Maximum Persistency in Energy Minimization

We consider discrete pairwise energy minimization problem (weighted constraint satisfaction, max-sum labeling) and methods that identify a globally optimal partial assignment of variables. When finding a complete optimal assignment is intractable, determining optimal values for a part of variables is an interesting possibility. Existing methods are based on different sufficient conditions. We propose a new sufficient condition for partial optimality which is: (1) verifiable in polynomial time (2) invariant to reparametrization of the problem and permutation of labels and (3) includes many existing sufficient conditions as special cases. We pose the problem of finding the maximum optimal partial assignment identifiable by the new sufficient condition. A polynomial method is proposed which is guaranteed to assign same or larger part of variables than several existing approaches. The core of the method is a specially constructed linear program that identifies persistent assignments in an arbitrary multi-label setting.Comment: Extended technical report for the CVPR 2014 paper. Update: correction to the proof of characterization theore

Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous diffusion and Jump processes.Comment: Pages 23, Submitted to SIAM Journal on Control and Optimizatio

An interior-point method for mpecs based on strictly feasible relaxations.

An interior-point method for solving mathematical programs with equilibrium constraints (MPECs) is proposed. At each iteration of the algorithm, a single primaldual step is computed from each subproblem of a sequence. Each subproblem is defined as a relaxation of the MPEC with a nonempty strictly feasible region. In contrast to previous approaches, the proposed relaxation scheme preserves the nonempty strict feasibility of each subproblem even in the limit. Local and superlinear convergence of the algorithm is proved even with a less restrictive strict complementarity condition than the standard one. Moreover, mechanisms for inducing global convergence in practice are proposed. Numerical results on the MacMPEC test problem set demonstrate the fast-local convergence properties of the algorithm

Maximum Persistency via Iterative Relaxed Inference with Graphical Models

We consider the NP-hard problem of MAP-inference for undirected discrete graphical models. We propose a polynomial time and practically efficient algorithm for finding a part of its optimal solution. Specifically, our algorithm marks some labels of the considered graphical model either as (i) optimal, meaning that they belong to all optimal solutions of the inference problem; (ii) non-optimal if they provably do not belong to any solution. With access to an exact solver of a linear programming relaxation to the MAP-inference problem, our algorithm marks the maximal possible (in a specified sense) number of labels. We also present a version of the algorithm, which has access to a suboptimal dual solver only and still can ensure the (non-)optimality for the marked labels, although the overall number of the marked labels may decrease. We propose an efficient implementation, which runs in time comparable to a single run of a suboptimal dual solver. Our method is well-scalable and shows state-of-the-art results on computational benchmarks from machine learning and computer vision.Comment: Reworked version, submitted to PAM