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Discrete Optimization  Lecture 2 – Part I Discrete Optimization  Lecture 2 – Part I

Discrete Optimization Lecture 2 – Part I - PowerPoint Presentation

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Discrete Optimization Lecture 2 – Part I - PPT Presentation

M Pawan Kumar pawankumarecpfr Slides available online http cvnecpfr personnel pawan Recap V a V b V c d a d b d c Label l 0 Label l 1 D Observed data image ID: 784453

socp convex programming constraints convex socp constraints programming label function relaxations xij relaxation cost formulation integer pij linear argmin

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Slide1

Discrete Optimization Lecture 2 – Part I

M. Pawan Kumarpawan.kumar@ecp.fr

Slides available online http://

cvn.ecp.fr

/personnel/

pawan

Slide2

Recap

V

a

V

b

V

c

d

a

d

b

d

c

Label

l

0

Label

l

1

D

: Observed data (image)

V

: Unobserved variables

L

: Discrete, finite label set

Labeling

f

:

V

L

Slide3

Recap

V

a

V

b

V

c

d

a

d

b

d

c

Label

l

0

Label

l

1

D

: Observed data (image)

V

: Unobserved variables

L

: Discrete, finite label set

Labeling

f

:

V

L

V

a

is assigned l

f(a)

Slide4

Recap

V

a

V

b

V

c

2

5

4

2

6

3

0

1

1

0

0

2

1

3

Q(f;

) = ∑

a

a;f(a)

+ ∑

(a,b)

ab;f(a)f(b)

Label

l

0

Label

l

1

bc;

f

(b)

f

(c)

a;f(a)

d

a

d

b

d

c

Slide5

Recap

V

a

V

b

V

c

2

5

4

2

6

3

0

1

1

0

0

2

1

3

Q(f;

) = ∑

a

a;f(a)

+ ∑

(a,b)

ab;f(a)f(b)

Label

l

0

Label

l

1

f* = argmin

f

Q(f;

)

d

a

d

b

d

c

Slide6

Recap

V

a

V

b

V

c

2

5

4

2

6

3

0

1

1

0

0

2

1

3

Q(f;

) = ∑

a

a;f(a)

+ ∑

(a,b)

ab;f(a)f(b)

Label

l

0

Label

l

1

f* = argmin

f

Q(f;

)

Slide7

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Comparison

Generalization of Results

Slide8

Mathematical Optimization

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

x

is a

feasible point

 g

i

(

x

) ≤ 0, h

i

(x) = 0

x

is a

strictly

feasible point  gi(x) < 0, hi

(x) = 0

Feasible region

- set of all feasible points

Slide9

Convex Optimization

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

Objective function is

convex

Feasible region is

convex

Convex set

?

Convex function

?

Slide10

Convex Set

x

1

x

2

c

x

1

+ (1 - c)

x

2

c

 [0,1]

Line Segment

Endpoints

Slide11

Convex Set

x

1

x

2

All points on the line segment lie within the set

For all line segments with endpoints in the set

Slide12

Non-Convex Set

x

1

x

2

Slide13

Examples of Convex Sets

x

1

x

2

Line Segment

Slide14

Examples of Convex Sets

x

1

x

2

Line

Slide15

Examples of Convex Sets

Hyperplane

a

T

x

- b = 0

Slide16

Examples of Convex Sets

Halfspace

a

T

x

- b ≤ 0

Slide17

Examples of Convex Sets

Second-order Cone

||

x

|| ≤ t

t

x

2

x

1

Slide18

Examples of Convex Sets

Semidefinite Cone

{

X

|

X

0}

a

T

Xa

≥ 0, for all a  R

n

All eigenvalues of

X are non-negative

a

T

X

1a ≥ 0

a

T

X2a ≥ 0

a

T

(c

X1 + (1-c)

X2)a ≥ 0

Slide19

Operations that Preserve Convexity

Intersection

Polyhedron / Polytope

Slide20

Operations that Preserve Convexity

Intersection

Slide21

Operations that Preserve Convexity

Affine Transformation x

 Ax + b

Slide22

Convex Function

x

g(x)

Blue

point always lies above

red

point

x

1

x

2

Slide23

Convex Function

x

g(x)

g( c

x

1

+ (1 - c)

x

2

) ≤ c g(

x

1

) + (1 - c) g(

x

2

)

x

1

x

2

Domain of g(.) has to be convex

Slide24

Convex Function

x

g(x)

x

1

x

2

-g(.) is concave

g( c

x

1

+ (1 - c)

x

2

) ≤ c g(

x

1

) + (1 - c) g(

x

2

)

Slide25

Convex Function

Once-differentiable functions

g(

y

) +

g(

y

)

T

(

x - y) ≤ g(x)

x

g(x)

(

y

,g(

y

))

g(

y

) +

g(

y

)

T

(

x

-

y

)

Twice-differentiable functions

2

g(

x

) 0

Slide26

Convex Function and Convex Sets

x

g(x)

Epigraph of a convex function is a convex set

Slide27

Examples of Convex Functions

Linear function

a

T

x

p-Norm functions

(x

1

p

+ x

2p + xnp)1/p, p ≥ 1

Quadratic functions

xT Q x

Q

0

Slide28

Operations that Preserve Convexity

Non-negative weighted sum

x

g

1

(x)

w

1

x

g

2

(x)

+ w

2

+ ….

x

T

Q

x

+

a

T

x

+ b

Q

0

Slide29

Operations that Preserve Convexity

Pointwise maximum

x

g

1

(x)

max

x

g

2

(x)

,

Pointwise minimum of concave

functions is concave

Slide30

Convex Optimization

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

Objective function is convex

Feasible region is convex

Slide31

Linear Programming

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

min g

0

T

x

s.t. g

i

T

x

≤ 0

h

i

T

x

= 0

Linear function

Linear constraints

Linear constraints

Slide32

Quadratic Programming

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

min

x

T

Qx

+

a

T

x

+ b

s.t. g

i

T

x

≤ 0

h

i

T

x

= 0

Quadratic function

Linear constraints

Linear constraints

Slide33

Second-Order Cone Programming

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

min g

0

T

x

s.t.

x

T

Q

i

x

+

a

i

T

x

+ bi ≤ 0

h

i

Tx = 0

Linear function

Quadratic

constraints

Linear constraints

Slide34

Semidefinite Programming

min g

0

(

x

)

s.t. g

i

(

x

) ≤ 0

h

i

(x) = 0

Objective function

Inequality constraints

Equality constraints

min

Q

X

s.t.

X

0

A

i

X

= 0

Linear function

Semidefinite constraints

Linear constraints

Slide35

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Comparison

Generalization of Results

Slide36

Integer Programming Formulation

2

5

4

2

0

1

3

0

V

1

V

2

Label

0

Label

1

Unary Cost

Unary Cost Vector

u

= [ 5

Cost of V

1

= 0

2

Cost of V

1

= 1

; 2 4 ]

Labeling =

{1 , 0}

Slide37

2

5

4

2

0

1

3

0

V

1

V

2

Label

0

Label

1

Unary Cost

Unary Cost Vector

u

= [ 5

2

; 2 4 ]

T

Label vector

x

= [ -1

V

1

 0

1

V

1

= 1

; 1 -1 ]

T

Recall that the aim is to find the optimal

x

Integer Programming Formulation

Labeling =

{1 , 0}

Slide38

2

5

4

2

0

1

3

0

V

1

V

2

Label

0

Label

1

Unary Cost

Unary Cost Vector

u

= [ 5

2

; 2 4 ]

T

Label vector

x

= [ -1

1

; 1 -1 ]

T

Sum of Unary Costs =

1

2

i

u

i

(1 +

x

i

)

Integer Programming Formulation

Labeling =

{1 , 0}

Slide39

2

5

4

2

0

1

3

0

V

1

V

2

Label

0

Label

1

Pairwise Cost

0

Cost of V

1

= 0 and V

1

= 0

0

0

0

0

Cost of V

1

= 0 and V

2

= 0

3

Cost of V

1

= 0 and V

2

= 1

1

0

0

0

0

0

1

0

3

0

Pairwise Cost Matrix

P

Integer Programming Formulation

Labeling =

{1 , 0}

Slide40

2

5

4

2

0

1

3

0

V

1

V

2

Label

0

Label

1

Pairwise Cost

Pairwise Cost Matrix

P

0

0

0

0

0

3

1

0

0

0

0

0

1

0

3

0

Sum of Pairwise Costs

1

4

ij

P

ij

(1 +

x

i

)(1+

x

j

)

Integer Programming Formulation

Labeling =

{1 , 0}

Slide41

2

5

4

2

0

1

3

0

V

1

V

2

Label

0

Label

1

Pairwise Cost

Pairwise Cost Matrix

P

0

0

0

0

0

3

1

0

0

0

0

0

1

0

3

0

Sum of Pairwise Costs

1

4

ij

P

ij

(1 +

x

i

+

x

j

+

x

i

x

j

)

1

4

ij

P

ij

(1 +

x

i

+

x

j

+

X

ij

)

=

X

=

x x

T

X

ij

=

x

i

x

j

Integer Programming Formulation

Labeling =

{1 , 0}

Slide42

Constraints

Uniqueness Constraint

x

i

= 2 - |L|

i

 V

a

Integer Constraints

x

i 

{-1,1}X =

x xTInteger Programming Formulation

Slide43

x

* = argmin

1

2

u

i

(1 +

x

i

)

+

1

4

Pij (1 + xi + xj + X

ij)

∑ xi

= 2 - |L|

i  Va

x

i {-1,1}

X

=

x xT

Convex

Non-Convex

Integer Programming Formulation

Slide44

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Linear Programming (LP-S)

Semidefinite Programming (SDP-L)

Second Order Cone Programming (SOCP-MS)Comparison

Generalization of Results

Slide45

LP-S

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

{-1,1}

X

=

x xT

Retain Convex Part

Schlesinger, 1976

Relax Non-Convex

Constraint

Slide46

LP-S

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

X

=

x xT

Retain Convex Part

Schlesinger, 1976

Relax Non-Convex

Constraint

Slide47

LP-S

X

=

x x

T

Schlesinger, 1976

X

ij

[-1,1]

1 + xi + xj + Xij ≥ 0

Xij = (2 - |L|) xi

j  Vb

Slide48

LP-S

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

X

=

x xT

Retain Convex Part

Schlesinger, 1976

Relax Non-Convex

Constraint

Slide49

LP-S

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1],

Retain Convex Part

Schlesinger, 1976

X

ij

[-1,1]

1 +

xi + xj

+ Xij ≥ 0

Xij = (2 - |L|) xi

j  V

b

LP-S

Slide50

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Linear Programming (LP-S)

Semidefinite Programming (SDP-L)

Second Order Cone Programming (SOCP-MS)Comparison

Generalization of Results

Slide51

SDP-L

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

{-1,1}

X

=

x xT

Retain Convex Part

Lasserre, 2000

Relax Non-Convex

Constraint

Slide52

SDP-L

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

X

=

x xT

Retain Convex Part

Relax Non-Convex

Constraint

Lasserre, 2000

Slide53

x

1

x

2

x

n

1

.

.

.

1

x

1

x

2

.

.

.

x

n

1

x

T

x

X

=

Rank = 1

X

ii

= 1

Positive Semidefinite

Convex

Non-Convex

SDP-L

Slide54

x

1

x

2

x

n

1

.

.

.

1

x

1

x

2

.

.

.

x

n

X

ii

= 1

Positive Semidefinite

Convex

SDP-L

1

x

T

x

X

=

Slide55

Schur

’s Complement

A

B

B

T

C

=

I

0

B

T

A

-1

I

A

0

0

C -

B

T

A

-1

B

I

A

-1

B

0

I

0

A 0

C -B

T

A

-1

B 0

Slide56

X

-

xx

T

0

1

x

T

x

X

=

1

0

x

I

1

0

0

X - xx

T

I

x

T

0

1

Schur

s Complement

SDP-L

Slide57

SDP-L

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

X

=

x xT

Retain Convex Part

Relax Non-Convex

Constraint

Lasserre, 2000

Slide58

SDP-L

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

Retain Convex Part

X

ii

= 1

X

-

xx

T

0

Accurate

SDP-L

Inefficient

Lasserre, 2000

Slide59

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Linear Programming (LP-S)

Semidefinite Programming (SDP-L)

Second Order Cone Programming (SOCP-MS)Comparison

Generalization of Results

Slide60

SOCP Relaxation

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

X

ii

= 1

X

-

xx

T

0

Derive SOCP relaxation from the SDP relaxation

Further Relaxation

Slide61

1-D Example

X

-

xx

T

0

X

-

x2 ≥ 0

For two semidefinite matrices,

Frobenius inner product is non-negative

A

A

 0

x2  X

SOC of the form ||

v ||2  st

= 1

Slide62

2-D Example

X

11

X

12

X

21

X

22

1

X

12

X

12

1

=

X

=

x

1

x

1

x

1

x2

x

2

x

1

x

2x2

xxT

=

x12

x

1x2

x1

x2

=

x

2

2

Slide63

2-D Example

(

X

-

xx

T)

1 -

x12

X

12-x1x2

 0

1

0

0

0

X

12

-

x

1

x2

1 - x

22

x

12

 1

-1 

x1  1

C

1

  0

C1 0

Slide64

2-D Example

(

X

-

xx

T)

1 -

x12

X

12-x1x2

 0

0

0

0

1

X

12

-

x

1

x2

1 - x

22

C

2

 0

C2 0

x

2

2

 1

-1  x

2  1

Slide65

2-D Example

(

X

-

xx

T)

1 -

x12

X

12-x1x2

 0

1

1

1

1

X

12

-

x

1

x2

1 -

x22

C

3

  0

C3

0

(x

1

+ x2)2

 2 + 2X12

SOC of the form ||

v ||2  st

Slide66

2-D Example

(

X

-

xx

T)

1 -

x12

X

12-x1x2

 0

1

-1

-1

1

X

12

-

x

1

x2

1 -

x22

C

4

  0

C4

0

(x

1

- x2)2

 2 - 2X12

SOC of the form ||

v ||2  st

Slide67

SOCP Relaxation

Consider a matrix

C

1

=

UU

T 0

(

X -

xxT)

||U

Tx ||2  X 

C1

C1   0

Continue for C

2, C3, … , C

n

SOC of the form || v ||2

 st

Kim and Kojima, 2000

Slide68

SOCP Relaxation

How many constraints for SOCP = SDP ?

Infinite. For all C 0

Specify constraints similar to the 2-D example

x

i

x

j

X

ij

(x

i

+

x

j

)

2

 2 + 2

X

ij

(x

i

+

x

j

)

2

 2 - 2

X

ij

Slide69

SOCP-MS

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

X

ii

= 1

X

-

xx

T

0

Muramatsu and Suzuki, 2003

Slide70

SOCP-MS

x

* = argmin

1

2

u

i

(1 +

x

i)

+

1

4

Pij (1 + xi

+ xj + Xij)

xi = 2 - |L|

i  Va

x

i

[-1,1]

(x

i

+

x

j)2  2 + 2

Xij

(x

i - xj)

2  2 - 2Xij

Specified only when

P

ij  0

Muramatsu and Suzuki, 2003

Slide71

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Comparison

Generalization of Results

Kumar, Kolmogorov and

Torr, JMLR 2010

Slide72

Dominating Relaxation

For all MAP Estimation problem (

u

,

P

)

A dominates B

A

B

Dominating relaxations are better

Slide73

Equivalent Relaxations

A dominates B

A

B

=

B dominates A

For all MAP Estimation problem (

u

,

P

)

Slide74

Strictly Dominating Relaxation

A dominates B

A

B

>

B does not dominate A

For at least one MAP Estimation problem (

u

,

P

)

Slide75

SOCP-MS

(x

i

+

x

j

)

2  2 + 2Xij

(x

i - xj)2  2 - 2X

ij

Muramatsu and Suzuki, 2003

Pij ≥ 0

(x

i + xj)

2

2

- 1

X

ij

=

Pij < 0

(x

i

- xj

)2

2

1 -

X

ij

=

SOCP-MS is a QP

Same as QP by Ravikumar and Lafferty, 2005

SOCP-MS

QP-RL

Slide76

LP-S vs. SOCP-MS

Differ in the way they relax

X

=

xx

T

X

ij

[-1,1]

1 + xi +

xj + Xij ≥ 0

∑ Xij = (2 - |L|) xi

j  Vb

LP-S

(x

i

+

xj)2  2 + 2X

ij

(xi - xj)2  2 - 2X

ij

SOCP-MS

F

(LP-S)

F

(SOCP-MS)

Slide77

LP-S vs. SOCP-MS

LP-S strictly dominates SOCP-MS

LP-S strictly dominates QP-RL

Where have we gone wrong?

A Quick Recap !

Slide78

Recap of SOCP-MS

x

i

x

j

X

ij

1

1

1

1

C =

(x

i

+

x

j

)

2

 2 + 2

X

ij

Slide79

Recap of SOCP-MS

x

i

x

j

X

ij

1

-1

-1

1

C =

(x

i

-

x

j

)

2

 2 - 2

X

ij

Can we use different C matrices ??

Can we use a different subgraph ??

Slide80

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Comparison

Generalization of Results

SOCP Relaxations on TreesSOCP Relaxations on Cycles

Kumar, Kolmogorov and Torr, JMLR 2010

Slide81

SOCP Relaxations on Trees

Choose any arbitrary tree

Slide82

SOCP Relaxations on Trees

Choose any arbitrary C 0

Repeat over trees to get relaxation SOCP-T

LP-S strictly dominates SOCP-T

LP-S strictly dominates QP-T

Slide83

Outline

Convex Optimization

Integer Programming Formulation

Convex

Relaxations

Comparison

Generalization of Results

SOCP Relaxations on Trees

SOCP Relaxations on CyclesKumar, Kolmogorov and Torr, JMLR 2010

Slide84

SOCP Relaxations on Cycles

Choose an arbitrary even cycle

P

ij

≥ 0

P

ij

≤ 0

OR

Slide85

SOCP Relaxations on Cycles

Choose any arbitrary C 0

Repeat over even cycles to get relaxation SOCP-E

LP-S strictly dominates SOCP-E

LP-S strictly dominates QP-E

Slide86

SOCP Relaxations on Cycles

True for odd cycles with

P

ij

≤ 0

True for odd cycles with

Pij ≤ 0 for only one edge

True for odd cycles with

Pij ≥ 0 for only one edge

True for all combinations of above cases

Slide87

The SOCP-C Relaxation

Include all LP-S constraints

True SOCP

a

b

0

0

1

1

0

0

0

b

c

1

0

0

0

0

0

0

c

a

0

0

1

1

0

0

0

0

1

0

Submodular

Non-submodular

Submodular

Slide88

The SOCP-C Relaxation

a

b

Include all LP-S constraints

True SOCP

0

0

1

1

0

0

0

b

c

1

0

0

0

0

0

0

c

a

0

0

1

1

0

0

0

0

1

0

Frustrated Cycle

Slide89

The SOCP-C Relaxation

a

b

Include all LP-S constraints

True SOCP

0

0

1

1

0

0

0

b

c

1

0

0

0

0

0

0

c

a

0

0

1

1

0

0

0

0

1

0

LP-S Solution

a

b

1

0

-1

-1

0

0

0

b

c

-1

0

1

1

0

0

0

c

a

0

-1

-1

0

0

0

1

-1

1

1

Objective Function = 0

Slide90

The SOCP-C Relaxation

a

b

Include all LP-S constraints

True SOCP

0

0

1

1

0

0

0

b

c

1

0

0

0

0

0

0

c

a

0

0

1

1

0

0

0

0

1

0

LP-S Solution

a

b

1

0

-1

-1

0

0

0

b

c

-1

0

1

1

0

0

0

c

a

0

-1

-1

0

0

0

1

-1

1

1

Define an SOC Constraint using C =

1

Slide91

The SOCP-C Relaxation

a

b

Include all LP-S constraints

True SOCP

0

0

1

1

0

0

0

b

c

1

0

0

0

0

0

0

c

a

0

0

1

1

0

0

0

0

1

0

LP-S Solution

a

b

1

0

-1

-1

0

0

0

b

c

-1

0

1

1

0

0

0

c

a

0

-1

-1

0

0

0

1

-1

1

1

(x

i

+

x

j

+

x

k

)

2

 3 + 2 (

X

ij

+

X

jk

+

X

ki

)

Slide92

The SOCP-C Relaxation

a

b

Include all LP-S constraints

True SOCP

0

0

1

1

0

0

0

b

c

1

0

0

0

0

0

0

c

a

0

0

1

1

0

0

0

0

1

0

SOCP-C Solution

Objective Function = 0.75

SOCP-C strictly dominates LP-S

a

b

0.8

0.6

-0.8

-0.8

-0.6

0.6

-0.6

b

c

0.6

-0.6

0

0

c

a

0

0

0.8

0.6

-0.6

0.4

-0.4

-0.4

0.4

-0.3

0.3

0.3

-0.3

Slide93

The SOCP-Q Relaxation

Include all cycle inequalities

True SOCP

a

b

c

d

Clique of size n

Define an SOCP Constraint using C =

1

(

Σ

x

i

)

2

≤ n +

(

Σ

Xij)

SOCP-Q strictly dominates LP-S

SOCP-Q strictly dominates SOCP-C

Slide94

4-Neighbourhood MRF

Test SOCP-C

50 binary MRFs of size 30x30

u

N

(0,1)

P

N

(0,

σ

2

)

Slide95

4-Neighbourhood MRF

σ

= 2.5

Slide96

8-Neighbourhood MRF

Test SOCP-Q

50 binary MRFs of size 30x30

u

N

(0,1)

P

N (0,σ2)

Slide97

8-Neighbourhood MRF

σ

= 1.125

Slide98

Conclusions

Large class of SOCP/QP dominated by LP-S

New SOCP relaxations dominate LP-

S

But better LP relaxations exist