Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.

On the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization

There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of ε-optimal solutions, and (ii) the maximum distance of ε-optimal solutions to the boundary of the cone of the HSD variables. This norm is also useful in developing a stopping-rule theory for HSD-based interior-point methods such as SeDuMi. Under mild assumptions, we show that a standard stopping rule implicitly involves the sum of the sizes of the ε-optimal primal and dual solutions, as well as the size of the initial primal and dual infeasibility residuals. This theory suggests possible criteria for developing starting points for the homogeneous self-dual model that might improve the resulting solution time in practice

Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems

We study four measures of problem instance behavior that might account for the observed differences in interior-point method (IPM) iterations when these methods are used to solve semidefinite programming (SDP) problem instances: (i) an aggregate geometry measure related to the primal and dual feasible regions (aspect ratios) and norms of the optimal solutions, (ii) the (Renegar-) condition measure C(d) of the data instance, (iii) a measure of the near-absence of strict complementarity of the optimal solution, and (iv) the level of degeneracy of the optimal solution. We compute these measures for the SDPLIB suite problem instances and measure the correlation between these measures and IPM iteration counts (solved using the software SDPT3) when the measures have finite values. Our conclusions are roughly as follows: the aggregate geometry measure is highly correlated with IPM iterations (CORR = 0.896), and is a very good predictor of IPM iterations, particularly for problem instances with solutions of small norm and aspect ratio. The condition measure C(d) is also correlated with IPM iterations, but less so than the aggregate geometry measure (CORR = 0.630). The near-absence of strict complementarity is weakly correlated with IPM iterations (CORR = 0.423). The level of degeneracy of the optimal solution is essentially uncorrelated with IPM iterations.

Reflectance Map Techniques for Analyzing Surface Defects in Metal Castings

This report explores the relation between image intensity and object shape. It is shown that image intensity is related to surface orientation and that a variation in image intensity is related to surface curvature. Computational methods are developed which use the measured intensity variation across surfaces of smooth objects to determine surface orientation. In general, surface orientation is not determined locally by the intensity value recorded at each image point. Tools are needed to explore the problem of determining surface orientation from image intensity. The notion of gradient space , popularized by Huffman and Mackworth, is used to represent surface orientation. The notion of a reflectance map, originated by Horn, is used to represent the relation between surface orientation image intensity. The image Hessian is defined and used to represent surface curvature. Properties of surface curvature are expressed as constraints on possible surface orientations corresponding to a given image point. Methods are presented which embed assumptions about surface curvature in algorithms for determining surface orientation from the intensities recorded in a single view. If additional images of the same object are obtained by varying the direction of incident illumination, then surface orientation is determined locally by the intensity values recorded at each image point. This fact is exploited in a new technique called photometric stereo. The visual inspection of surface defects in metal castings is considered. Two casting applications are discussed. The first is the precision investment casting of turbine blades and vanes for aircraft jet engines. In this application, grain size is an important process variable. The existing industry standard for estimating the average grain size of metals is implemented and demonstrated on a sample turbine vane. Grain size can be computed form the measurements obtained in an image, once the foreshortening effects of surface curvature are accounted for. The second is the green sand mold casting of shuttle eyes for textile looms. Here, physical constraints inherent to the casting process translate into these constraints, it is necessary to interpret features of intensity as features of object shape. Both applications demonstrate that successful visual inspection requires the ability to interpret observed changes in intensity in the context of surface topography. The theoretical tools developed in this report provide a framework for this interpretation.

Stereo-Based Head Pose Tracking Using Iterative Closest Point and Normal Flow Constraint

In this text, we present two stereo-based head tracking techniques along with a fast 3D model acquisition system. The first tracking technique is a robust implementation of stereo-based head tracking designed for interactive environments with uncontrolled lighting. We integrate fast face detection and drift reduction algorithms with a gradient-based stereo rigid motion tracking technique. Our system can automatically segment and track a user's head under large rotation and illumination variations. Precision and usability of this approach are compared with previous tracking methods for cursor control and target selection in both desktop and interactive room environments. The second tracking technique is designed to improve the robustness of head pose tracking for fast movements. Our iterative hybrid tracker combines constraints from the ICP (Iterative Closest Point) algorithm and normal flow constraint. This new technique is more precise for small movements and noisy depth than ICP alone, and more robust for large movements than the normal flow constraint alone. We present experiments which test the accuracy of our approach on sequences of real and synthetic stereo images. The 3D model acquisition system we present quickly aligns intensity and depth images, and reconstructs a textured 3D mesh. 3D views are registered with shape alignment based on our iterative hybrid tracker. We reconstruct the 3D model using a new Cubic Ray Projection merging algorithm which takes advantage of a novel data structure: the linked voxel space. We present experiments to test the accuracy of our approach on 3D face modelling using real-time stereo images.