v2007.09.13 - Convex Optimization
v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization
356 CHAPTER 5. EUCLIDEAN DISTANCE MATRIX5.10 EDM-entry compositionLaurent [170,2.3] applies results from Schoenberg (1938) [233] to showcertain nonlinear compositions of individual EDM entries yield EDMs;in particular,D ∈ EDM N ⇔ [1 − e −αd ij] ∈ EDM N ∀α > 0⇔ [e −αd ij] ∈ E N ∀α > 0(895)where D = [d ij ] and E N is the elliptope (880).5.10.0.0.1 Proof. (Laurent, 2003) [233] (confer [165])Lemma 2.1. from A Tour d’Horizon ...on Completion Problems. [170]The following assertions are equivalent: for D=[d ij , i,j=1... N]∈ S N h andE N the elliptope in S N (5.9.1.0.1),(i) D ∈ EDM N(ii) e −αD = ∆ [e −αd ij] ∈ E N for all α > 0(iii) 11 T − e −αD ∆ = [1 − e −αd ij] ∈ EDM N for all α > 0⋄1) Equivalence of Lemma 2.1 (i) (ii) is stated in Schoenberg’s Theorem 1[233, p.527].2) (ii) ⇒ (iii) can be seen from the statement in the beginning of section 3,saying that a distance space embeds in L 2 iff some associated matrixis PSD. We reformulate it:Let d =(d ij ) i,j=0,1...N be a distance space on N+1 points(i.e., symmetric hollow matrix of order N+1) and let p =(p ij ) i,j=1...Nbe the symmetric matrix of order N related by:(A) 2p ij = d 0i + d 0j − d ij for i,j = 1... Nor equivalently(B) d 0i = p ii ,d ij = p ii + p jj − 2p ij for i,j = 1... NThen d embeds in L 2 iff p is a positive semidefinite matrix iff d is ofnegative type (second half page 525/top of page 526 in [233]).
5.10. EDM-ENTRY COMPOSITION 357(ii) ⇒ (iii): set p = e −αd and define d ′ from p using (B) above. Thend ′ is a distance space on N+1 points that embeds in L 2 . Thus itssubspace of N points also embeds in L 2 and is precisely 1 − e −αd .Note that (iii) ⇒ (ii) cannot be read immediately from this argumentsince (iii) involves the subdistance of d ′ on N points (and not the fulld ′ on N+1 points).3) Show (iii) ⇒ (i) by using the series expansion of the function 1 − e −αd :the constant term cancels, α factors out; there remains a summationof d plus a multiple of α . Letting α go to 0 gives the result.This is not explicitly written in Schoenberg, but he also uses suchan argument; expansion of the exponential function then α → 0 (firstproof on [233, p.526]).Schoenberg’s results [233,6, thm.5] (confer [165, p.108-109]) alsosuggest certain finite positive roots of EDM entries produce EDMs;specifically,D ∈ EDM N ⇔ [d 1/αij ] ∈ EDM N ∀α > 1 (896)The special case α = 2 is of interest because it corresponds to absolutedistance; e.g.,D ∈ EDM N ⇒ ◦√ D ∈ EDM N (897)Assuming that points constituting a corresponding list X are distinct(860), then it follows: for D ∈ S N hlimα→∞ [d1/α ij] = limα→∞[1 − e −αd ij] = −E ∆ = 11 T − I (898)Negative elementary matrix −E (B.3) is relatively interior to the EDM cone(6.6) and terminal to the respective trajectories (895) and (896) as functionsof α . Both trajectories are confined to the EDM cone; in engineering terms,the EDM cone is an invariant set [230] to either trajectory. Further, if D isnot an EDM but for some particular α p it becomes an EDM, then for allgreater values of α it remains an EDM.
- Page 305 and 306: 5.4. EDM DEFINITION 305ten affine e
- Page 307 and 308: 5.4. EDM DEFINITION 307spheres:Then
- Page 309 and 310: 5.4. EDM DEFINITION 309By eliminati
- Page 311 and 312: 5.4. EDM DEFINITION 311whereΦ ij =
- Page 313 and 314: 5.4. EDM DEFINITION 3135.4.2.2.5 De
- Page 315 and 316: 5.4. EDM DEFINITION 315105ˇx 4ˇx
- Page 317 and 318: 5.4. EDM DEFINITION 317corrected by
- Page 319 and 320: 5.4. EDM DEFINITION 319aptly be app
- Page 321 and 322: 5.4. EDM DEFINITION 321As before, a
- Page 323 and 324: 5.4. EDM DEFINITION 323where ([√t
- Page 325 and 326: 5.4. EDM DEFINITION 325because (A.3
- Page 327 and 328: 5.5. INVARIANCE 3275.5.1.0.1 Exampl
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- Page 361 and 362: 5.11. EDM INDEFINITENESS 361(confer
- Page 363 and 364: 5.11. EDM INDEFINITENESS 363we have
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- Page 387 and 388: Chapter 6EDM coneFor N > 3, the con
- Page 389 and 390: 6.1. DEFINING EDM CONE 3896.1 Defin
- Page 391 and 392: 6.2. POLYHEDRAL BOUNDS 391This cone
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356 CHAPTER 5. EUCLIDEAN DISTANCE MATRIX5.10 EDM-entry compositionLaurent [170,2.3] applies results from Schoenberg (1938) [233] to showcertain nonlinear compositions of individual EDM entries yield EDMs;in particular,D ∈ EDM N ⇔ [1 − e −αd ij] ∈ EDM N ∀α > 0⇔ [e −αd ij] ∈ E N ∀α > 0(895)where D = [d ij ] and E N is the elliptope (880).5.10.0.0.1 Proof. (Laurent, 2003) [233] (confer [165])Lemma 2.1. from A Tour d’Horizon ...on Completion Problems. [170]The following assertions are equivalent: for D=[d ij , i,j=1... N]∈ S N h andE N the elliptope in S N (5.9.1.0.1),(i) D ∈ EDM N(ii) e −αD = ∆ [e −αd ij] ∈ E N for all α > 0(iii) 11 T − e −αD ∆ = [1 − e −αd ij] ∈ EDM N for all α > 0⋄1) Equivalence of Lemma 2.1 (i) (ii) is stated in Schoenberg’s Theorem 1[233, p.527].2) (ii) ⇒ (iii) can be seen from the statement in the beginning of section 3,saying that a distance space embeds in L 2 iff some associated matrixis PSD. We reformulate it:Let d =(d ij ) i,j=0,1...N be a distance space on N+1 points(i.e., symmetric hollow matrix of order N+1) and let p =(p ij ) i,j=1...Nbe the symmetric matrix of order N related by:(A) 2p ij = d 0i + d 0j − d ij for i,j = 1... Nor equivalently(B) d 0i = p ii ,d ij = p ii + p jj − 2p ij for i,j = 1... NThen d embeds in L 2 iff p is a positive semidefinite matrix iff d is ofnegative type (second half page 525/top of page 526 in [233]).