Convergence of the Min-Sum Message Passing Algorithm for Quadratic Optimization

@article{Moallemi2006ConvergenceOT,
  title={Convergence of the Min-Sum Message Passing Algorithm for Quadratic Optimization},
  author={Ciamac C. Moallemi and Benjamin Van Roy},
  journal={CoRR},
  year={2006},
  volume={abs/cs/0603058}
}
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. 

References

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Convergence of the min-sum algorithm for convex optimization

  • C. C. Moallemi, B. Van Roy
  • Technical report, Management Science…
  • 2007
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