7,828 research outputs found
Large-scale Binary Quadratic Optimization Using Semidefinite Relaxation and Applications
In computer vision, many problems such as image segmentation, pixel
labelling, and scene parsing can be formulated as binary quadratic programs
(BQPs). For submodular problems, cuts based methods can be employed to
efficiently solve large-scale problems. However, general nonsubmodular problems
are significantly more challenging to solve. Finding a solution when the
problem is of large size to be of practical interest, however, typically
requires relaxation. Two standard relaxation methods are widely used for
solving general BQPs--spectral methods and semidefinite programming (SDP), each
with their own advantages and disadvantages. Spectral relaxation is simple and
easy to implement, but its bound is loose. Semidefinite relaxation has a
tighter bound, but its computational complexity is high, especially for large
scale problems. In this work, we present a new SDP formulation for BQPs, with
two desirable properties. First, it has a similar relaxation bound to
conventional SDP formulations. Second, compared with conventional SDP methods,
the new SDP formulation leads to a significantly more efficient and scalable
dual optimization approach, which has the same degree of complexity as spectral
methods. We then propose two solvers, namely, quasi-Newton and smoothing Newton
methods, for the dual problem. Both of them are significantly more efficiently
than standard interior-point methods. In practice, the smoothing Newton solver
is faster than the quasi-Newton solver for dense or medium-sized problems,
while the quasi-Newton solver is preferable for large sparse/structured
problems. Our experiments on a few computer vision applications including
clustering, image segmentation, co-segmentation and registration show the
potential of our SDP formulation for solving large-scale BQPs.Comment: Fixed some typos. 18 pages. Accepted to IEEE Transactions on Pattern
Analysis and Machine Intelligenc
Using a conic bundle method to accelerate both phases of a quadratic convex reformulation
We present algorithm MIQCR-CB that is an advancement of method
MIQCR~(Billionnet, Elloumi and Lambert, 2012). MIQCR is a method for solving
mixed-integer quadratic programs and works in two phases: the first phase
determines an equivalent quadratic formulation with a convex objective function
by solving a semidefinite problem , and, in the second phase, the
equivalent formulation is solved by a standard solver. As the reformulation
relies on the solution of a large-scale semidefinite program, it is not
tractable by existing semidefinite solvers, already for medium sized problems.
To surmount this difficulty, we present in MIQCR-CB a subgradient algorithm
within a Lagrangian duality framework for solving that substantially
speeds up the first phase. Moreover, this algorithm leads to a reformulated
problem of smaller size than the one obtained by the original MIQCR method
which results in a shorter time for solving the second phase.
We present extensive computational results to show the efficiency of our
algorithm
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
Higher-order Projected Power Iterations for Scalable Multi-Matching
The matching of multiple objects (e.g. shapes or images) is a fundamental
problem in vision and graphics. In order to robustly handle ambiguities, noise
and repetitive patterns in challenging real-world settings, it is essential to
take geometric consistency between points into account. Computationally, the
multi-matching problem is difficult. It can be phrased as simultaneously
solving multiple (NP-hard) quadratic assignment problems (QAPs) that are
coupled via cycle-consistency constraints. The main limitations of existing
multi-matching methods are that they either ignore geometric consistency and
thus have limited robustness, or they are restricted to small-scale problems
due to their (relatively) high computational cost. We address these
shortcomings by introducing a Higher-order Projected Power Iteration method,
which is (i) efficient and scales to tens of thousands of points, (ii)
straightforward to implement, (iii) able to incorporate geometric consistency,
(iv) guarantees cycle-consistent multi-matchings, and (iv) comes with
theoretical convergence guarantees. Experimentally we show that our approach is
superior to existing methods
Efficient SDP Inference for Fully-connected CRFs Based on Low-rank Decomposition
Conditional Random Fields (CRF) have been widely used in a variety of
computer vision tasks. Conventional CRFs typically define edges on neighboring
image pixels, resulting in a sparse graph such that efficient inference can be
performed. However, these CRFs fail to model long-range contextual
relationships. Fully-connected CRFs have thus been proposed. While there are
efficient approximate inference methods for such CRFs, usually they are
sensitive to initialization and make strong assumptions. In this work, we
develop an efficient, yet general algorithm for inference on fully-connected
CRFs. The algorithm is based on a scalable SDP algorithm and the low- rank
approximation of the similarity/kernel matrix. The core of the proposed
algorithm is a tailored quasi-Newton method that takes advantage of the
low-rank matrix approximation when solving the specialized SDP dual problem.
Experiments demonstrate that our method can be applied on fully-connected CRFs
that cannot be solved previously, such as pixel-level image co-segmentation.Comment: 15 pages. A conference version of this work appears in Proc. IEEE
Conference on Computer Vision and Pattern Recognition, 201
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