Primal-dual Algorithm for Convex Markov Random Fields

نویسنده

  • Vladimir Kolmogorov
چکیده

Computing maximum a posteriori configuration in a first-order Markov Random Field has become a routinely used approach in computer vision. It is equivalent to minimizing an energy function of discrete variables. In this paper we consider a subclass of minimization problems in which unary and pairwise terms of the energy function are convex. Such problems arise in many vision applications including image restoration, total variation minimization, phase unwrapping in SAR images and panoramic image stitching.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Interior Point Algorithm for Solving Convex Quadratic Semidefinite Optimization Problems Using a New Kernel Function

In this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual Interior Point Method (IPM) based on a new kernel function with a trigonometric barrier term. Iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. Although our proposed kernel function is neither a Self-Regular (SR) fun...

متن کامل

A Geometric Projection-Space Reconstruction Algorithm*

We present a method to reconstruct images from finite sets of noisy projections that may be available only over limited or sparse angles. The algorithm calculates the maximum a posteriori (MAP) estimate of the full sinogram (which is an image of the 2-D Radon transform of the object) from the available data. It is implemented using a primal-dual constrained optimization procedure that solves a ...

متن کامل

Primal-dual path-following algorithms for circular programming

Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case. Alizadeh and Goldfarb [Math. Program. Ser. A 95 (2003) 3-51] introduced primal-dual path-following algorithms for solving second-order cone programming problems. In this paper, we generalize their work by using the machinery of Euclidean Jordan alg...

متن کامل

Gradient Primal-Dual Algorithm Converges to Second-Order Stationary Solutions for Nonconvex Distributed Optimization

In this work, we study two first-order primal-dual based algorithms, the Gradient Primal-Dual Algorithm (GPDA) and the Gradient Alternating Direction Method of Multipliers (GADMM), for solving a class of linearly constrained non-convex optimization problems. We show that with random initialization of the primal and dual variables, both algorithms are able to compute second-order stationary solu...

متن کامل

Fast Algorithms for Online Stochastic Convex Programming

We introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many wellstudied problems like online stochastic packing and covering, online stochastic matching with concave returns, etc. form a special case of online stochastic CP. We present fast algorithms f...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005