On Coordinate Minimization of Convex Piecewise-Affine Functions
نویسنده
چکیده
A popular class of algorithms to optimize the dual LP relaxation of the discrete energy minimization problem (a.k.a. MAP inference in graphical models or valued constraint satisfaction) are convergent message-passing algorithms, such as max-sum diffusion, TRW-S, MPLP and SRMP. These algorithms are successful in practice, despite the fact that they are a version of coordinate minimization applied to a convex piecewise-affine function, which is not guaranteed to converge to a global minimizer. These algorithms converge only to a local minimizer, characterized by local consistency known from constraint programming. We generalize max-sum diffusion to a version of coordinate minimization applicable to an arbitrary convex piecewise-affine function, which converges to a local consistency condition. This condition can be seen as the sign relaxation of the global optimality condition.
منابع مشابه
On the quadratic support of strongly convex functions
In this paper, we first introduce the notion of $c$-affine functions for $c> 0$. Then we deal with some properties of strongly convex functions in real inner product spaces by using a quadratic support function at each point which is $c$-affine. Moreover, a Hyers–-Ulam stability result for strongly convex functions is shown.
متن کاملEnlarging Domain of Attraction for a Special Class of Continuous-time Quadratic Lyapunov Function Piecewise Affine Systems based on Discontinuous Piecewise
This paper presents a new approach to estimate and to enlarge the domain of attraction for a planar continuous-time piecewise affine system. Various continuous Lyapunov functions have been proposed to estimate and to enlarge the system’s domain of attraction. In the proposed method with a new vision and with the aids of a discontinuous piecewise quadratic Lyapunov function, the domain of attrac...
متن کاملA DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization
We introduce an algorithm to minimize a function of several variables with no convexity nor smoothness assumptions. The main peculiarity of our approach is the use of an the objective function model which is the difference of two piecewise affine convex functions. Bundling and trust region concepts are embedded into the algorithm. Convergence of the algorithm to a stationary point is proved.
متن کاملMPC for continuous piecewise-affine systems
First we show that continuous piecewise-affine systems are equivalent to max-minplus-scaling systems (i.e., systems that can be modeled using maximization, minimization, addition and scalar multiplication). Next, we consider model predictive control for these systems. In general, this leads to nonlinear non-convex optimization problems. However, we present a method based on canonical forms for ...
متن کاملOn Affine Invariant Descent Directions
This paper explores the existence of affine invariant descent directions for unconstrained minimization. While there may exist several affine invariant descent directions for smooth functions f at a given point, it is shown that for quadratic functions there exists exactly one invariant descent direction in the strictly convex case and generally none in the nondegenerate indefinite case. These ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- CoRR
دوره abs/1709.04989 شماره
صفحات -
تاریخ انتشار 2017