse maintenance problem: given A ∈ ℝn× d and a number of rounds r, we receive a n× n diagonal matrix D(k) at round k and we wish to maintain an efficient linear system solver for ATD(k)A under the assumption D(k) does not change too rapidly. This inverse maintenance problem is the computational bottleneck in solving multiple optimization problems. We show how to solve this problem with tildeO(nnz(A)+dω) preprocessing time and amortized tildeO(nnz(A)+d2) time per round, improving upon previous running times for solving this problem. Consequently, we obtain the fastest known running times for solving multiple problems including, linear programming and computing a rounding of a polytope. In particular given a feasible point in a linear program with d variables, n constraints, and constraint matrix A∈ℝn× d, we show how to solve the linear program in time tildeO(nnz(A)+d2)√dlog(ε-1)). We achieve our results through a novel combination of classic numerical techniques of low rank update, preconditioning, and fast matrix multiplication as well as recent work on subspace embeddings and spectral sparsification that we hope will be of independent interest.
