Lagrangian Duality in 3D SLAM: Verification Techniques and Optimal Solutions

State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide guarantees on the quality of the estimate. This paper shows that Lagrangian duality is a powerful tool to assess the quality of a given candidate solution. Our contribution is threefold. First, we discuss a revised formulation of the SLAM inference problem. We show that this formulation is probabilistically grounded and has the advantage of leading to an optimization problem with quadratic objective. The second contribution is the derivation of the corresponding Lagrangian dual problem. The SLAM dual problem is a (convex) semidefinite program, which can be solved reliably and globally by off-the-shelf solvers. The third contribution is to discuss the relation between the original SLAM problem and its dual. We show that from the dual problem, one can evaluate the quality (i.e., the suboptimality gap) of a candidate SLAM solution, and ultimately provide a certificate of optimality. Moreover, when the duality gap is zero, one can compute a guaranteed optimal SLAM solution from the dual problem, circumventing non-convex optimization. We present extensive (real and simulated) experiments supporting our claims and discuss practical relevance and open problems.Comment: 10 pages, 4 figure

A Semi-Definite Programming Approach to Stability Analysis of Linear Partial Differential Equations

We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled PDEs. Our approach is Lyapunov based which allows us to reduce the stability problem to the verification of integral inequalities on the subspaces of Hilbert spaces. Then, using fundamental theorem of calculus and Green's theorem, we construct a polynomial problem to verify the integral inequalities. Constraining the solution of the polynomial problem to belong to the set of sum-of-squares polynomials subject to affine constraints allows us to use semi-definite programming to algorithmically construct Lyapunov certificates of stability for the systems under consideration. We also provide numerical results of the application of the proposed method on different types of PDEs

Scaling the semidefinite program solver SDPB

We present enhancements to SDPB, an open source, parallelized, arbitrary precision semidefinite program solver designed for the conformal bootstrap. The main enhancement is significantly improved performance and scalability using the Elemental library and MPI. The result is a new version of SDPB that runs on multiple nodes with hundreds of cores with excellent scaling, making it practical to solve larger problems. We demonstrate performance on a moderate-size problem in the 3d Ising CFT and a much larger problem in the $O(2)$ Model.Comment: 13 pages plus references, 2 figure

SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0)

SDPNAL+ is a {\sc Matlab} software package that implements an augmented Lagrangian based method to solve large scale semidefinite programming problems with bound constraints. The implementation was initially based on a majorized semismooth Newton-CG augmented Lagrangian method, here we designed it within an inexact symmetric Gauss-Seidel based semi-proximal ADMM/ALM (alternating direction method of multipliers/augmented Lagrangian method) framework for the purpose of deriving simpler stopping conditions and closing the gap between the practical implementation of the algorithm and the theoretical algorithm. The basic code is written in {\sc Matlab}, but some subroutines in C language are incorporated via Mex files. We also design a convenient interface for users to input their SDP models into the solver. Numerous problems arising from combinatorial optimization and binary integer quadratic programming problems have been tested to evaluate the performance of the solver. Extensive numerical experiments conducted in [Yang, Sun, and Toh, Mathematical Programming Computation, 7 (2015), pp. 331--366] show that the proposed method is quite efficient and robust, in that it is able to solve 98.9\% of the 745 test instances of SDP problems arising from various applications to the accuracy of $10^{-6}$ in the relative KKT residual