26,866 research outputs found
Distributed Basis Pursuit
We propose a distributed algorithm for solving the optimization problem Basis
Pursuit (BP). BP finds the least L1-norm solution of the underdetermined linear
system Ax = b and is used, for example, in compressed sensing for
reconstruction. Our algorithm solves BP on a distributed platform such as a
sensor network, and is designed to minimize the communication between nodes.
The algorithm only requires the network to be connected, has no notion of a
central processing node, and no node has access to the entire matrix A at any
time. We consider two scenarios in which either the columns or the rows of A
are distributed among the compute nodes. Our algorithm, named D-ADMM, is a
decentralized implementation of the alternating direction method of
multipliers. We show through numerical simulation that our algorithm requires
considerably less communications between the nodes than the state-of-the-art
algorithms.Comment: Preprint of the journal version of the paper; IEEE Transactions on
Signal Processing, Vol. 60, Issue 4, April, 201
An ILP Solver for Multi-label MRFs with Connectivity Constraints
Integer Linear Programming (ILP) formulations of Markov random fields (MRFs)
models with global connectivity priors were investigated previously in computer
vision, e.g., \cite{globalinter,globalconn}. In these works, only Linear
Programing (LP) relaxations \cite{globalinter,globalconn} or simplified
versions \cite{graphcutbase} of the problem were solved. This paper
investigates the ILP of multi-label MRF with exact connectivity priors via a
branch-and-cut method, which provably finds globally optimal solutions. The
method enforces connectivity priors iteratively by a cutting plane method, and
provides feasible solutions with a guarantee on sub-optimality even if we
terminate it earlier. The proposed ILP can be applied as a post-processing
method on top of any existing multi-label segmentation approach. As it provides
globally optimal solution, it can be used off-line to generate ground-truth
labeling, which serves as quality check for any fast on-line algorithm.
Furthermore, it can be used to generate ground-truth proposals for weakly
supervised segmentation. We demonstrate the power and usefulness of our model
by several experiments on the BSDS500 and PASCAL image dataset, as well as on
medical images with trained probability maps.Comment: 19 page
Combinatorial Continuous Maximal Flows
Maximum flow (and minimum cut) algorithms have had a strong impact on
computer vision. In particular, graph cuts algorithms provide a mechanism for
the discrete optimization of an energy functional which has been used in a
variety of applications such as image segmentation, stereo, image stitching and
texture synthesis. Algorithms based on the classical formulation of max-flow
defined on a graph are known to exhibit metrication artefacts in the solution.
Therefore, a recent trend has been to instead employ a spatially continuous
maximum flow (or the dual min-cut problem) in these same applications to
produce solutions with no metrication errors. However, known fast continuous
max-flow algorithms have no stopping criteria or have not been proved to
converge. In this work, we revisit the continuous max-flow problem and show
that the analogous discrete formulation is different from the classical
max-flow problem. We then apply an appropriate combinatorial optimization
technique to this combinatorial continuous max-flow CCMF problem to find a
null-divergence solution that exhibits no metrication artefacts and may be
solved exactly by a fast, efficient algorithm with provable convergence.
Finally, by exhibiting the dual problem of our CCMF formulation, we clarify the
fact, already proved by Nozawa in the continuous setting, that the max-flow and
the total variation problems are not always equivalent.Comment: 26 page
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
Improved Convergence Rates for Distributed Resource Allocation
In this paper, we develop a class of decentralized algorithms for solving a
convex resource allocation problem in a network of agents, where the agent
objectives are decoupled while the resource constraints are coupled. The agents
communicate over a connected undirected graph, and they want to collaboratively
determine a solution to the overall network problem, while each agent only
communicates with its neighbors. We first study the connection between the
decentralized resource allocation problem and the decentralized consensus
optimization problem. Then, using a class of algorithms for solving consensus
optimization problems, we propose a novel class of decentralized schemes for
solving resource allocation problems in a distributed manner. Specifically, we
first propose an algorithm for solving the resource allocation problem with an
convergence rate guarantee when the agents' objective functions are
generally convex (could be nondifferentiable) and per agent local convex
constraints are allowed; We then propose a gradient-based algorithm for solving
the resource allocation problem when per agent local constraints are absent and
show that such scheme can achieve geometric rate when the objective functions
are strongly convex and have Lipschitz continuous gradients. We have also
provided scalability/network dependency analysis. Based on these two
algorithms, we have further proposed a gradient projection-based algorithm
which can handle smooth objective and simple constraints more efficiently.
Numerical experiments demonstrates the viability and performance of all the
proposed algorithms
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