Related papers: Building Rome with Convex Optimization
We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…
A local Bundle Adjustment (BA) on a sliding window of keyframes has been widely used in visual SLAM and proved to be very effective in lowering the drift. But in lidar SLAM, BA method is hardly used because the sparse feature points (e.g.,…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…
Pipe inspection is a critical task for many industries and infrastructure of a city. The 3D information of a pipe can be used for revealing the deformation of the pipe surface and position of the camera during the inspection. In this paper,…
This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex nonsmooth composite optimization problems. Like other proximal bundle variants, RPB solves a sequence of prox bundle…
Accurate and consistent construction of point clouds from LiDAR scanning data is fundamental for 3D modeling applications. Current solutions, such as multiview point cloud registration and LiDAR bundle adjustment, predominantly depend on…
This article considers nonconvex global optimization problems subject to uncertainties described by continuous random variables. Such problems arise in chemical process design, renewable energy systems, stochastic model predictive control,…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite…
We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD schemes that achieve a…
Bundle methods have been intensively studied for solving both convex and nonconvex optimization problems. In most of the bundle methods developed thus far, at least one quadratic programming (QP) subproblem needs to be solved in each…
This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…
This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
Nonconvex optimization refers to the process of solving problems whose objective or constraints are nonconvex. Historically, this type of problems have been very difficult to solve to global optimality, with traditional solvers often…
Bundle adjustment plays a vital role in feature-based monocular SLAM. In many modern SLAM pipelines, bundle adjustment is performed to estimate the 6DOF camera trajectory and 3D map (3D point cloud) from the input feature tracks. However,…
We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…
LiDAR bundle adjustment (BA) is an effective approach to reduce the drifts in pose estimation from the front-end. Existing works on LiDAR BA usually rely on predefined geometric features for landmark representation. This reliance restricts…
When computing bounds, spatial branch-and-bound algorithms often linearly outer approximate convex relaxations for non-convex expressions in order to capitalize on the efficiency and robustness of linear programming solvers. Considering…