The max-product belief propagation (BP) is a popular message-passing heuristic for approximating a maximum-a-posteriori (MAP) assignment in a joint distribution represented by a graphical model (GM). In the past years, it has been shown that BP can solve a few classes of linear programming (LP) formulations to combinatorial optimization problems including maximum weight matching, shortest path and network flow, i.e., BP can be used as a message-passing solver for certain combinatorial optimizations. However, those LPs and corresponding BP analysis are very sensitive to underlying problem setups, and it has been not clear what extent these results can be generalized to. In this paper, we obtain a generic criteria that BP converges to the optimal solution of given LP, and show that it is satisfied in LP formulations associated to many classical combinatorial optimization problems including maximum weight perfect matching, shortest path, traveling salesman, cycle packing, vertex/edge cover and network flow. methods [14] for large-scale inputs. However, these theoretical results on BP are very sensitive to underlying structural properties depending on specific problems and it is not clear what extent they can be generalized to, e.g., the BP analysis for matching problems [3,21,12,20] does not extend to even for perfect matching ones [2]. In this paper, we overcome such technical difficulties for enhancing the power of BP as a LP solver.
ContributionWe establish a generic criteria for GM formulations of given LP so that BP converges to the optimal LP solution given arbitrary initialization. Consequently, it also provides a sufficient condition for guaranteeing that a BP fixed point is unique. As one can naturally expect given prior results, one of our conditions requires the LP tightness. Our main contribution is finding other sufficient generic conditions so that BP converges to the correct MAP assignment of GM. First of all, our generic criteria can rediscover all prior BP results on this line, including matching [3, 21, 12], perfect matching [2], matching with odd cycles [24] and shortest path [19], i.e., we provide a unified framework on establishing the convergence and correctness of BPs in relation to associated LPs. Furthermore, we provide new instances under our framework: we show that BP can solve LP formulations associated to other popular combinatorial optimizations including perfect matching with odd cycles, traveling salesman, cycle packing, network flow and vertex/edge cover, which are not known in the literature. Here, we remark that the same network flow problem was already studied using BP by Gamarnik et al. [10]. However, our BP is different from theirs and much simpler to implement/analyze: the authors study BP on continuous GMs, and we do BP on discrete GMs. While most prior known BP results on this line focused on the case when the associated LP has an integral solution, the proposed criteria naturally guides the BP design to compute fractional LP solutions as well (see Section 4.2 and Section 4.4...