34 research outputs found
Getting Feasible Variable Estimates From Infeasible Ones: MRF Local Polytope Study
This paper proposes a method for construction of approximate feasible primal
solutions from dual ones for large-scale optimization problems possessing
certain separability properties. Whereas infeasible primal estimates can
typically be produced from (sub-)gradients of the dual function, it is often
not easy to project them to the primal feasible set, since the projection
itself has a complexity comparable to the complexity of the initial problem. We
propose an alternative efficient method to obtain feasibility and show that its
properties influencing the convergence to the optimum are similar to the
properties of the Euclidean projection. We apply our method to the local
polytope relaxation of inference problems for Markov Random Fields and
demonstrate its superiority over existing methods.Comment: 20 page, 4 figure
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
Relative-Interior Solution for (Incomplete) Linear Assignment Problem with Applications to Quadratic Assignment Problem
We study the set of optimal solutions of the dual linear programming
formulation of the linear assignment problem (LAP) to propose a method for
computing a solution from the relative interior of this set. Assuming that an
arbitrary dual-optimal solution and an optimal assignment are available (for
which many efficient algorithms already exist), our method computes a
relative-interior solution in linear time. Since LAP occurs as a subproblem in
the linear programming relaxation of quadratic assignment problem (QAP), we
employ our method as a new component in the family of dual-ascent algorithms
that provide bounds on the optimal value of QAP. To make our results applicable
to incomplete QAP, which is of interest in practical use-cases, we also provide
a linear-time reduction from incomplete LAP to complete LAP along with a
mapping that preserves optimality and membership in the relative interior. Our
experiments on publicly available benchmarks indicate that our approach with
relative-interior solution is frequently capable of providing superior bounds
and otherwise is at least comparable
Discrete graphical models -- an optimization perspective
This monograph is about discrete energy minimization for discrete graphical
models. It considers graphical models, or, more precisely, maximum a posteriori
inference for graphical models, purely as a combinatorial optimization problem.
Modeling, applications, probabilistic interpretations and many other aspects
are either ignored here or find their place in examples and remarks only. It
covers the integer linear programming formulation of the problem as well as its
linear programming, Lagrange and Lagrange decomposition-based relaxations. In
particular, it provides a detailed analysis of the polynomially solvable
acyclic and submodular problems, along with the corresponding exact
optimization methods. Major approximate methods, such as message passing and
graph cut techniques are also described and analyzed comprehensively. The
monograph can be useful for undergraduate and graduate students studying
optimization or graphical models, as well as for experts in optimization who
want to have a look into graphical models. To make the monograph suitable for
both categories of readers we explicitly separate the mathematical optimization
background chapters from those specific to graphical models.Comment: 270 page
A dual ascent framework for Lagrangean decomposition of combinatorial problems
We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to multiple problem types. In this work, we propose such a general algorithm. It depends on several parameters, which can be used to optimize its performance in each particular setting. We demonstrate efficacy of our method on graph matching and multicut problems, where it outperforms state-of-the-art solvers including those based on subgradient optimization and off-the-shelf linear programming solvers
A dual ascent framework for Lagrangean decomposition of combinatorial problems
We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to multiple problem types. In this work, we propose such a general algorithm. It depends on several parameters, which can be used to optimize its performance in each particular setting. We demonstrate efficacy of our method on graph matching and multicut problems, where it outperforms state-of-the-art solvers including those based on subgradient optimization and off-the-shelf linear programming solvers
A Study of Lagrangean Decompositions and Dual Ascent Solvers for Graph Matching
We study the quadratic assignment problem, in computer vision also known as
graph matching. Two leading solvers for this problem optimize the Lagrange
decomposition duals with sub-gradient and dual ascent (also known as message
passing) updates. We explore s direction further and propose several additional
Lagrangean relaxations of the graph matching problem along with corresponding
algorithms, which are all based on a common dual ascent framework. Our
extensive empirical evaluation gives several theoretical insights and suggests
a new state-of-the-art any-time solver for the considered problem. Our
improvement over state-of-the-art is particularly visible on a new dataset with
large-scale sparse problem instances containing more than 500 graph nodes each.Comment: Added acknowledgment