Semidefinite Programming Approach for the Quadratic Assignment Problem with a Sparse Graph

The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in practice, but such SDPs typically scale badly, involving matrix variables of dimension $n^2$ where n is the number of nodes. To achieve a speed up, we propose a further relaxation of the SDP involving a number of positive semidefinite matrices of dimension $\mathcal{O}(n)$ no greater than the number of edges in one of the graphs. The relaxation can be further strengthened by considering cliques in the graph, instead of edges. The dual problem of this novel relaxation has a natural three-block structure that can be solved via a convergent Augmented Direction Method of Multipliers (ADMM) in a distributed manner, where the most expensive step per iteration is computing the eigendecomposition of matrices of dimension $\mathcal{O}(n)$. The new SDP relaxation produces strong bounds on quadratic assignment problems where one of the graphs is sparse with reduced computational complexity and running times, and can be used in the context of nuclear magnetic resonance spectroscopy (NMR) to tackle the assignment problem.Comment: 31 page

Scalable Semidefinite Relaxation for Maximum A Posterior Estimation

Maximum a posteriori (MAP) inference over discrete Markov random fields is a fundamental task spanning a wide spectrum of real-world applications, which is known to be NP-hard for general graphs. In this paper, we propose a novel semidefinite relaxation formulation (referred to as SDR) to estimate the MAP assignment. Algorithmically, we develop an accelerated variant of the alternating direction method of multipliers (referred to as SDPAD-LR) that can effectively exploit the special structure of the new relaxation. Encouragingly, the proposed procedure allows solving SDR for large-scale problems, e.g., problems on a grid graph comprising hundreds of thousands of variables with multiple states per node. Compared with prior SDP solvers, SDPAD-LR is capable of attaining comparable accuracy while exhibiting remarkably improved scalability, in contrast to the commonly held belief that semidefinite relaxation can only been applied on small-scale MRF problems. We have evaluated the performance of SDR on various benchmark datasets including OPENGM2 and PIC in terms of both the quality of the solutions and computation time. Experimental results demonstrate that for a broad class of problems, SDPAD-LR outperforms state-of-the-art algorithms in producing better MAP assignment in an efficient manner.Comment: accepted to International Conference on Machine Learning (ICML 2014

Sublabel-Accurate Relaxation of Nonconvex Energies

We propose a novel spatially continuous framework for convex relaxations based on functional lifting. Our method can be interpreted as a sublabel-accurate solution to multilabel problems. We show that previously proposed functional lifting methods optimize an energy which is linear between two labels and hence require (often infinitely) many labels for a faithful approximation. In contrast, the proposed formulation is based on a piecewise convex approximation and therefore needs far fewer labels. In comparison to recent MRF-based approaches, our method is formulated in a spatially continuous setting and shows less grid bias. Moreover, in a local sense, our formulation is the tightest possible convex relaxation. It is easy to implement and allows an efficient primal-dual optimization on GPUs. We show the effectiveness of our approach on several computer vision problems

Higher-order Projected Power Iterations for Scalable Multi-Matching

The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take geometric consistency between points into account. Computationally, the multi-matching problem is difficult. It can be phrased as simultaneously solving multiple (NP-hard) quadratic assignment problems (QAPs) that are coupled via cycle-consistency constraints. The main limitations of existing multi-matching methods are that they either ignore geometric consistency and thus have limited robustness, or they are restricted to small-scale problems due to their (relatively) high computational cost. We address these shortcomings by introducing a Higher-order Projected Power Iteration method, which is (i) efficient and scales to tens of thousands of points, (ii) straightforward to implement, (iii) able to incorporate geometric consistency, (iv) guarantees cycle-consistent multi-matchings, and (iv) comes with theoretical convergence guarantees. Experimentally we show that our approach is superior to existing methods