1,570 research outputs found
A max-flow approach to improved lower bounds for quadratic unconstrained binary optimization (QUBO)
AbstractThe “roof dual” of a QUBO (Quadratic Unconstrained Binary Optimization) problem has been introduced in [P.L. Hammer, P. Hansen, B. Simeone, Roof duality, complementation and persistency in quadratic 0–1 optimization, Mathematical Programming 28 (1984) 121–155]; it provides a bound to the optimum value, along with a polynomial test of the sharpness of this bound, and (due to a “persistency” result) it also determines the values of some of the variables at the optimum. In this paper we provide a graph-theoretic approach to provide bounds, which includes as a special case the roof dual bound, and show that these bounds can be computed in O(n3) time by using network flow techniques. We also obtain a decomposition theorem for quadratic pseudo-Boolean functions, improving the persistency result of [P.L. Hammer, P. Hansen, B. Simeone, Roof duality, complementation and persistency in quadratic 0–1 optimization, Mathematical Programming 28 (1984) 121–155]. Finally, we show that the proposed bounds (including roof duality) can be applied in an iterated way to obtain significantly better bounds. Computational experiments on problems up to thousands of variables are presented
Combinatorial persistency criteria for multicut and max-cut
In combinatorial optimization, partial variable assignments are called
persistent if they agree with some optimal solution. We propose persistency
criteria for the multicut and max-cut problem as well as fast combinatorial
routines to verify them. The criteria that we derive are based on mappings that
improve feasible multicuts, respectively cuts. Our elementary criteria can be
checked enumeratively. The more advanced ones rely on fast algorithms for upper
and lower bounds for the respective cut problems and max-flow techniques for
auxiliary min-cut problems. Our methods can be used as a preprocessing
technique for reducing problem sizes or for computing partial optimality
guarantees for solutions output by heuristic solvers. We show the efficacy of
our methods on instances of both problems from computer vision, biomedical
image analysis and statistical physics
Generalized roof duality and bisubmodular functions
Consider a convex relaxation of a pseudo-boolean function . We
say that the relaxation is {\em totally half-integral} if is a
polyhedral function with half-integral extreme points , and this property is
preserved after adding an arbitrary combination of constraints of the form
, , and where \gamma\in\{0, 1, 1/2} is a
constant. A well-known example is the {\em roof duality} relaxation for
quadratic pseudo-boolean functions . We argue that total half-integrality is
a natural requirement for generalizations of roof duality to arbitrary
pseudo-boolean functions. Our contributions are as follows. First, we provide a
complete characterization of totally half-integral relaxations by
establishing a one-to-one correspondence with {\em bisubmodular functions}.
Second, we give a new characterization of bisubmodular functions. Finally, we
show some relationships between general totally half-integral relaxations and
relaxations based on the roof duality.Comment: 14 pages. Shorter version to appear in NIPS 201
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
An Extended Kalman Filter for Data-enabled Predictive Control
The literature dealing with data-driven analysis and control problems has
significantly grown in the recent years. Most of the recent literature deals
with linear time-invariant systems in which the uncertainty (if any) is assumed
to be deterministic and bounded; relatively little attention has been devoted
to stochastic linear time-invariant systems. As a first step in this direction,
we propose to equip the recently introduced Data-enabled Predictive Control
algorithm with a data-based Extended Kalman Filter to make use of additional
available input-output data for reducing the effect of noise, without
increasing the computational load of the optimization procedure
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