Decomposition Methods for Large Scale LP Decoding

When binary linear error-correcting codes are used over symmetric channels, a relaxed version of the maximum likelihood decoding problem can be stated as a linear program (LP). This LP decoder can be used to decode error-correcting codes at bit-error-rates comparable to state-of-the-art belief propagation (BP) decoders, but with significantly stronger theoretical guarantees. However, LP decoding when implemented with standard LP solvers does not easily scale to the block lengths of modern error correcting codes. In this paper we draw on decomposition methods from optimization theory, specifically the Alternating Directions Method of Multipliers (ADMM), to develop efficient distributed algorithms for LP decoding. The key enabling technical result is a "two-slice" characterization of the geometry of the parity polytope, which is the convex hull of all codewords of a single parity check code. This new characterization simplifies the representation of points in the polytope. Using this simplification, we develop an efficient algorithm for Euclidean norm projection onto the parity polytope. This projection is required by ADMM and allows us to use LP decoding, with all its theoretical guarantees, to decode large-scale error correcting codes efficiently. We present numerical results for LDPC codes of lengths more than 1000. The waterfall region of LP decoding is seen to initiate at a slightly higher signal-to-noise ratio than for sum-product BP, however an error floor is not observed for LP decoding, which is not the case for BP. Our implementation of LP decoding using ADMM executes as fast as our baseline sum-product BP decoder, is fully parallelizable, and can be seen to implement a type of message-passing with a particularly simple schedule.Comment: 35 pages, 11 figures. An early version of this work appeared at the 49th Annual Allerton Conference, September 2011. This version to appear in IEEE Transactions on Information Theor

Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify its solution. Deriving efficient strategies which jointly brings into play the primal and the dual problems is however a more recent idea which has generated many important new contributions in the last years. These novel developments are grounded on recent advances in convex analysis, discrete optimization, parallel processing, and non-smooth optimization with emphasis on sparsity issues. In this paper, we aim at presenting the principles of primal-dual approaches, while giving an overview of numerical methods which have been proposed in different contexts. We show the benefits which can be drawn from primal-dual algorithms both for solving large-scale convex optimization problems and discrete ones, and we provide various application examples to illustrate their usefulness