Part of Advances in Neural Information Processing Systems 27 (NIPS 2014)
Siamak Ravanbakhsh, Reihaneh Rabbany, Russell Greiner
The cutting plane method is an augmentative constrained optimization procedure that is often used with continuous-domain optimization techniques such as linear and convex programs. We investigate the viability of a similar idea within message passing -- for integral solutions -- in the context of two combinatorial problems: 1) For Traveling Salesman Problem (TSP), we propose a factor-graph based on Held-Karp formulation, with an exponential number of constraint factors, each of which has an exponential but sparse tabular form. 2) For graph-partitioning (a.k.a. community mining) using modularity optimization, we introduce a binary variable model with a large number of constraints that enforce formation of cliques. In both cases we are able to derive surprisingly simple message updates that lead to competitive solutions on benchmark instances. In particular for TSP we are able to find near-optimal solutions in the time that empirically grows with $N^3$, demonstrating that augmentation is practical and efficient.