New Convex Programming Technique for Nash Social Welfare and Scheduling
Provides a simpler, practical solution method for the weighted Nash social welfare problem, which is important for fair allocation in economics and computer science.
The authors propose a new convex programming relaxation for weighted Nash social welfare that achieves a matching 1.445-approximation, and can be solved as a compact linear program without complex oracles. The technique also extends to scheduling problems, recovering best-known approximations with simpler analyses.
We propose a new convex programming relaxation for the weighted Nash social welfare (NSW) problem that achieves a matching $(e^{1/e}\approx 1.445)$-approximation via the rounding algorithm of Feng and Li. Unlike the exponential-size configuration LP used in prior work, our formulation can be converted into a compact linear program of polynomial size, incurring only an additive loss of $\ln(1+ε)$ in the objective. This allows the program to be solved directly using standard LP solvers, without the ellipsoid method or dual separation oracles. In the unweighted case, we show that our convex program is equivalent to the restricted-spending Fisher market convex program of Cole and Gkatzelis, yielding a constructive proof that its integrality gap is exactly $e^{1/e}$. With a minor modification, our analysis also gives a simple proof of the $e^{1/e}$ EF1 gap for the identical agent setting. Finally, we show that our convex programming technique extends to two unrelated machine scheduling problems, recovering the best-known approximation ratios with simpler analyses.