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Energy Minimization

 

The MAP solution is defined as . The simplest way to find the is to perform gradient descent. Start with an initial configuration; iterate with

where is a step size and is the gradient of the energy function, until the algorithm converges to a point f for which . Consider . The gradient is composed of the following components

where as assumed in (2.14). Fig.2.2 shows restored curves at three stages of an iterative minimization process. In the 2D case, it is

Alternatively, one may directly solve the system of equations

which is composed of m simultaneous equations ().

  
Figure 2.2: Minimizing . From left to right: the initial f set to the observed data d, f after 5 iterations, and the final result .

When is convex w.r.t. f, there is a unique global energy minimum and the convergence to the global is guaranteed by the gradient descent algorithm. When it is not, as is with the truncated quadratic potential function (2.17), there are local minima in the energy landscape and the gradient descent algorithm only gives a local minimum. Some global optimization techniques may be used to overcome this difficulty, such as simulated annealing [Geman and Geman 1984] and graduated non-convexity [Blake and Zisserman 1987] (see Chapter 9).