Maximum Weight Matching via Max-Product Belief Propagation

Max-product "belief propagation" is an iterative, local, message-passing algorithm for finding the maximum a posteriori (MAP) assignment of a discrete probability distribution specified by a graphical model. Despite the spectacular success of the algorithm in many application areas such as iterative decoding, computer vision and combinatorial optimization which involve graphs with many cycles, theoretical results about both correctness and convergence of the algorithm are known in few cases (Weiss-Freeman Wainwright, Yeddidia-Weiss-Freeman, Richardson-Urbanke}. In this paper we consider the problem of finding the Maximum Weight Matching (MWM) in a weighted complete bipartite graph. We define a probability distribution on the bipartite graph whose MAP assignment corresponds to the MWM. We use the max-product algorithm for finding the MAP of this distribution or equivalently, the MWM on the bipartite graph. Even though the underlying bipartite graph has many short cycles, we find that surprisingly, the max-product algorithm always converges to the correct MAP assignment as long as the MAP assignment is unique. We provide a bound on the number of iterations required by the algorithm and evaluate the computational cost of the algorithm. We find that for a graph of size $n$, the computational cost of the algorithm scales as $O(n^3)$, which is the same as the computational cost of the best known algorithm. Finally, we establish the precise relation between the max-product algorithm and the celebrated {\em auction} algorithm proposed by Bertsekas. This suggests possible connections between dual algorithm and max-product algorithm for discrete optimization problems.Comment: In the proceedings of the 2005 IEEE International Symposium on Information Theor

Minimum Weight Perfect Matching via Blossom Belief Propagation

Max-product Belief Propagation (BP) is a popular message-passing algorithm for computing a Maximum-A-Posteriori (MAP) assignment over a distribution represented by a Graphical Model (GM). It has been shown that BP can solve a number of combinatorial optimization problems including minimum weight matching, shortest path, network flow and vertex cover under the following common assumption: the respective Linear Programming (LP) relaxation is tight, i.e., no integrality gap is present. However, when LP shows an integrality gap, no model has been known which can be solved systematically via sequential applications of BP. In this paper, we develop the first such algorithm, coined Blossom-BP, for solving the minimum weight matching problem over arbitrary graphs. Each step of the sequential algorithm requires applying BP over a modified graph constructed by contractions and expansions of blossoms, i.e., odd sets of vertices. Our scheme guarantees termination in O(n^2) of BP runs, where n is the number of vertices in the original graph. In essence, the Blossom-BP offers a distributed version of the celebrated Edmonds' Blossom algorithm by jumping at once over many sub-steps with a single BP. Moreover, our result provides an interpretation of the Edmonds' algorithm as a sequence of LPs

Belief-Propagation for Weighted b-Matchings on Arbitrary Graphs and its Relation to Linear Programs with Integer Solutions

We consider the general problem of finding the minimum weight \bm-matching on arbitrary graphs. We prove that, whenever the linear programming (LP) relaxation of the problem has no fractional solutions, then the belief propagation (BP) algorithm converges to the correct solution. We also show that when the LP relaxation has a fractional solution then the BP algorithm can be used to solve the LP relaxation. Our proof is based on the notion of graph covers and extends the analysis of (Bayati-Shah-Sharma 2005 and Huang-Jebara 2007}. These results are notable in the following regards: (1) It is one of a very small number of proofs showing correctness of BP without any constraint on the graph structure. (2) Variants of the proof work for both synchronous and asynchronous BP; it is the first proof of convergence and correctness of an asynchronous BP algorithm for a combinatorial optimization problem.Comment: 28 pages, 2 figures. Submitted to SIAM journal on Discrete Mathematics on March 19, 2009; accepted for publication (in revised form) August 30, 2010; published electronically July 1, 201

Analysis of the Min-Sum Algorithm for Packing and Covering Problems via Linear Programming

Message-passing algorithms based on belief-propagation (BP) are successfully used in many applications including decoding error correcting codes and solving constraint satisfaction and inference problems. BP-based algorithms operate over graph representations, called factor graphs, that are used to model the input. Although in many cases BP-based algorithms exhibit impressive empirical results, not much has been proved when the factor graphs have cycles. This work deals with packing and covering integer programs in which the constraint matrix is zero-one, the constraint vector is integral, and the variables are subject to box constraints. We study the performance of the min-sum algorithm when applied to the corresponding factor graph models of packing and covering LPs. We compare the solutions computed by the min-sum algorithm for packing and covering problems to the optimal solutions of the corresponding linear programming (LP) relaxations. In particular, we prove that if the LP has an optimal fractional solution, then for each fractional component, the min-sum algorithm either computes multiple solutions or the solution oscillates below and above the fraction. This implies that the min-sum algorithm computes the optimal integral solution only if the LP has a unique optimal solution that is integral. The converse is not true in general. For a special case of packing and covering problems, we prove that if the LP has a unique optimal solution that is integral and on the boundary of the box constraints, then the min-sum algorithm computes the optimal solution in pseudo-polynomial time. Our results unify and extend recent results for the maximum weight matching problem by [Sanghavi et al.,'2011] and [Bayati et al., 2011] and for the maximum weight independent set problem [Sanghavi et al.'2009]

An FPTAS for Bargaining Networks with Unequal Bargaining Powers

Bargaining networks model social or economic situations in which agents seek to form the most lucrative partnership with another agent from among several alternatives. There has been a flurry of recent research studying Nash bargaining solutions (also called 'balanced outcomes') in bargaining networks, so that we now know when such solutions exist, and also that they can be computed efficiently, even by market agents behaving in a natural manner. In this work we study a generalization of Nash bargaining, that models the possibility of unequal 'bargaining powers'. This generalization was introduced in [KB+10], where it was shown that the corresponding 'unequal division' (UD) solutions exist if and only if Nash bargaining solutions exist, and also that a certain local dynamics converges to UD solutions when they exist. However, the bound on convergence time obtained for that dynamics was exponential in network size for the unequal division case. This bound is tight, in the sense that there exists instances on which the dynamics of [KB+10] converges only after exponential time. Other approaches, such as the one of Kleinberg and Tardos, do not generalize to the unsymmetrical case. Thus, the question of computational tractability of UD solutions has remained open. In this paper, we provide an FPTAS for the computation of UD solutions, when such solutions exist. On a graph G=(V,E) with weights (i.e. pairwise profit opportunities) uniformly bounded above by 1, our FPTAS finds an \eps-UD solution in time poly(|V|,1/\eps). We also provide a fast local algorithm for finding \eps-UD solution, providing further justification that a market can find such a solution.Comment: 18 pages; Amin Saberi (Ed.): Internet and Network Economics - 6th International Workshop, WINE 2010, Stanford, CA, USA, December 13-17, 2010. Proceedings