Min-Max Problems on Factor Graphs
Proceedings of the 31st International Conference on Machine Learning, PMLR 32(2):1035-1043, 2014.
We study the min-max problem in factor graphs, which seeks the assignment that minimizes the maximum value over all factors. We reduce this problem to both min-sum and sum-product inference, and focus on the later. This approach reduces the min-max inference problem to a sequence of constraint satisfaction problems (CSPs) which allows us to sample from a uniform distribution over the set of solutions. We demonstrate how this scheme provides a message passing solution to several NP-hard combinatorial problems, such as min-max clustering (a.k.a. K-clustering), the asymmetric K-center problem, K-packing and the bottleneck traveling salesman problem. Furthermore we theoretically relate the min-max reductions to several NP hard decision problems, such as clique cover, set cover, maximum clique and Hamiltonian cycle, therefore also providing message passing solutions for these problems. Experimental results suggest that message passing often provides near optimal min-max solutions for moderate size instances.