On a Natural Dynamics for Linear Programming (1511.07020v1)

Abstract: In this paper we study dynamics inspired by Physarum polycephalum (a slime mold) for solving linear programs [NTY00, IJNT11, JZ12]. These dynamics are arrived at by a local and mechanistic interpretation of the inner workings of the slime mold and a global optimization perspective has been lacking even in the simplest of instances. Our first result is an interpretation of the dynamics as an optimization process. We show that Physarum dynamics can be seen as a steepest-descent type algorithm on a certain Riemannian manifold. Moreover, we prove that the trajectories of Physarum are in fact paths of optimizers to a parametrized family of convex programs, in which the objective is a linear cost function regularized by an entropy barrier. Subsequently, we rigorously establish several important properties of solution curves of Physarum. We prove global existence of such solutions and show that they have limits, being optimal solutions of the underlying LP. Finally, we show that the discretization of the Physarum dynamics is efficient for a class of linear programs, which include unimodular constraint matrices. Thus, together, our results shed some light on how nature might be solving instances of perhaps the most complex problem in P: linear programming.