We pose and study a fundamental algorithmic problem which we term mixture selection, arising as a building block in a number of game-theoretic applications: Given a function g from the n-dimensional hypercube to the bounded interval [-1, 1], and an n × rn matrix A with bounded entries, maximize g(Ax) over x in the m-dimensional simplex. This problem arises naturally when one seeks to design a lottery over items for sale in an auction, or craft the posterior beliefs for agents in a Bayesian game through the provision of information (a.k.a. signaling). We present an approximation algorithm for this problem when g simultaneously satisfies two “smoothness” properties: Lipschitz continuity with respect to the L∞norm, and noise stability. The latter notion, which we define and cater to our setting, controls the degree to which low-probability - and possibly correlated - errors in the inputs of g can impact its output. The approximation guarantee of our algorithm degrades gracefully as a function of the Lipschitz continuity and noise stability of g. In particular, when g is both 0(1)-Lipschitz continuous and 0(1)-stable, we obtain an (additive) polynomial-time approximation scheme (PTAS) for mixture selection. We also show that neither assumption suffices by itself for an additive PTAS, and both assumptions together do not suffice for an additive fully polynomial-time approximation scheme (FPTAS). We apply our algorithm for mixture selection to a number of different game-theoretic applications, focusing on problems from mechanism design and optimal signaling. In particular, we make progress on a number of open problems suggested in prior work by easily reducing them to mixture selection: we resolve an important special case of the small-menu lottery design problem posed by Dughmi, Han, and Nisan [10]; we resolve the problem of revenue-maximizing signaling in Bayesian secondprice auctions posed by Emek et al. [12] and Miltersen and Sheffet [5]; we design a quasipolynomial-time approximation scheme for the optimal signaling problem in normal form games suggested by Dughmi [9]; and we design an approximation algorithm for the optimal signaling problem in the voting model of Alonso and Camara [3].

We present fast and simple algebraic algorithms for the linear matroid parity problem and its applications. For the linear matroid parity problem, we obtain a simple randomized algorithm with running time O ( mr ω-1 ), where m and r are the number of columns and the number of rows, respectively, and ω ≈ 2.3727 is the matrix multiplication exponent. This improves the O ( mr ω )-time algorithm by Gabow and Stallmann and matches the running time of the algebraic algorithm for linear matroid intersection, answering a question of Harvey. We also present a very simple alternative algorithm with running time O ( mr 2 ), which does not need fast matrix multiplication. We further improve the algebraic algorithms for some specific graph problems of interest. For the Mader’s disjoint S -path problem, we present an O ( n ω )-time randomized algorithm where n is the number of vertices. This improves the running time of the existing results considerably and matches the running time of the algebraic algorithms for graph matching. For the graphic matroid parity problem, we give an O ( n 4 )-time randomized algorithm where n is the number of vertices, and an O ( n 3 )-time randomized algorithm for a special case useful in designing approximation algorithms. These algorithms are optimal in terms of n as the input size could be Ω ( n 4 ) and Ω ( n 3 ), respectively. The techniques are based on the algebraic algorithmic framework developed by Mucha and Sankowski, Harvey, and Sankowski. While linear matroid parity and Mader’s disjoint S -path are challenging generalizations for the design of combinatorial algorithms, our results show that both the algebraic algorithms for linear matroid intersection and graph matching can be extended nicely to more general settings. All algorithms are still faster than the existing algorithms even if fast matrix multiplication is not used. These provide simple algorithms that can be easily implemented in practice.

We consider the problem of computing the rank of an m × n matrix A over a field. We present a randomized algorithm to find a set of r = rank( A ) linearly independent columns in Õ (| A | + r ω ) field operations, where | A | denotes the number of nonzero entries in A and ω < 2.38 is the matrix multiplication exponent. Previously the best known algorithm to find a set of r linearly independent columns is by Gaussian elimination, with deterministic running time O ( mnr ω-2 ). Our algorithm is faster when r < max{ m , n }, for instance when the matrix is rectangular. We also consider the problem of computing the rank of a matrix dynamically, supporting the operations of rank one updates and additions and deletions of rows and columns. We present an algorithm that updates the rank in Õ ( mn ) field operations. We show that these algorithms can be used to obtain faster algorithms for various problems in exact linear algebra, combinatorial optimization and dynamic data structure.

We present a new algebraic formulation for computing edge connectivities in a directed graph, using ideas developed in network coding. This reduces the problem of computing edge connectivities to solving systems of linear equations, thus allowing us to use tools in linear algebra to design new algorithms. Using the algebraic formulation, we obtain faster algorithms for computing single source edge connectivities and all pairs edge connectivities. In some settings, the amortized time to compute the edge connectivity for one pair is sublinear. Through this connection, we have also found an interesting use of expanders and superconcentrators to design fast algorithms for some graph connectivity problems.

We consider the problem of computing the rank of an mxn matrix A over a field. We present a randomized algorithm to find a set of r = rank(A) linearly independent columns in O(|A| + rw) field operations, where |A| denotes the number of nonzero entries in A and w < 2.38 is the matrix multiplication exponent. Previously the best known algorithm to find a set of r linearly independent columns is by Gaussian elimination, with running time O(mnrw). Our algorithm is faster when r < max{m,n}, for instance when the matrix is rectangular. We also consider the problem of computing the rank of a matrix dynamically, supporting the operations of rank one updates and additions and deletions of rows and columns. We present an algorithm that updates the rank in O(mn) field operations. We show that these algorithms can be used to obtain faster algorithms for various problems in numerical linear algebra, combinatorial optimization and dynamic data structure.

We present a new algebraic formulation to compute edge connectivities in a directed graph, using the ideas developed in network coding. This reduces the problem of computing edge connectivities to solving systems of linear equations, thus allowing us to use tools in linear algebra to design new algorithms. Using the algebraic formulation we obtain faster algorithms for computing single source edge connectivities and all pairs edge connectivities, in some settings the amortized time to compute the edge connectivity for one pair is sub linear. Through this connection, we have also found an interesting use of expanders and super concentrators to design fast algorithms for some graph connectivity problems.

We present fast and simple algebraic algorithms for the linear matroid parity problem and its applications. For the linear matroid parity problem, we obtain a simple randomized algorithm with running time O(mrω–1) where m and r are the number of columns and the number of rows and ω ≈ 2.376 is the matrix multiplication exponent. This improves the O(mrω)-time algorithm by Gabow and Stallmann, and matches the running time of the algebraic algorithm for linear matroid intersection, answering a question of Harvey. We also present a very simple alternative algorithm with running time O(mr2) which does not need fast matrix multiplication. We further improve the algebraic algorithms for some specific graph problems of interest. For the Mader's disjoint S-path problem, we present an O(nω)-time randomized algorithm where n is the number of vertices. This improves the running time of the existing results considerably, and matches the running time of the algebraic algorithms for graph matching. For the graphic matroid parity problem, we give an O(n4)-time randomized algorithm where n is the number of vertices, and an O(n3)-time randomized algorithm for a special case useful in designing approximation algorithms. These algorithms are optimal in terms of n as the input size could be Ω(n4) and Ω(n3) respectively. The techniques are based on the algebraic algorithmic framework developed by Mucha and Sankowski, Harvey, and Sankowski. While linear matroid parity and Mader's disjoint S-path are challenging generalizations for the design of combinatorial algorithms, our results show that both the algebraic algorithms for linear matroid intersection and graph matching can be extended nicely to more general settings. All algorithms are still faster than the existing algorithms even if fast matrix multiplication is not used. These provide simple algorithms that can be easily implemented in practice.