Convergence of Min-Sum Message Passing for Quadratic Optimization
Information Theory
2008-12-24 v4 Artificial Intelligence
math.IT
Abstract
We establish the convergence of the min-sum message passing algorithm for minimization of a broad class of quadratic objective functions: those that admit a convex decomposition. Our results also apply to the equivalent problem of the convergence of Gaussian belief propagation.
Keywords
Cite
@article{arxiv.cs/0603058,
title = {Convergence of Min-Sum Message Passing for Quadratic Optimization},
author = {Ciamac C. Moallemi and Benjamin Van Roy},
journal= {arXiv preprint arXiv:cs/0603058},
year = {2008}
}