Fast Second-order Cone Programming for Safe Mission Planning

This paper considers the problem of safe mission planning of dynamic systems operating under uncertain environments. Much of the prior work on achieving robust and safe control requires solving second-order cone programs (SOCP). Unfortunately, existing general purpose SOCP methods are often infeasible for real-time robotic tasks due to high memory and computational requirements imposed by existing general optimization methods. The key contribution of this paper is a fast and memory-efficient algorithm for SOCP that would enable robust and safe mission planning on-board robots in real-time. Our algorithm does not have any external dependency, can efficiently utilize warm start provided in safe planning settings, and in fact leads to significant speed up over standard optimization packages (like SDPT3) for even standard SOCP problems. For example, for a standard quadrotor problem, our method leads to speedup of 1000x over SDPT3 without any deterioration in the solution quality. Our method is based on two insights: a) SOCPs can be interpreted as optimizing a function over a polytope with infinite sides, b) a linear function can be efficiently optimized over this polytope. We combine the above observations with a novel utilization of Wolfe's algorithm to obtain an efficient optimization method that can be easily implemented on small embedded devices. In addition to the above mentioned algorithm, we also design a two-level sensing method based on Gaussian Process for complex obstacles with non-linear boundaries such as a cylinder

Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference

We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF inference problems. The core of our method is a very efficient bounding procedure, which combines scalable semidefinite programming (SDP) and a cutting-plane method for seeking violated constraints. In order to further speed up the computation, several strategies have been exploited, including model reduction, warm start and removal of inactive constraints. We analyze the performance of the proposed method under different settings, and demonstrate that our method either outperforms or performs on par with state-of-the-art approaches. Especially when the connectivities are dense or when the relative magnitudes of the unary costs are low, we achieve the best reported results. Experiments show that the proposed algorithm achieves better approximation than the state-of-the-art methods within a variety of time budgets on challenging non-submodular MAP-MRF inference problems.Comment: 21 page

Info-Greedy sequential adaptive compressed sensing

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of $k$-sparse signals by connecting compressed sensing and blackbox complexity of sequential query algorithms, and present Info-Greedy algorithms for Gaussian and Gaussian Mixture Model (GMM) signals, as well as ways to design sparse Info-Greedy measurements. Numerical examples demonstrate the good performance of the proposed algorithms using simulated and real data: Info-Greedy Sensing shows significant improvement over random projection for signals with sparse and low-rank covariance matrices, and adaptivity brings robustness when there is a mismatch between the assumed and the true distributions.Comment: Preliminary results presented at Allerton Conference 2014. To appear in IEEE Journal Selected Topics on Signal Processin

Blending Learning and Inference in Structured Prediction

In this paper we derive an efficient algorithm to learn the parameters of structured predictors in general graphical models. This algorithm blends the learning and inference tasks, which results in a significant speedup over traditional approaches, such as conditional random fields and structured support vector machines. For this purpose we utilize the structures of the predictors to describe a low dimensional structured prediction task which encourages local consistencies within the different structures while learning the parameters of the model. Convexity of the learning task provides the means to enforce the consistencies between the different parts. The inference-learning blending algorithm that we propose is guaranteed to converge to the optimum of the low dimensional primal and dual programs. Unlike many of the existing approaches, the inference-learning blending allows us to learn efficiently high-order graphical models, over regions of any size, and very large number of parameters. We demonstrate the effectiveness of our approach, while presenting state-of-the-art results in stereo estimation, semantic segmentation, shape reconstruction, and indoor scene understanding

A Doubly Nudged Elastic Band Method for Finding Transition States

A modification of the nudged elastic band (NEB) method is presented that enables stable optimisations to be run using both the limited-memory quasi-Newton (L-BFGS) and slow-response quenched velocity Verlet (SQVV) minimisers. The performance of this new `doubly nudged' DNEB method is analysed in conjunction with both minimisers and compared with previous NEB formulations. We find that the fastest DNEB approach (DNEB/L-BFGS) can be quicker by up to two orders of magnitude. Applications to permutational rearrangements of the seven-atom Lennard-Jones cluster (LJ7) and highly cooperative rearrangements of LJ38 and LJ75 are presented. We also outline an updated algorithm for constructing complicated multi-step pathways using successive DNEB runs.Comment: 13 pages, 8 figures, 2 table

Fast Exact Booleans for Iterated CSG using Octree-Embedded BSPs

We present octree-embedded BSPs, a volumetric mesh data structure suited for performing a sequence of Boolean operations (iterated CSG) efficiently. At its core, our data structure leverages a plane-based geometry representation and integer arithmetics to guarantee unconditionally robust operations. These typically present considerable performance challenges which we overcome by using custom-tailored fixed-precision operations and an efficient algorithm for cutting a convex mesh against a plane. Consequently, BSP Booleans and mesh extraction are formulated in terms of mesh cutting. The octree is used as a global acceleration structure to keep modifications local and bound the BSP complexity. With our optimizations, we can perform up to 2.5 million mesh-plane cuts per second on a single core, which creates roughly 40-50 million output BSP nodes for CSG. We demonstrate our system in two iterated CSG settings: sweep volumes and a milling simulation