9 research outputs found
A dual ascent framework for Lagrangean decomposition of combinatorial problems
We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to multiple problem types. In this work, we propose such a general algorithm. It depends on several parameters, which can be used to optimize its performance in each particular setting. We demonstrate efficacy of our method on graph matching and multicut problems, where it outperforms state-of-the-art solvers including those based on subgradient optimization and off-the-shelf linear programming solvers
A dual ascent framework for Lagrangean decomposition of combinatorial problems
We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to multiple problem types. In this work, we propose such a general algorithm. It depends on several parameters, which can be used to optimize its performance in each particular setting. We demonstrate efficacy of our method on graph matching and multicut problems, where it outperforms state-of-the-art solvers including those based on subgradient optimization and off-the-shelf linear programming solvers
MAP inference via Block-Coordinate Frank-Wolfe Algorithm
We present a new proximal bundle method for Maximum-A-Posteriori (MAP)
inference in structured energy minimization problems. The method optimizes a
Lagrangean relaxation of the original energy minimization problem using a multi
plane block-coordinate Frank-Wolfe method that takes advantage of the specific
structure of the Lagrangean decomposition. We show empirically that our method
outperforms state-of-the-art Lagrangean decomposition based algorithms on some
challenging Markov Random Field, multi-label discrete tomography and graph
matching problems
A Message Passing Algorithm for the Minimum Cost Multicut Problem
We propose a dual decomposition and linear program relaxation of the NP -hard
minimum cost multicut problem. Unlike other polyhedral relaxations of the
multicut polytope, it is amenable to efficient optimization by message passing.
Like other polyhedral elaxations, it can be tightened efficiently by cutting
planes. We define an algorithm that alternates between message passing and
efficient separation of cycle- and odd-wheel inequalities. This algorithm is
more efficient than state-of-the-art algorithms based on linear programming,
including algorithms written in the framework of leading commercial software,
as we show in experiments with large instances of the problem from applications
in computer vision, biomedical image analysis and data mining.Comment: Added acknowledgment
A study of lagrangean decompositions and dual ascent solvers for graph matching
We study the quadratic assignment problem, in computer vision also known as graph matching. Two leading solvers for this problem optimize the Lagrange decomposition duals with sub-gradient and dual ascent (also known as message passing) updates. We explore this direction further and propose several additional Lagrangean relaxations of the graph matching problem along with corresponding algorithms, which are all based on a common dual ascent framework. Our extensive empirical evaluation gives several theoretical insights and suggests a new state-of-the-art anytime solver for the considered problem. Our improvement over state-of-the-art is particularly visible on a new dataset with large-scale sparse problem instances containing more than 500 graph nodes each
A Study of Lagrangean Decompositions and Dual Ascent Solvers for Graph Matching
We study the quadratic assignment problem, in computer vision also known as
graph matching. Two leading solvers for this problem optimize the Lagrange
decomposition duals with sub-gradient and dual ascent (also known as message
passing) updates. We explore s direction further and propose several additional
Lagrangean relaxations of the graph matching problem along with corresponding
algorithms, which are all based on a common dual ascent framework. Our
extensive empirical evaluation gives several theoretical insights and suggests
a new state-of-the-art any-time solver for the considered problem. Our
improvement over state-of-the-art is particularly visible on a new dataset with
large-scale sparse problem instances containing more than 500 graph nodes each.Comment: Added acknowledgment
A Primal-Dual Solver for Large-Scale Tracking-by-Assignment
We propose a fast approximate solver for the combinatorial problem known as
tracking-by-assignment, which we apply to cell tracking. The latter plays a key
role in discovery in many life sciences, especially in cell and developmental
biology. So far, in the most general setting this problem was addressed by
off-the-shelf solvers like Gurobi, whose run time and memory requirements
rapidly grow with the size of the input. In contrast, for our method this
growth is nearly linear.
Our contribution consists of a new (1) decomposable compact representation of
the problem; (2) dual block-coordinate ascent method for optimizing the
decomposition-based dual; and (3) primal heuristics that reconstructs a
feasible integer solution based on the dual information. Compared to solving
the problem with Gurobi, we observe an up to~60~times speed-up, while reducing
the memory footprint significantly. We demonstrate the efficacy of our method
on real-world tracking problems.Comment: 23rd International Conference on Artificial Intelligence and
Statistics (AISTATS), 202
Discrete graphical models -- an optimization perspective
This monograph is about discrete energy minimization for discrete graphical
models. It considers graphical models, or, more precisely, maximum a posteriori
inference for graphical models, purely as a combinatorial optimization problem.
Modeling, applications, probabilistic interpretations and many other aspects
are either ignored here or find their place in examples and remarks only. It
covers the integer linear programming formulation of the problem as well as its
linear programming, Lagrange and Lagrange decomposition-based relaxations. In
particular, it provides a detailed analysis of the polynomially solvable
acyclic and submodular problems, along with the corresponding exact
optimization methods. Major approximate methods, such as message passing and
graph cut techniques are also described and analyzed comprehensively. The
monograph can be useful for undergraduate and graduate students studying
optimization or graphical models, as well as for experts in optimization who
want to have a look into graphical models. To make the monograph suitable for
both categories of readers we explicitly separate the mathematical optimization
background chapters from those specific to graphical models.Comment: 270 page