Talks
Fall 2017

Sticky Brownian Rounding and its Applications to Constraint Satisfaction Problems

Monday, December 10th, 2018, 10:15 am10:45 am

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Speaker: 

Sasho Nikolov (University of Toronto)

We present a new general and simple method for rounding semi-definite programs, based on Brownian motion. Our approach is inspired by recent results in algorithmic discrepancy theory. We develop and present tools for analyzing our new rounding algorithms, utilizing mathematical machinery from the theory of Brownian motion, complex analysis, and partial differential equations. Focusing on constraint satisfaction problems, we apply our method to several classical problems, including Max Cut, Max 2-SAT, and Max DiCut, and derive new algorithms that are competitive with the best known results. We further show the versatility of our approach by presenting simple and natural variants of it, and we numerically demonstrate that they exhibit nearly optimal approximation guarantees for some problems.