FASTEST MIXING MARKOV CHAIN ON GRAPHS WITH SYMMETRIES

被引:82
作者
Boyd, Stephen [1 ]
Diaconis, Persi [2 ,3 ]
Parrilo, Pablo [4 ]
Xiao, Lin [5 ]
机构
[1] Stanford Univ, Dept Elect Engn, Informat Syst Lab, Stanford, CA 94305 USA
[2] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[3] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[4] MIT, Dept Elect Engn & Comp Sci, Cambridge, MA 02139 USA
[5] Microsoft Res, Redmond, WA 98052 USA
基金
美国国家科学基金会;
关键词
Markov chains; fast mixing; eigenvalue optimization; semidefinite programming; graph automorphism; group representation; SEMIDEFINITE PROGRAMMING RELAXATIONS; OPTIMIZATION; ALGORITHMS;
D O I
10.1137/070689413
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition probability matrix). Exploiting symmetry can lead to significant reduction in both the number of variables and the size of matrices in the corresponding semidefinite program, and thus enable numerical solution of large-scale instances that are otherwise computationally infeasible. We obtain analytic or semianalytic results for particular classes of graphs, such as edge-transitive and distance-transitive graphs. We describe two general approaches for symmetry exploitation, based on orbit theory and block-diagonalization, respectively, and establish a formal connection between them.
引用
收藏
页码:792 / 819
页数:28
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