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A natural metric in 2-manifold surfaces is to use geodesic distance. If a 2-manifold surface is represented by a triangle mesh T , the geodesic metric on T can be computed exactly using computational geometry methods. Previous work for establishing the geodesic metric on T only supports using half-edge data structures; i.e., each edge e in T is split into two halves (he1, he2) and each half-edge corresponds to one of two faces incident to e. In this paper, we prove that the exact-geodesic structures on two halfedges of e can be merged into one structure associated with e. Four merits are achieved based on the properties which are studied in this paper: (1) Existing CAD systems that use edge-based data structures can directly add the geodesic distance function without changing the kernel to a half-edge data structure; (2) To find the geodesic path from inquiry points to the source, the MMP algorithm can be run in an onthe- fly fashion such that the inquiry points are covered by correct wedges; (3) The MMP algorithm is sped up by pruning unnecessary wedges during the wedge propagation process; (4) The storage of the MMP algorithm is reduced since fewer wedges need to be stored in an edge-based data structure. Experimental results show that when compared to the classic half-edge data structure, the edge-based implementation of the MMP algorithm reduces running time by 44% and storage by 29% on average.

The stochastic gradient (SG) method can quickly solve a problem with a large number of components in the objective, or a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD) method, on the other hand, can quickly solve problems with multiple (blocks of) variables. This paper introduces a method that combines the great features of SG and BCD for problems with many components in the objective and with multiple (blocks of) variables. This paper proposes a block SG (BSG) method for both convex and nonconvex programs. BSG generalizes SG by updating all the blocks of variables in the Gauss–Seidel type (updating the current block depends on the previously updated block), in either a fixed or randomly shuffled order. Although BSG has slightly more work at each iteration, it typically outperforms SG because of BSG’s Gauss–Seidel updates and larger step sizes, the latter of which are determined by the smaller per-block Lipschitz constants. The convergence of BSG is established for both convex and nonconvex cases. In the convex case, BSG has the same order of convergence rate as SG. In the nonconvex case, its convergence is established in terms of the expected violation of a first-order optimality condition. In both cases our analysis is nontrivial since the typical unbiasedness assumption no longer holds. BSG is numerically evaluated on the following problems: stochastic least squares and logistic regression, which are convex, and low-rank tensor recovery and bilinear logistic regression, which are nonconvex. On the convex problems, BSG performed significantly better than SG. On the nonconvex problems, BSG significantly outperformed the deterministic BCD method because the latter tends to stagnate early near local minimizers. Overall, BSG inherits the benefits of both SG approximation and block coordinate updates and is especially useful for solving large-scale nonconvex problems.

No abstract uploaded!

No abstract uploaded!