v2007.09.13 - Convex Optimization

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

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412 CHAPTER 6. EDM CONEdvec rel∂EDM 3dvec(11 T − E 3 )EDM N = cone{11 T − E N } = {t(11 T − E N ) | t ≥ 0} (1027)Figure 101: Three views of translated negated elliptope 11 T − E13(confer Figure 86) shrouded by truncated EDM cone. Fractal on EDMcone relative boundary is numerical artifact belonging to intersection withelliptope relative boundary. The fractal is trying to convey existence of aneighborhood about the origin where the translated elliptope boundary andEDM cone boundary intersect.

6.6. CORRESPONDENCE TO PSD CONE S N−1+ 4136.6.2.0.1 Expository. Define T E (11 T ) to be the tangent cone to theelliptope E at point 11 T ; id est,T E (11 T ) ∆ = {t(E − 11 T ) | t≥0} (1028)The normal cone K ⊥ E (11T ) to the elliptope at 11 T is a closed convex conedefined (E.10.3.2.1, Figure 129)K ⊥ E (11 T ) ∆ = {B | 〈B , Φ − 11 T 〉 ≤ 0, Φ∈ E } (1029)The polar cone of any set K is the closed convex cone (confer (258))K ◦ ∆ = {B | 〈B , A〉≤0, for all A∈ K} (1030)The normal cone is well known to be the polar of the tangent cone,and vice versa; [147,A.5.2.4]K ⊥ E (11 T ) = T E (11 T ) ◦ (1031)K ⊥ E (11 T ) ◦ = T E (11 T ) (1032)From Deza & Laurent [77, p.535] we have the EDM coneEDM = −T E (11 T ) (1033)The polar EDM cone is also expressible in terms of the elliptope. From(1031) we haveEDM ◦ = −K ⊥ E (11 T ) (1034)⋆In5.10.1 we proposed the expression for EDM DD = t11 T − E ∈ EDM N (901)where t∈ R + and E belongs to the parametrized elliptope E N t . We furtherpropose, for any particular t>0Proof. Pending.EDM N = cone{t11 T − E N t } (1035)Relationship of the translated negated elliptope with the EDM cone isillustrated in Figure 101. We speculateEDM N = limt→∞t11 T − E N t (1036)

412 CHAPTER 6. EDM CONEdvec rel∂EDM 3dvec(11 T − E 3 )EDM N = cone{11 T − E N } = {t(11 T − E N ) | t ≥ 0} (1027)Figure 101: Three views of translated negated elliptope 11 T − E13(confer Figure 86) shrouded by truncated EDM cone. Fractal on EDMcone relative boundary is numerical artifact belonging to intersection withelliptope relative boundary. The fractal is trying to convey existence of aneighborhood about the origin where the translated elliptope boundary andEDM cone boundary intersect.

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