GOGMA: Globally-Optimal Gaussian Mixture Alignment

Gaussian mixture alignment is a family of approaches that are frequently used for robustly solving the point-set registration problem. However, since they use local optimisation, they are susceptible to local minima and can only guarantee local optimality. Consequently, their accuracy is strongly dependent on the quality of the initialisation. This paper presents the first globally-optimal solution to the 3D rigid Gaussian mixture alignment problem under the L2 distance between mixtures. The algorithm, named GOGMA, employs a branch-and-bound approach to search the space of 3D rigid motions SE(3), guaranteeing global optimality regardless of the initialisation. The geometry of SE(3) was used to find novel upper and lower bounds for the objective function and local optimisation was integrated into the scheme to accelerate convergence without voiding the optimality guarantee. The evaluation empirically supported the optimality proof and showed that the method performed much more robustly on two challenging datasets than an existing globally-optimal registration solution.Comment: Manuscript in press 2016 IEEE Conference on Computer Vision and Pattern Recognitio

A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems often arise as the result of relaxing a rank constraint (lifting). In particular, many estimation tasks involving phases, rotations, orthonormal bases or permutations fit in this framework, and so do certain relaxations of combinatorial problems such as Max-Cut. The proposed algorithm exploits the facts that (1) such formulations admit low-rank solutions, and (2) their rank-restricted versions are smooth optimization problems on a Riemannian manifold. Combining insights from both the Riemannian and the convex geometries of the problem, we characterize when second-order critical points of the smooth problem reveal KKT points of the semidefinite problem. We compare against state of the art, mature software and find that, on certain interesting problem instances, what we call the staircase method is orders of magnitude faster, is more accurate and scales better. Code is available.Comment: 37 pages, 3 figure