172 research outputs found
A local branching heuristic for MINLPs
Local branching is an improvement heuristic, developed within the context of
branch-and-bound algorithms for MILPs, which has proved to be very effective in
practice. For the binary case, it is based on defining a neighbourhood of the
current incumbent solution by allowing only a few binary variables to flip
their value, through the addition of a local branching constraint. The
neighbourhood is then explored with a branch-and-bound solver. We propose a
local branching scheme for (nonconvex) MINLPs which is based on iteratively
solving MILPs and NLPs. Preliminary computational experiments show that this
approach is able to improve the incumbent solution on the majority of the test
instances, requiring only a short CPU time. Moreover, we provide algorithmic
ideas for a primal heuristic whose purpose is to find a first feasible
solution, based on the same scheme
Sublabel-Accurate Relaxation of Nonconvex Energies
We propose a novel spatially continuous framework for convex relaxations
based on functional lifting. Our method can be interpreted as a
sublabel-accurate solution to multilabel problems. We show that previously
proposed functional lifting methods optimize an energy which is linear between
two labels and hence require (often infinitely) many labels for a faithful
approximation. In contrast, the proposed formulation is based on a piecewise
convex approximation and therefore needs far fewer labels. In comparison to
recent MRF-based approaches, our method is formulated in a spatially continuous
setting and shows less grid bias. Moreover, in a local sense, our formulation
is the tightest possible convex relaxation. It is easy to implement and allows
an efficient primal-dual optimization on GPUs. We show the effectiveness of our
approach on several computer vision problems
Existence of Local Saddle Points for a New Augmented Lagrangian Function
We give a new class of augmented Lagrangian functions for nonlinear
programming problem with both equality and inequality constraints. The close relationship
between local saddle points of this new augmented Lagrangian and local optimal
solutions is discussed. In particular, we show that a local saddle point is a local optimal
solution and the converse is also true under rather mild conditions
From Symmetry to Geometry: Tractable Nonconvex Problems
As science and engineering have become increasingly data-driven, the role of
optimization has expanded to touch almost every stage of the data analysis
pipeline, from the signal and data acquisition to modeling and prediction. The
optimization problems encountered in practice are often nonconvex. While
challenges vary from problem to problem, one common source of nonconvexity is
nonlinearity in the data or measurement model. Nonlinear models often exhibit
symmetries, creating complicated, nonconvex objective landscapes, with multiple
equivalent solutions. Nevertheless, simple methods (e.g., gradient descent)
often perform surprisingly well in practice.
The goal of this survey is to highlight a class of tractable nonconvex
problems, which can be understood through the lens of symmetries. These
problems exhibit a characteristic geometric structure: local minimizers are
symmetric copies of a single "ground truth" solution, while other critical
points occur at balanced superpositions of symmetric copies of the ground
truth, and exhibit negative curvature in directions that break the symmetry.
This structure enables efficient methods to obtain global minimizers. We
discuss examples of this phenomenon arising from a wide range of problems in
imaging, signal processing, and data analysis. We highlight the key role of
symmetry in shaping the objective landscape and discuss the different roles of
rotational and discrete symmetries. This area is rich with observed phenomena
and open problems; we close by highlighting directions for future research.Comment: review paper submitted to SIAM Review, 34 pages, 10 figure
- …