David M. Rosen

Emmett Wise, Pushyami Kaveti, Qilong Chen et al.

Automatic extrinsic sensor calibration is a fundamental problem for multi-sensor platforms. Reliable and general-purpose solutions should be computationally efficient, require few assumptions about the structure of the sensing environment, and demand little effort from human operators. In this work, we introduce a fast and certifiably globally optimal algorithm for solving a generalized formulation of the robot-world and hand-eye calibration (RWHEC) problem. The formulation of RWHEC presented is "generalized" in that it supports the simultaneous estimation of multiple sensor and target poses, and permits the use of monocular cameras that, alone, are unable to measure the scale of their environments. In addition to demonstrating our method's superior performance over existing solutions through extensive simulated and real experiments, we derive novel identifiability criteria and establish a priori guarantees of global optimality for problem instances with bounded measurement errors. As part of our analysis, we propose a new constraint qualification for nonlinear programs with redundant constraints; this constraint qualification is of independent interest for establishing the exactness of SDP relaxations of QCQPs that have been tightened through the addition of redundant constraints. Finally, we provide a free and open-source implementation of our algorithms and experiments.

David M. Rosen

Convex (specifically semidefinite) relaxation provides a powerful approach to constructing robust machine perception systems, enabling the recovery of certifiably globally optimal solutions of challenging estimation problems in many practical settings. However, solving the large-scale semidefinite relaxations underpinning this approach remains a formidable computational challenge. A dominant cost in many state-of-the-art (Burer-Monteiro factorization-based) certifiable estimation methods is solution verification (testing the global optimality of a given candidate solution), which entails computing a minimum eigenpair of a certain symmetric certificate matrix. In this letter, we show how to significantly accelerate this verification step, and thereby the overall speed of certifiable estimation methods. First, we show that the certificate matrices arising in the Burer-Monteiro approach generically possess spectra that make the verification problem expensive to solve using standard iterative eigenvalue methods. We then show how to address this challenge using preconditioned eigensolvers; specifically, we design a specialized solution verification algorithm based upon the locally optimal block preconditioned conjugate gradient (LOBPCG) method together with a simple yet highly effective algebraic preconditioner. Experimental evaluation on a variety of simulated and real-world examples shows that our proposed verification scheme is very effective in practice, accelerating solution verification by up to 280x, and the overall Burer-Monteiro method by up to 16x, versus the standard Lanczos method when applied to relaxations derived from large-scale SLAM benchmarks.

Alan Papalia, Yulun Tian, David M. Rosen et al.

This paper presents an overview of the Burer-Monteiro method (BM), a technique that has been applied to solve robot perception problems to certifiable optimality in real-time. BM is often used to solve semidefinite programming relaxations, which can be used to perform global optimization for non-convex perception problems. Specifically, BM leverages the low-rank structure of typical semidefinite programs to dramatically reduce the computational cost of performing optimization. This paper discusses BM in certifiable perception, with three main objectives: (i) to consolidate information from the literature into a unified presentation, (ii) to elucidate the role of the linear independence constraint qualification (LICQ), a concept not yet well-covered in certifiable perception literature, and (iii) to share practical considerations that are discussed among practitioners but not thoroughly covered in the literature. Our general aim is to offer a practical primer for applying BM towards certifiable perception.

Zhexin Xu, Nikolas R. Sanderson, Hanna Jiamei Zhang et al.

Factor graphs provide a convenient modular modeling language that enables practitioners to design and deploy high-performance robotic state estimation systems by composing simple, reusable building blocks. However, inference in these models is typically performed using local optimization methods that can converge to suboptimal solutions, a serious reliability concern in safety-critical applications. Conversely, certifiable estimators based on convex relaxation can recover verifiably globally optimal solutions in many practical settings, but the computational cost of solving their large-scale relaxations necessitates specialized, structure-exploiting solvers that require substantial expertise to implement, significantly hampering practical deployment. In this paper, we show that these two paradigms, which have thus far been treated as independent in the literature, can be naturally synthesized into a unified framework for certifiable factor graph optimization. The key insight is that factor graph structure is preserved under Shor's relaxation and Burer-Monteiro factorization: applying these transformations to a QCQP with an associated factor graph representation yields a lifted problem admitting a factor graph model with identical connectivity, in which variables and factors are simple one-to-one algebraic transformations of those in the original QCQP. This structural preservation enables the Riemannian Staircase methodology for certifiable estimation to be implemented using the same mature, highly-performant factor graph libraries and workflows already ubiquitously employed throughout robotics and computer vision, making certifiable estimation as straightforward to design and deploy as conventional factor graph inference.

Liam Pavlovic, David M. Rosen

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the target probability distribution. SVI thus provides a fast and significantly more sample-efficient approach to Bayesian inference than traditional (random-sampling-based) alternatives. However, the optimization techniques employed in existing SVI methods struggle to address problems in which the target distribution is high-dimensional, poorly-conditioned, or non-convex, which severely limits the range of their practical applicability. In this paper, we propose a novel trust-region optimization approach for SVI that successfully addresses each of these challenges. Our method builds upon prior work in SVI by leveraging conditional independences in the target distribution (to achieve high-dimensional scaling) and second-order information (to address poor conditioning), while additionally providing an effective adaptive step control procedure, which is essential for ensuring convergence on challenging non-convex optimization problems. Experimental results show our method achieves superior numerical performance, both in convergence rate and sample accuracy, and scales better in high-dimensional distributions, than previous SVI techniques.

Kevin J. Doherty, David M. Rosen, John J. Leonard

In this work we present the first initialization methods equipped with explicit performance guarantees adapted to the pose-graph simultaneous localization and mapping (SLAM) and rotation averaging (RA) problems. SLAM and rotation averaging are typically formalized as large-scale nonconvex point estimation problems, with many bad local minima that can entrap the smooth optimization methods typically applied to solve them; the performance of standard SLAM and RA algorithms thus crucially depends upon the quality of the estimates used to initialize this local search. While many initialization methods for SLAM and RA have appeared in the literature, these are typically obtained as purely heuristic approximations, making it difficult to determine whether (or under what circumstances) these techniques can be reliably deployed. In contrast, in this work we study the problem of initialization through the lens of spectral relaxation. Specifically, we derive a simple spectral relaxation of SLAM and RA, the form of which enables us to exploit classical linear-algebraic techniques (eigenvector perturbation bounds) to control the distance from our spectral estimate to both the (unknown) ground-truth and the global minimizer of the estimation problem as a function of measurement noise. Our results reveal the critical role that spectral graph-theoretic properties of the measurement network play in controlling estimation accuracy; moreover, as a by-product of our analysis we obtain new bounds on the estimation error for the maximum likelihood estimators in SLAM and RA, which are likely to be of independent interest. Finally, we show experimentally that our spectral estimator is very effective in practice, producing initializations of comparable or superior quality at lower computational cost compared to existing state-of-the-art techniques.

Qiangqiang Huang, Can Pu, Kasra Khosoussi et al.

This paper presents normalizing flows for incremental smoothing and mapping (NF-iSAM), a novel algorithm for inferring the full posterior distribution in SLAM problems with nonlinear measurement models and non-Gaussian factors. NF-iSAM exploits the expressive power of neural networks, and trains normalizing flows to model and sample the full posterior. By leveraging the Bayes tree, NF-iSAM enables efficient incremental updates similar to iSAM2, albeit in the more challenging non-Gaussian setting. We demonstrate the advantages of NF-iSAM over state-of-the-art point and distribution estimation algorithms using range-only SLAM problems with data association ambiguity. NF-iSAM presents superior accuracy in describing the posterior beliefs of continuous variables (e.g., position) and discrete variables (e.g., data association).

Matthew Giamou, Filip Marić, David M. Rosen et al.

Inverse kinematics (IK) is the problem of finding robot joint configurations that satisfy constraints on the position or pose of one or more end-effectors. For robots with redundant degrees of freedom, there is often an infinite, nonconvex set of solutions. The IK problem is further complicated when collision avoidance constraints are imposed by obstacles in the workspace. In general, closed-form expressions yielding feasible configurations do not exist, motivating the use of numerical solution methods. However, these approaches rely on local optimization of nonconvex problems, often requiring an accurate initialization or numerous re-initializations to converge to a valid solution. In this work, we first formulate inverse kinematics with complex workspace constraints as a convex feasibility problem whose low-rank feasible points provide exact IK solutions. We then present \texttt{CIDGIK} (Convex Iteration for Distance-Geometric Inverse Kinematics), an algorithm that solves this feasibility problem with a sequence of semidefinite programs whose objectives are designed to encourage low-rank minimizers. Our problem formulation elegantly unifies the configuration space and workspace constraints of a robot: intrinsic robot geometry and obstacle avoidance are both expressed as simple linear matrix equations and inequalities. Our experimental results for a variety of popular manipulator models demonstrate faster and more accurate convergence than a conventional nonlinear optimization-based approach, especially in environments with many obstacles.

David M. Rosen, Kevin J. Doherty, Antonio Teran Espinoza et al.

Simultaneous localization and mapping (SLAM) is the process of constructing a global model of an environment from local observations of it; this is a foundational capability for mobile robots, supporting such core functions as planning, navigation, and control. This article reviews recent progress in SLAM, focusing on advances in the expressive capacity of the environmental models used in SLAM systems (representation) and the performance of the algorithms used to estimate these models from data (inference). A prominent theme of recent SLAM research is the pursuit of environmental representations (including learned representations) that go beyond the classical attributes of geometry and appearance to model properties such as hierarchical organization, affordance, dynamics, and semantics; these advances equip autonomous agents with a more comprehensive understanding of the world, enabling more versatile and intelligent operation. A second major theme is a revitalized interest in the mathematical properties of the SLAM estimation problem itself (including its computational and information-theoretic performance limits); this work has led to the development of novel classes of certifiable and robust inference methods that dramatically improve the reliability of SLAM systems in real-world operation. We survey these advances with an emphasis on their ramifications for achieving robust, long-duration autonomy, and conclude with a discussion of open challenges and a perspective on future research directions.

Frank Dellaert, David M. Rosen, Jing Wu et al.

Shonan Rotation Averaging is a fast, simple, and elegant rotation averaging algorithm that is guaranteed to recover globally optimal solutions under mild assumptions on the measurement noise. Our method employs semidefinite relaxation in order to recover provably globally optimal solutions of the rotation averaging problem. In contrast to prior work, we show how to solve large-scale instances of these relaxations using manifold minimization on (only slightly) higher-dimensional rotation manifolds, re-using existing high-performance (but local) structure-from-motion pipelines. Our method thus preserves the speed and scalability of current SFM methods, while recovering globally optimal solutions.

Yulun Tian, Kasra Khosoussi, David M. Rosen et al.

This paper presents the first certifiably correct algorithm for distributed pose-graph optimization (PGO), the backbone of modern collaborative simultaneous localization and mapping (CSLAM) and camera network localization (CNL) systems. Our method is based upon a sparse semidefinite relaxation that we prove provides globally-optimal PGO solutions under moderate measurement noise (matching the guarantees enjoyed by state-of-the-art centralized methods), but is amenable to distributed optimization using the low-rank Riemannian Staircase framework. To implement the Riemannian Staircase in the distributed setting, we develop Riemannian block coordinate descent (RBCD), a novel method for (locally) minimizing a function over a product of Riemannian manifolds. We also propose the first distributed solution verification and saddle escape methods to certify the global optimality of critical points recovered via RBCD, and to descend from suboptimal critical points (if necessary). All components of our approach are inherently decentralized: they require only local communication, provide privacy protection, and are easily parallelizable. Extensive evaluations on synthetic and real-world datasets demonstrate that the proposed method correctly recovers globally optimal solutions under moderate noise, and outperforms alternative distributed techniques in terms of solution precision and convergence speed.

David M. Rosen, Luca Carlone, Afonso S. Bandeira et al.

Many important geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given a set of relative measurements between them. This problem is typically formulated as a nonconvex maximum-likelihood estimation that is computationally hard to solve in general. Nevertheless, in this paper we present an algorithm that is able to efficiently recover certifiably globally optimal solutions of the special Euclidean synchronization problem in a non-adversarial noise regime. The crux of our approach is the development of a semidefinite relaxation of the maximum-likelihood estimation whose minimizer provides an exact MLE so long as the magnitude of the noise corrupting the available measurements falls below a certain critical threshold; furthermore, whenever exactness obtains, it is possible to verify this fact a posteriori, thereby certifying the optimality of the recovered estimate. We develop a specialized optimization scheme for solving large-scale instances of this relaxation by exploiting its low-rank, geometric, and graph-theoretic structure to reduce it to an equivalent optimization problem on a low-dimensional Riemannian manifold, and design a truncated-Newton trust-region method to solve this reduction efficiently. Finally, we combine this fast optimization approach with a simple rounding procedure to produce our algorithm, SE-Sync. Experimental evaluation on a variety of simulated and real-world pose-graph SLAM datasets shows that SE-Sync is able to recover certifiably globally optimal solutions when the available measurements are corrupted by noise up to an order of magnitude greater than that typically encountered in robotics and computer vision applications, and does so more than an order of magnitude faster than the Gauss-Newton-based approach that forms the basis of current state-of-the-art techniques.

David M. Rosen, Luca Carlone, Afonso S. Bandeira et al.

Many geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given noisy measurements of a subset of their pairwise relative transforms. This problem is typically formulated as a maximum-likelihood estimation that requires solving a nonconvex nonlinear program, which is computationally intractable in general. Nevertheless, in this paper we present an algorithm that is able to efficiently recover certifiably globally optimal solutions of this estimation problem in a non-adversarial noise regime. The crux of our approach is the development of a semidefinite relaxation of the maximum-likelihood estimation whose minimizer provides the exact MLE so long as the magnitude of the noise corrupting the available measurements falls below a certain critical threshold; furthermore, whenever exactness obtains, it is possible to verify this fact a posteriori, thereby certifying the optimality of the recovered estimate. We develop a specialized optimization scheme for solving large-scale instances of this semidefinite relaxation by exploiting its low-rank, geometric, and graph-theoretic structure to reduce it to an equivalent optimization problem on a low-dimensional Riemannian manifold, and then design a Riemannian truncated-Newton trust-region method to solve this reduction efficiently. We combine this fast optimization approach with a simple rounding procedure to produce our algorithm, SE-Sync. Experimental evaluation on a variety of simulated and real-world pose-graph SLAM datasets shows that SE-Sync is capable of recovering globally optimal solutions when the available measurements are corrupted by noise up to an order of magnitude greater than that typically encountered in robotics applications, and does so at a computational cost that scales comparably with that of direct Newton-type local search techniques.

Luca Carlone, David Rosen, Giuseppe Calafiore et al.

State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide guarantees on the quality of the estimate. This paper shows that Lagrangian duality is a powerful tool to assess the quality of a given candidate solution. Our contribution is threefold. First, we discuss a revised formulation of the SLAM inference problem. We show that this formulation is probabilistically grounded and has the advantage of leading to an optimization problem with quadratic objective. The second contribution is the derivation of the corresponding Lagrangian dual problem. The SLAM dual problem is a (convex) semidefinite program, which can be solved reliably and globally by off-the-shelf solvers. The third contribution is to discuss the relation between the original SLAM problem and its dual. We show that from the dual problem, one can evaluate the quality (i.e., the suboptimality gap) of a candidate SLAM solution, and ultimately provide a certificate of optimality. Moreover, when the duality gap is zero, one can compute a guaranteed optimal SLAM solution from the dual problem, circumventing non-convex optimization. We present extensive (real and simulated) experiments supporting our claims and discuss practical relevance and open problems.