We consider a new problem of designing a network with small @math - @math effective resistance. In this problem, we are given an undirected graph @math , two designated vertices @math , and a budget @math . The goal is to choose a subgraph of @math with at most @math edges to minimize the @math - @math effective resistance. This problem is an interpolation between the shortest path problem and the minimum cost flow problem and has applications in electrical network design. We present several algorithmic and hardness results for this problem and its variants. On the hardness side, we show that the problem is NP-hard, and the weighted version is hard to approximate within a factor smaller than two assuming the small-set expansion conjecture. On the algorithmic side, we analyze a convex programming relaxation of the problem and design a constant factor approximation algorithm. The key of the rounding algorithm is a randomized path-rounding procedure based on the optimality conditions and a flow decomposition of the fractional solution. We also use dynamic programming to obtain a fully polynomial time approximation scheme when the input graph is a series-parallel graph, with better approximation ratio than the integrality gap of the convex program for these graphs.
The effective resistance between two nodes of a weighted graph is the electrical resistance seen between the nodes of a resistor network with branch conductances given by the edge weights. The effective resistance comes up in many applications and fields in addition to electrical network analysis, including, for example, Markov chains and continuous-time averaging networks. In this paper we study the problem of allocating edge weights on a given graph in order to minimize the total effective resistance, i.e., the sum of the resistances between all pairs of nodes. We show that this is a convex optimization problem and can be solved efficiently either numerically or, in some cases, analytically. We show that optimal allocation of the edge weights can reduce the total effective resistance of the graph (compared to uniform weights) by a factor that grows unboundedly with the size of the graph. We show that among all graphs with @math nodes, the path has the largest value of optimal total effective resistance and the complete graph has the least. The algebraic connectivity of a graph is the second smallest eigenvalue of the graph Laplacian, and is a measure of how well-connected the graph is. We study the problem of adding edges (from a set of candidate edges) to a graph so as to maximize its algebraic connectivity. This is a difficult combinatorial optimization, so we seek a heuristic for approximately solving the problem. The standard convex relaxation of the problem can be expressed as a semidefinite program (SDP); for modest sized problems, this yields a cheaply computable upper bound on the optimal value, as well as a heuristic for choosing the edges to be added. We describe a new greedy heuristic for the problem. The heuristic is based on the Fiedler vector, and therefore can be applied to very large graphs. The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency is measured by optimality criteria, including A(verage), D(eterminant), T(race), E(igen), V(ariance) and G-optimality. Except for the T-optimality, exact optimization is NP-hard. We propose a polynomial-time regret minimization framework to achieve a @math approximation with only @math design points, for all the optimality criteria above. In contrast, to the best of our knowledge, before our work, no polynomial-time algorithm achieves @math approximations for D E G-optimality, and the best poly-time algorithm achieving @math -approximation for A V-optimality requires @math design points. We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in @math dimensions. We study the @math -optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of the vector being measured. The problem also finds applications in sensor placement in wireless networks, sparse least squares regression, feature selection for @math -means clustering, and matrix approximation. In this paper, we introduce proportional volume sampling to obtain improved approximation algorithms for @math -optimal design. Our main result is to obtain improved approximation algorithms for the @math -optimal design problem by introducing the proportional volume sampling algorithm. Our results nearly optimal bounds in the asymptotic regime when the number of measurements done, @math , is significantly more than the dimension @math . We also give first approximation algorithms when @math is small including when @math . The proportional volume-sampling algorithm also gives approximation algorithms for other optimal design objectives such as @math -optimal design and generalized ratio objective matching or improving previous best known results. Interestingly, we show that a similar guarantee cannot be obtained for the @math -optimal design problem. We also show that the @math -optimal design problem is NP-hard to approximate within a fixed constant when @math . We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e., the mixing rate of the Markov chain, is determined by the second largest eigenvalue modulus (SLEM) of the transition probability matrix. In this paper we address the problem of assigning probabilities to the edges of the graph in such a way as to minimize the SLEM, i.e., the problem of finding the fastest mixing Markov chain on the graph. We show that this problem can be formulated as a convex optimization problem, which can in turn be expressed as a semidefinite program (SDP). This allows us to easily compute the (globally) fastest mixing Markov chain for any graph with a modest number of edges (say, @math ) using standard numerical methods for SDPs. Larger problems can be solved by exploiting various types of symmetry and structure in the problem, and far larger problems (say, 100,000 edges) can be solved using a subgradient method we describe. We compare the fastest mixing Markov chain to those obtained using two commonly used heuristics: the maximum-degree method, and the Metropolis--Hastings algorithm. For many of the examples considered, the fastest mixing Markov chain is substantially faster than those obtained using these heuristic methods. We derive the Lagrange dual of the fastest mixing Markov chain problem, which gives a sophisticated method for obtaining (arbitrarily good) bounds on the optimal mixing rate, as well as the optimality conditions. Finally, we describe various extensions of the method, including a solution of the problem of finding the fastest mixing reversible Markov chain, on a fixed graph, with a given equilibrium distribution. We consider a variation of the spectral sparsification problem where we are required to keep a subgraph of the original graph. Formally, given a union of two weighted graphs G and W and an integer k, we are asked to find a k-edge weighted graph Wk such that G+Wk is a good spectral sparsifer of G+W. We will refer to this problem as the subgraph (spectral) sparsification. We present a nontrivial condition on G and W such that a good sparsifier exists and give a polynomial-time algorithm to find the sparsifer. As an application of our technique, we show that for each positive integer k, every n-vertex weighted graph has an (n-1+k)-edge spectral sparsifier with relative condition number at most n k log n, O(log log n) where O() hides lower order terms. Our bound nearly settles a question left open by Spielman and Teng about ultrasparsifiers. We also present another application of our technique to spectral optimization in which the goal is to maximize the algebraic connectivity of a graph (e.g. turn it into an expander) with a limited number of edges.