Randomized Constraints Consensus for Distributed Robust Linear Programming

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a randomized, distributed algorithm working under time-varying, asynchronous and directed communication topology. The algorithm is based on a local computation and communication paradigm. At each communication round, nodes perform two updates: (i) a verification in which they check-in a randomized setup-the robust feasibility (and hence optimality) of the candidate optimal point, and (ii) an optimization step in which they exchange their candidate bases (minimal sets of active constraints) with neighbors and locally solve an optimization problem whose constraint set includes: a sampled constraint violating the candidate optimal point (if it exists), agent's current basis and the collection of neighbor's basis. As main result, we show that if a processor successfully performs the verification step for a sufficient number of communication rounds, it can stop the algorithm since a consensus has been reached. The common solution is-with high confidence-feasible (and hence optimal) for the entire set of uncertainty except a subset having arbitrary small probability measure. We show the effectiveness of the proposed distributed algorithm on a multi-core platform in which the nodes communicate asynchronously.Comment: Accepted for publication in the 20th World Congress of the International Federation of Automatic Control (IFAC

A Finite-Time Cutting Plane Algorithm for Distributed Mixed Integer Linear Programming

Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class of optimization problems in a peer-to-peer network with no coordinator and with limited computation and communication capabilities. In the proposed algorithm, at each communication round, agents solve locally a small LP, generate suitable cutting planes, namely intersection cuts and cost-based cuts, and communicate a fixed number of active constraints, i.e., a candidate optimal basis. We prove that, if the cost is integer, the algorithm converges to the lexicographically minimal optimal solution in a finite number of communication rounds. Finally, through numerical computations, we analyze the algorithm convergence as a function of the network size.Comment: 6 pages, 3 figure

Stable Camera Motion Estimation Using Convex Programming

We study the inverse problem of estimating n locations $t_1, ..., t_n$ (up to global scale, translation and negation) in $R^d$ from noisy measurements of a subset of the (unsigned) pairwise lines that connect them, that is, from noisy measurements of $\pm (t_i - t_j)/\|t_i - t_j\|$ for some pairs (i,j) (where the signs are unknown). This problem is at the core of the structure from motion (SfM) problem in computer vision, where the $t_i$'s represent camera locations in $R^3$. The noiseless version of the problem, with exact line measurements, has been considered previously under the general title of parallel rigidity theory, mainly in order to characterize the conditions for unique realization of locations. For noisy pairwise line measurements, current methods tend to produce spurious solutions that are clustered around a few locations. This sensitivity of the location estimates is a well-known problem in SfM, especially for large, irregular collections of images. In this paper we introduce a semidefinite programming (SDP) formulation, specially tailored to overcome the clustering phenomenon. We further identify the implications of parallel rigidity theory for the location estimation problem to be well-posed, and prove exact (in the noiseless case) and stable location recovery results. We also formulate an alternating direction method to solve the resulting semidefinite program, and provide a distributed version of our formulation for large numbers of locations. Specifically for the camera location estimation problem, we formulate a pairwise line estimation method based on robust camera orientation and subspace estimation. Lastly, we demonstrate the utility of our algorithm through experiments on real images.Comment: 40 pages, 12 figures, 6 tables; notation and some unclear parts updated, some typos correcte