A note on Probably Certifiably Correct algorithms

Many optimization problems of interest are known to be intractable, and while there are often heuristics that are known to work on typical instances, it is usually not easy to determine a posteriori whether the optimal solution was found. In this short note, we discuss algorithms that not only solve the problem on typical instances, but also provide a posteriori certificates of optimality, probably certifiably correct (PCC) algorithms. As an illustrative example, we present a fast PCC algorithm for minimum bisection under the stochastic block model and briefly discuss other examples

Certifiably Correct Range-Aided SLAM

We present the first algorithm to efficiently compute certifiably optimal solutions to range-aided simultaneous localization and mapping (RA-SLAM) problems. Robotic navigation systems increasingly incorporate point-to-point ranging sensors, leading to state estimation problems in the form of RA-SLAM. However, the RA-SLAM problem is significantly more difficult to solve than traditional pose-graph SLAM: ranging sensor models introduce non-convexity and single range measurements do not uniquely determine the transform between the involved sensors. As a result, RA-SLAM inference is sensitive to initial estimates yet lacks reliable initialization techniques. Our approach, certifiably correct RA-SLAM (CORA), leverages a novel quadratically constrained quadratic programming (QCQP) formulation of RA-SLAM to relax the RA-SLAM problem to a semidefinite program (SDP). CORA solves the SDP efficiently using the Riemannian Staircase methodology; the SDP solution provides both (i) a lower bound on the RA-SLAM problem's optimal value, and (ii) an approximate solution of the RA-SLAM problem, which can be subsequently refined using local optimization. CORA applies to problems with arbitrary pose-pose, pose-landmark, and ranging measurements and, due to using convex relaxation, is insensitive to initialization. We evaluate CORA on several real-world problems. In contrast to state-of-the-art approaches, CORA is able to obtain high-quality solutions on all problems despite being initialized with random values. Additionally, we study the tightness of the SDP relaxation with respect to important problem parameters: the number of (i) robots, (ii) landmarks, and (iii) range measurements. These experiments demonstrate that the SDP relaxation is often tight and reveal relationships between graph rigidity and the tightness of the SDP relaxation.Comment: 17 pages, 9 figures, submitted to T-R