Convergence of min-sum message passing for quadratic optimization

  • Authors:
  • Ciamac C. Moallemi;Benjamin Van Roy

  • Affiliations:
  • Graduate School of Business, Columbia University, New York, NY;Departments of Management Science and Engineering and Electrical Engineering, Stanford University, Stanford, CA

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2009

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Abstract

We establish the convergence of the min-sum message passing algorithm for minimization of a quadratic objective function given a convex decomposition. Our results also apply to the equivalent problem of the convergence of Gaussian belief propagation.