Chapter 8
After the energy function , including both the functional form and
the involved parameters, is given and thus the optimal solution
is entirely defined, the remaining problem is to find
the solution. It is most desirable to express the solution in
closed-form but generally, this is very difficult in vision problems due
to the complexity caused by interactions between labels. Therefore,
optimal solutions are usually computed by using some iterative search
techniques. This chapter describes techniques for finding local minima
and discusses related issues.
A minimization problem can be categorized as continuous or combinatorial
according to whether the label set is continuous or discrete; it
can be further categorized as constrained or unconstrained according to
whether the f is constrained within a subspace of the entire search
space. A vision problem may also be modeled as a combination of several
minimization processes; for example, continuous restoration with line
process is a combination of continuous and combinatorial minimization
processes ( cf.
Chapters 2 and 3). As far
as computational algorithms are concerned, a view of local vs. global
methods is important when there are multiple local minima in the
solution space.
Because classical unconstrained, continuous minimization methods are most mature, it is sometimes desirable to convert a combinatorial and constrained problems into forms suitable for such classical methods. A combinatorial problem may be converted into a continuous one, for example, using the notion of relaxation labeling [Rosenfeld et al. 1976] or mean field approximation [Peterson and Soderberg 1989]. A constrained minimization may be converted into an unconstrained one, for example, using classical methods such as the penalty method or the Lagrange multiplier method [Fletcher 1987]. This not only is for mathematical convenience but also brings about possibilities for analog implementations.
Figure 8.1: Local and global extrema.
Fig.8.1. illustrates extrenal points of a continuous
function in . A, C and F are local maxima but only F is
the global maximum. Points B and D are local minima of which B is
the global one. B, C, D and E are stationary points where the
gradient vanishes but E is an inflection point (or saddle point in
higher dimensional cases) rather than an extremum. A gradient-descent
search algorithm will stop at B or D. Theoretically, it can also
stop at a saddle point or even a local maximum because the gradient
there is exactly zero. But such chance is small in numerical computation
because of the quantization, and the algorithm is likely to pass by
these points.
The localness and globalness of a minimum f are said with
respect to a neighborhood system where
is the set of neighboring configurations of f in the solution
space. For
, the neighborhood of f can be suitably
defined as
where is a norm and
is a real number. For
discrete problem where
is a discrete label set and
, we may define the following ``n-neighborhood'' of
as
For example, assuming , then
is a
2-neighbor of
; and so is
because
2-neighborhood include 1-neighborhood (due to the phrase ``at most''
in the definition).
A point is a local minimum of
E with respect to
if
It is a global minimum if the neighborhood is defined by
When is strictly the lowest,
for all
,
is the unique global minimum .
Multiple global minima occur if there
exist more than one point
for which
take the
globally minimum value
.
Figure 8.2: Deterministic local search algorithm.
Local search is the basis for many minimization algorithms.
Fig.8.2 describes the idea of deterministic local
search. The idea is very simple and natural: At a point , we
look for where to go within the neighborhood
; if
in the
neighborhood leads to an improvement,
, we replace f by
; this process continues until no further improvement can be made.
When
is lower bounded, the algorithm converges to a local minimum.
There are different ways of generating (or searching for) a candidate
. In the continuous case,
may be chosen based on the gradient:
, where
is a step size. This leads to a
zero gradient point, which is necessary for the minimization. In the
discrete case, some enumerative method may be used to generate
for which
.
The local search discussed so far is deterministic. In stochastic local
search, is generated at random. It is not necessary that
be
lower than
. Whether to accept
for which
is higher
than
is decided according to some probabilistic rules.