Immanuel Bomze (Applied Mathematics and Statistics, University of Vienna)

Infection-immunization dynamics for solving standard quadratic optimization problems
Joint work with Samuel Rota-Bulo and Marcello Pelillo (University of Venice).
Wednesday 24 July 2013 at 15.30, JCMB 5215

Abstract

This talk starts by describing a relaxed clustering method via dominant sets, a method which has proved quite successful in recent years, in Image Segmentation as well in many other fields. Algorithmic implementations of this idea will lead us to the simplest quadratic optimization problem which is NP-hard, namely minimizing an indefinite quadratic form over the standard simplex: the so-called Standard Quadratic Optimization Problem (StQP).

Many algorithms have been proposed to obtain (local) solutions to StQPs. Here we address the large class of growth transformations which yields monotonic improvements, and present the Infection-Immunization Dynamics (InfImmDyn), a method particularly well suited to large problems: InfImmDyn selects from 2n search directions and performs an exact line search in closed form. Both space and time requirements of one iteration step are linear in the dimension n.

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