Rotation Averaging and Strong Duality

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization over multiple rotation constraints. As these constraints are non-convex, this problem is generally considered challenging to solve globally. We show how to circumvent this difficulty through the use of Lagrangian duality. While such an approach is well-known it is normally not guaranteed to provide a tight relaxation. Based on spectral graph theory, we analytically prove that in many cases there is no duality gap unless the noise levels are severe. This allows us to obtain certifiably global solutions to a class of important non-convex problems in polynomial time. We also propose an efficient, scalable algorithm that out-performs general purpose numerical solvers and is able to handle the large problem instances commonly occurring in structure from motion settings. The potential of this proposed method is demonstrated on a number of different problems, consisting of both synthetic and real-world data

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page

A distributed optimization framework for localization and formation control: applications to vision-based measurements

Multiagent systems have been a major area of research for the last 15 years. This interest has been motivated by tasks that can be executed more rapidly in a collaborative manner or that are nearly impossible to carry out otherwise. To be effective, the agents need to have the notion of a common goal shared by the entire network (for instance, a desired formation) and individual control laws to realize the goal. The common goal is typically centralized, in the sense that it involves the state of all the agents at the same time. On the other hand, it is often desirable to have individual control laws that are distributed, in the sense that the desired action of an agent depends only on the measurements and states available at the node and at a small number of neighbors. This is an attractive quality because it implies an overall system that is modular and intrinsically more robust to communication delays and node failures

Fast ADMM Algorithm for Distributed Optimization with Adaptive Penalty

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of convergence by automatically deciding the constraint penalty needed for parameter consensus in each iteration. In addition, we also propose an extension of the method that adaptively determines the maximum number of iterations to update the penalty. We show that this approach effectively leads to an adaptive, dynamic network topology underlying the distributed optimization. The utility of the new penalty update schemes is demonstrated on both synthetic and real data, including a computer vision application of distributed structure from motion.Comment: 8 pages manuscript, 2 pages appendix, 5 figure

A Convex Approach to Consensus on SO(n)

This paper introduces several new algorithms for consensus over the special orthogonal group. By relying on a convex relaxation of the space of rotation matrices, consensus over rotation elements is reduced to solving a convex problem with a unique global solution. The consensus protocol is then implemented as a distributed optimization using (i) dual decomposition, and (ii) both semi and fully distributed variants of the alternating direction method of multipliers technique -- all with strong convergence guarantees. The convex relaxation is shown to be exact at all iterations of the dual decomposition based method, and exact once consensus is reached in the case of the alternating direction method of multipliers. Further, analytic and/or efficient solutions are provided for each iteration of these distributed computation schemes, allowing consensus to be reached without any online optimization. Examples in satellite attitude alignment with up to 100 agents, an estimation problem from computer vision, and a rotation averaging problem on $SO(6)$ validate the approach.Comment: Accepted to 52nd Annual Allerton Conference on Communication, Control, and Computin