An Exact Penalty Method for Locally Convergent Maximum Consensus

Maximum consensus estimation plays a critically important role in computer vision. Currently, the most prevalent approach draws from the class of non-deterministic hypothesize-and-verify algorithms, which are cheap but do not guarantee solution quality. On the other extreme, there are global algorithms which are exhaustive search in nature and can be costly for practical-sized inputs. This paper aims to fill the gap between the two extremes by proposing a locally convergent maximum consensus algorithm. Our method is based on a formulating the problem with linear complementarity constraints, then defining a penalized version which is provably equivalent to the original problem. Based on the penalty problem, we develop a Frank-Wolfe algorithm that can deterministically solve the maximum consensus problem. Compared to the randomized techniques, our method is deterministic and locally convergent; relative to the global algorithms, our method is much more practical on realistic input sizes. Further, our approach is naturally applicable to problems with geometric residuals.