While neural network models have garnered significant attention in the imaging community, their application remains limited in important settings where optimality certificates are required or in the absence of extensive datasets. In such cases, classical models like (continuous) Markov Random Fields (MRFs) remain preferable. However, the associated optimization problem is nonconvex, and therefore very challenging to solve globally. This difficulty is further exacerbated in the case of nonconvex state spaces, such as the unit sphere. To address this, we propose a convex Semidefinite Programming (SDP) relaxation to provide lower bounds for these optimization challenges. Our relaxation provably approximates a certain infinite-dimensional convex lifting in measure spaces. Notably, our approach furnishes a certificate of (near) optimality when the relaxation (closely) approximates the unlifted problem. Our experiments show that our relaxation outperforms popular linear relaxations for many interesting problems.

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Convex Relaxations for Manifold-Valued Markov Random Fields with Approximation Guarantees

  • Robin Kenis,
  • Emanuel Laude,
  • Panagiotis Patrinos

摘要

While neural network models have garnered significant attention in the imaging community, their application remains limited in important settings where optimality certificates are required or in the absence of extensive datasets. In such cases, classical models like (continuous) Markov Random Fields (MRFs) remain preferable. However, the associated optimization problem is nonconvex, and therefore very challenging to solve globally. This difficulty is further exacerbated in the case of nonconvex state spaces, such as the unit sphere. To address this, we propose a convex Semidefinite Programming (SDP) relaxation to provide lower bounds for these optimization challenges. Our relaxation provably approximates a certain infinite-dimensional convex lifting in measure spaces. Notably, our approach furnishes a certificate of (near) optimality when the relaxation (closely) approximates the unlifted problem. Our experiments show that our relaxation outperforms popular linear relaxations for many interesting problems.