2,681 research outputs found
Convex Relaxations for Permutation Problems
Seriation seeks to reconstruct a linear order between variables using
unsorted, pairwise similarity information. It has direct applications in
archeology and shotgun gene sequencing for example. We write seriation as an
optimization problem by proving the equivalence between the seriation and
combinatorial 2-SUM problems on similarity matrices (2-SUM is a quadratic
minimization problem over permutations). The seriation problem can be solved
exactly by a spectral algorithm in the noiseless case and we derive several
convex relaxations for 2-SUM to improve the robustness of seriation solutions
in noisy settings. These convex relaxations also allow us to impose structural
constraints on the solution, hence solve semi-supervised seriation problems. We
derive new approximation bounds for some of these relaxations and present
numerical experiments on archeological data, Markov chains and DNA assembly
from shotgun gene sequencing data.Comment: Final journal version, a few typos and references fixe
Semidefinite Programming Approach for the Quadratic Assignment Problem with a Sparse Graph
The matching problem between two adjacency matrices can be formulated as the
NP-hard quadratic assignment problem (QAP). Previous work on semidefinite
programming (SDP) relaxations to the QAP have produced solutions that are often
tight in practice, but such SDPs typically scale badly, involving matrix
variables of dimension where n is the number of nodes. To achieve a speed
up, we propose a further relaxation of the SDP involving a number of positive
semidefinite matrices of dimension no greater than the number
of edges in one of the graphs. The relaxation can be further strengthened by
considering cliques in the graph, instead of edges. The dual problem of this
novel relaxation has a natural three-block structure that can be solved via a
convergent Augmented Direction Method of Multipliers (ADMM) in a distributed
manner, where the most expensive step per iteration is computing the
eigendecomposition of matrices of dimension . The new SDP
relaxation produces strong bounds on quadratic assignment problems where one of
the graphs is sparse with reduced computational complexity and running times,
and can be used in the context of nuclear magnetic resonance spectroscopy (NMR)
to tackle the assignment problem.Comment: 31 page
Graph matching: relax or not?
We consider the problem of exact and inexact matching of weighted undirected
graphs, in which a bijective correspondence is sought to minimize a quadratic
weight disagreement. This computationally challenging problem is often relaxed
as a convex quadratic program, in which the space of permutations is replaced
by the space of doubly-stochastic matrices. However, the applicability of such
a relaxation is poorly understood. We define a broad class of friendly graphs
characterized by an easily verifiable spectral property. We prove that for
friendly graphs, the convex relaxation is guaranteed to find the exact
isomorphism or certify its inexistence. This result is further extended to
approximately isomorphic graphs, for which we develop an explicit bound on the
amount of weight disagreement under which the relaxation is guaranteed to find
the globally optimal approximate isomorphism. We also show that in many cases,
the graph matching problem can be further harmlessly relaxed to a convex
quadratic program with only n separable linear equality constraints, which is
substantially more efficient than the standard relaxation involving 2n equality
and n^2 inequality constraints. Finally, we show that our results are still
valid for unfriendly graphs if additional information in the form of seeds or
attributes is allowed, with the latter satisfying an easy to verify spectral
characteristic
A path following algorithm for the graph matching problem
We propose a convex-concave programming approach for the labeled weighted
graph matching problem. The convex-concave programming formulation is obtained
by rewriting the weighted graph matching problem as a least-square problem on
the set of permutation matrices and relaxing it to two different optimization
problems: a quadratic convex and a quadratic concave optimization problem on
the set of doubly stochastic matrices. The concave relaxation has the same
global minimum as the initial graph matching problem, but the search for its
global minimum is also a hard combinatorial problem. We therefore construct an
approximation of the concave problem solution by following a solution path of a
convex-concave problem obtained by linear interpolation of the convex and
concave formulations, starting from the convex relaxation. This method allows
to easily integrate the information on graph label similarities into the
optimization problem, and therefore to perform labeled weighted graph matching.
The algorithm is compared with some of the best performing graph matching
methods on four datasets: simulated graphs, QAPLib, retina vessel images and
handwritten chinese characters. In all cases, the results are competitive with
the state-of-the-art.Comment: 23 pages, 13 figures,typo correction, new results in sections 4,5,
Convex Hulls of Algebraic Sets
This article describes a method to compute successive convex approximations
of the convex hull of a set of points in R^n that are the solutions to a system
of polynomial equations over the reals. The method relies on sums of squares of
polynomials and the dual theory of moment matrices. The main feature of the
technique is that all computations are done modulo the ideal generated by the
polynomials defining the set to the convexified. This work was motivated by
questions raised by Lov\'asz concerning extensions of the theta body of a graph
to arbitrary real algebraic varieties, and hence the relaxations described here
are called theta bodies. The convexification process can be seen as an
incarnation of Lasserre's hierarchy of convex relaxations of a semialgebraic
set in R^n. When the defining ideal is real radical the results become
especially nice. We provide several examples of the method and discuss
convergence issues. Finite convergence, especially after the first step of the
method, can be described explicitly for finite point sets.Comment: This article was written for the "Handbook of Semidefinite, Cone and
Polynomial Optimization: Theory, Algorithms, Software and Applications
Reparameterizing the Birkhoff Polytope for Variational Permutation Inference
Many matching, tracking, sorting, and ranking problems require probabilistic
reasoning about possible permutations, a set that grows factorially with
dimension. Combinatorial optimization algorithms may enable efficient point
estimation, but fully Bayesian inference poses a severe challenge in this
high-dimensional, discrete space. To surmount this challenge, we start with the
usual step of relaxing a discrete set (here, of permutation matrices) to its
convex hull, which here is the Birkhoff polytope: the set of all
doubly-stochastic matrices. We then introduce two novel transformations: first,
an invertible and differentiable stick-breaking procedure that maps
unconstrained space to the Birkhoff polytope; second, a map that rounds points
toward the vertices of the polytope. Both transformations include a temperature
parameter that, in the limit, concentrates the densities on permutation
matrices. We then exploit these transformations and reparameterization
gradients to introduce variational inference over permutation matrices, and we
demonstrate its utility in a series of experiments
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