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(A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim...

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(A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University, Victoria, Austr 2 AT&T - Research
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Page 1: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

(A fast quadratic program solver for)Stress Majorization with Orthogonal

Ordering Constraints

Tim Dwyer1

Yehuda Koren2

Kim Marriott1

1 Monash University, Victoria, Australia2 AT&T - Research

Page 2: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Orthogonal order preserving layout

Page 3: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Orthogonal order preserving layoutNew South Wales rail network

Page 4: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Graph layout by Stress Majorization

Stress Majorization in use in MDS applications for decades– e.g. de Leeuw 1977

“Reintroduced” to graph-drawing community by Gansner et al. 2004

Features:– Monotonic convergence– Better handling of weighted edges (than Kamada-Kawai 1988)– Addition of constraints by quadratic programming

(Dwyer and Koren 2005) Today we introduce:

– A fast quadratic programming algorithm for a simple class of constraints

Page 5: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Layout by Stress Majorization

Stress function:

-w12 -w1n

-w2n

Σi≠1w1i

Σi≠2w2i…

Σi≠nwin

Constant terms

Quadratic coefficients

Linear coefficients

Page 6: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Layout by Stress Majorization

Iterative algorithm:

Take Z=Xt

Find Xt+1 by solving FZ(Xt+1)

t=t+1

Converges on local minimum of overall stress function

Stress function:

Page 7: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Quadratic Programming

At each iteration, in each dimension we solve:

xT A x – 2 xT AZ Z(a)

bT = 2 AZ Z(a)

xT A x – b xminx

subject to: C x ≥ d

Page 8: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Orthogonal Ordering Constraints

Page 9: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

QP with ordering constraints

xT A x – b xminx

subject to: C x ≥ d

u3

u2

u1

Page 10: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Gradient projection

g = 2 A x + b

x′ = x – s g

s =gT g

gT A g-g

-sg

x

x′

Page 11: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

x′ = project( x – s g )

Gradient projection

g = 2 A x + b

x′ = x – s g

s =gT g

gT A g

x-sg

x′

Page 12: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

x′ = project( x – s g )

Gradient projection

g = 2 A x + b

s =gT g

gT A g

x

x′

d = x′ – xdαd

x′′ = x – α d

x′′

α = max(gT d

dT A d, 1)

Page 13: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

x

x′ = project( x – s g )

Gradient projection

g = 2 A x + b

s =gT g

gT A g

d = x′ – x

x′′ = x – α d

x*

α = max(gT d

dT A d, 1)

Page 14: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Projection Algorithm

Sort within levelsFor each boundary:

Find most violating nodesRepeat:

Compute average position pFind nodes in violation of p

Until all satisfied

Page 15: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Projection Algorithm

Sort within levelsFor each boundary:

Find most violating nodesRepeat:

Compute average position pFind nodes in violation of p

Until all satisfied

Page 16: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Complexity

Projection: O( mn + n log n )– m: levels– n: nodes

Computing gradient and step-size: O( n2 ) Gradient Projection iteration: O( n2 ) Same as for conjugate-gradient

Page 17: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Applications – directed graphs

Page 18: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Applications – directed graphs

Page 19: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Orthogonal order preserving layoutNew South Wales rail network

Page 20: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Orthogonal order preserving layoutInternet backbone network

Page 21: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Running Time

Page 22: (A fast quadratic program solver for) Stress Majorization with Orthogonal Ordering Constraints Tim Dwyer 1 Yehuda Koren 2 Kim Marriott 1 1 Monash University,

Further work

Experiment with other constrained optimisation techniques

Other applications– Using more general linear constraints– Constraints regenerated at each iteration


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