Method and device for three-weight message-passing optimization scheme

摘要

A method and device determines an optimization solution for an optimization problem. The method includes receiving the optimization problem having cost functions and variables in which each of the cost functions has a predetermined relationship with select ones of the variables. The method includes generating a first message for each of the cost functions for each corresponding variable based upon the respective predetermined relationship and a second message for each of the variables for each corresponding cost function based upon the respective predetermined relationship. The method includes generating a disagreement variable for each corresponding pair of variables and cost functions measuring a disagreement value between the first and second beliefs. The method includes repeating steps (b), (c), and (d) until a consensus is formed between the first and second messages until the optimization solution is determined based upon the consensus.

主权项

1. A method, comprising:
(a) receiving an optimization problem, the optimization problem including a plurality of cost functions and a plurality of variables, the cost functions representing possible costs for values of the variables in the optimization problem, each of the cost functions having a predetermined relationship with select ones of the variables,
wherein the optimization problem comprises a trajectory planning problem; (b) generating a first message for each of the cost functions for each corresponding variable based upon the respective predetermined relationship, the first message indicating a first belief that the corresponding variable has a first value when the optimization problem is solved, the first message having a respective first weight indicating a certainty of the first message; (c) generating a second message for each of the variables for each corresponding cost function based upon the respective predetermined relationship, the second message indicating a second belief that the corresponding variable has a second value when the optimization problem is solved, the second message having a respective second weight indicating a certainty of the second message, wherein each of the first and second weights is one of a zero weight, an infinite weight, and a standard weight; (d) generating a disagreement variable for each corresponding pair of variables and cost functions measuring a disagreement value between the first and second beliefs; (e) repeating steps (b), (c), and (d) until a consensus is formed between the first and second messages based on the cost functions and the variables, a subsequent first message being modified based upon the second message, its corresponding second weight, and the corresponding disagreement variable, and a subsequent second message being modified based upon the first message, its corresponding first weight, and the corresponding disagreement variable; and (f) determining an optimization solution based upon the consensus,
wherein the optimization solution comprises a solution to the trajectory planning problem.