Session B7 - Numerical Linear Algebra
July 14, 16:00 ~ 16:30
The computational complexity of duality
University of Illinois at Chicago, United States - firstname.lastname@example.org
We show that for any given norm ball or proper cone, weak membership in its dual ball or dual cone is polynomial-time reducible to weak membership in the given ball or cone. A consequence is that the weak membership or membership problem for a ball or cone is NP-hard if and only if the corresponding problem for the dual ball or cone is NP-hard. In a similar vein, we show that computation of the dual norm of a given norm is polynomial-time reducible to computation of the given norm. This extends to convex functions satisfying a polynomial growth condition: for such a given function, computation of its Fenchel dual/conjugate is polynomial-time reducible to computation of the given function. Hence the computation of a norm or a convex function of polynomial-growth is NP-hard if and only if the computation of its dual norm or Fenchel dual is NP-hard. We discuss implications of these results on the weak membership problem for a symmetric convex body and its polar dual, the polynomial approximability of Mahler volume, and the weak membership problem for the epigraph of a convex function with polynomial growth and that of its Fenchel dual.
Joint work with Lek-Heng Lim (University of Chicago, USA).