v2007.09.13 - Convex Optimization

v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization

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258 CHAPTER 4. SEMIDEFINITE PROGRAMMINGit can never be exceeded by subsequent iterations because existence offeasible G and W having that vector inner-product φ has been establishedsimultaneously in each problem. Because the infimum of vector inner-productof two positive semidefinite matrix variables is zero, the nonincreasingsequence of iterations is thus bounded below hence convergent becauseany bounded monotonic sequence in R is convergent. [188,1.2] [30,1.1]Local convergence to some φ is thereby established.When a rank-n feasible solution to (632) exists, it remains pending toshow under what conditions 〈G ⋆ , W ⋆ 〉=0 (633) is achieved by iterativesolution of semidefinite programs (632) and (1475a). Then pair (G ⋆ , W ⋆ )becomes a fixed-point of iteration.A nonexistent feasible rank-n solution would mean failure to converge bydefinition (633) but, as proved, the convex iteration always converges locallyif not globally. Now, an application:4.4.1.1.2 Example. Sensor-Network Localization and Wireless Location.Heuristic solution proposed by Carter & Jin to a sensor-network localizationproblem appeared in a reputable journal [51] 4.22 despite the heavy relianceon heuristics, limitation to two Euclidean dimensions, and misapplication ofsemidefinite programming (SDP). A large network is partitioned into smallersubnetworks (as small as one sensor) and then semidefinite programming andheuristics called spaseloc are applied to localize each and every partitionby two-dimensional distance geometry. Their partitioning procedure isone-pass, yet termed iterative; a term applicable only in so far as adjoiningpartitions can share localized sensors and anchors (absolute sensor positionsknown a priori). But there is no iteration on the entire network, hencethe term “iterative” is misapplied. As partitions are selected based on“rule sets” (heuristics, not geographics), they also term the partitioningadaptive. But there is no adaptation once a partition is determined; hence,another misapplication of an exacting technical term.One can reasonably argue that semidefinite programming methods areunnecessary for localization of large sensor networks. In the past, thesenonlinear localization problems were solved algebraically and computed by4.22 Despite the fact that his name appears as fourth author, Ye had no involvement inwriting this cited paper nor did he contribute to its content. The paper constitutes Jin’sdissertation for University of Toronto although her name appears as second author.

4.4. RANK-CONSTRAINED SEMIDEFINITE PROGRAM 259least squares solution to hyperbolic equations; called multilateration. 4.23Indeed, practical contemporary numerical methods for global positioning bysatellite (GPS) do not rely on semidefinite programming.The beauty of semidefinite programming as relates to localization lies inconvex expression of classical multilateration: So & Ye showed [237] that theproblem of finding unique solution, to a noiseless nonlinear system describingthe common point of intersection of hyperspheres in real Euclidean vectorspace, can be expressed as a semidefinite program via distance geometry.But the need for SDP methods in Carter & Jin is also a question logicallyconsequent to their reliance on complicated and extensive heuristics forpartitioning a large network and for solving a partition whose intersensormeasurement data is inadequate for localization by distance geometry. Whilepartitions range in size between 2 and 10 sensors, 5 sensors optimally,heuristics provided are only for 2 spatial dimensions (no higher-dimensionalalgorithm is proposed). For these small numbers it remains unclarified as toprecisely what advantage is gained over traditional least squares by solvingmany little semidefinite programs.Partitioning of large sensor networks is a logical alternative to rapidgrowth of SDP computational complexity with problem size. But whenimpact of noise on distance measurement is of most concern, one is averse toa partitioning scheme because noise-effects vary inversely with problem size.[39,2.2] (5.13.2) Since an individual partition’s solution is not iteratedin Carter & Jin and is interdependent with adjoining partitions, we expecterrors to propagate from one partition to the next; the ultimate partitionsolved, expected to suffer most.Heuristics often fail on real-world data because of unanticipatedcircumstances. When heuristics fail, generally they are repaired by addingmore heuristics. Tenuous is any presumption, for example, that distancemeasurement errors have distribution characterized by circular contours ofequal probability about an unknown sensor-location. That presumptioneffectively appears within Carter & Jin’s optimization problem statementas affine equality constraints relating unknowns to distance measurementsthat are corrupted by noise. Yet in most all urban environments, thismeasurement noise is more aptly characterized by ellipsoids of varying4.23 Multilateration − literally, having many sides; shape of a geometric figure formed bynearly intersecting lines of position. In navigation systems, therefore: Obtaining a fix frommultiple lines of position.

4.4. RANK-CONSTRAINED SEMIDEFINITE PROGRAM 259least squares solution to hyperbolic equations; called multilateration. 4.23Indeed, practical contemporary numerical methods for global positioning bysatellite (GPS) do not rely on semidefinite programming.The beauty of semidefinite programming as relates to localization lies inconvex expression of classical multilateration: So & Ye showed [237] that theproblem of finding unique solution, to a noiseless nonlinear system describingthe common point of intersection of hyperspheres in real Euclidean vectorspace, can be expressed as a semidefinite program via distance geometry.But the need for SDP methods in Carter & Jin is also a question logicallyconsequent to their reliance on complicated and extensive heuristics forpartitioning a large network and for solving a partition whose intersensormeasurement data is inadequate for localization by distance geometry. Whilepartitions range in size between 2 and 10 sensors, 5 sensors optimally,heuristics provided are only for 2 spatial dimensions (no higher-dimensionalalgorithm is proposed). For these small numbers it remains unclarified as toprecisely what advantage is gained over traditional least squares by solvingmany little semidefinite programs.Partitioning of large sensor networks is a logical alternative to rapidgrowth of SDP computational complexity with problem size. But whenimpact of noise on distance measurement is of most concern, one is averse toa partitioning scheme because noise-effects vary inversely with problem size.[39,2.2] (5.13.2) Since an individual partition’s solution is not iteratedin Carter & Jin and is interdependent with adjoining partitions, we expecterrors to propagate from one partition to the next; the ultimate partitionsolved, expected to suffer most.Heuristics often fail on real-world data because of unanticipatedcircumstances. When heuristics fail, generally they are repaired by addingmore heuristics. Tenuous is any presumption, for example, that distancemeasurement errors have distribution characterized by circular contours ofequal probability about an unknown sensor-location. That presumptioneffectively appears within Carter & Jin’s optimization problem statementas affine equality constraints relating unknowns to distance measurementsthat are corrupted by noise. Yet in most all urban environments, thismeasurement noise is more aptly characterized by ellipsoids of varying4.23 Multilateration − literally, having many sides; shape of a geometric figure formed bynearly intersecting lines of position. In navigation systems, therefore: Obtaining a fix frommultiple lines of position.

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