Max-product "belief propagation" is an iterative, local, message-passing
algorithm for finding the maximum a posteriori (MAP) assignment of a discrete
probability distribution specified by a graphical model. Despite the
spectacular success of the algorithm in many application areas such as
iterative decoding, computer vision and combinatorial optimization which
involve graphs with many cycles, theoretical results about both correctness and
convergence of the algorithm are known in few cases (Weiss-Freeman Wainwright,
Yeddidia-Weiss-Freeman, Richardson-Urbanke}.
In this paper we consider the problem of finding the Maximum Weight Matching
(MWM) in a weighted complete bipartite graph. We define a probability
distribution on the bipartite graph whose MAP assignment corresponds to the
MWM. We use the max-product algorithm for finding the MAP of this distribution
or equivalently, the MWM on the bipartite graph. Even though the underlying
bipartite graph has many short cycles, we find that surprisingly, the
max-product algorithm always converges to the correct MAP assignment as long as
the MAP assignment is unique. We provide a bound on the number of iterations
required by the algorithm and evaluate the computational cost of the algorithm.
We find that for a graph of size n, the computational cost of the algorithm
scales as O(n3), which is the same as the computational cost of the best
known algorithm. Finally, we establish the precise relation between the
max-product algorithm and the celebrated {\em auction} algorithm proposed by
Bertsekas. This suggests possible connections between dual algorithm and
max-product algorithm for discrete optimization problems.Comment: In the proceedings of the 2005 IEEE International Symposium on
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