v2007.09.13 - Convex Optimization

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

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426 CHAPTER 6. EDM CONE6.8.1.3 Dual Euclidean distance matrix criterionConditions necessary for membership of a matrix D ∗ ∈ S N to the dualEDM cone EDM N∗ may be derived from (1050): D ∗ ∈ EDM N∗ ⇒D ∗ = δ(y) − V N AVNT for some vector y and positive semidefinite matrixA∈ S N−1+ . This in turn implies δ(D ∗ 1)=δ(y) . Then, for D ∗ ∈ S Nwhere, for any symmetric matrix D ∗D ∗ ∈ EDM N∗ ⇔ δ(D ∗ 1) − D ∗ ≽ 0 (1076)δ(D ∗ 1) − D ∗ ∈ S N c (1077)To show sufficiency of the matrix criterion in (1076), recall Gram-formEDM operatorD(G) = δ(G)1 T + 1δ(G) T − 2G (717)where Gram matrix G is positive semidefinite by definition, and recall theself-adjointness property of the main-diagonal linear operator δ (A.1):〈D , D ∗ 〉 = 〈 δ(G)1 T + 1δ(G) T − 2G , D ∗〉 = 〈G , δ(D ∗ 1) − D ∗ 〉 2 (736)Assuming 〈G , δ(D ∗ 1) − D ∗ 〉≥ 0 (1281), then we have known membershiprelation (2.13.2.0.1)D ∗ ∈ EDM N∗ ⇔ 〈D , D ∗ 〉 ≥ 0 ∀D ∈ EDM N (1078)Elegance of this matrix criterion (1076) for membership to the dualEDM cone is the lack of any other assumptions except D ∗ be symmetric.(Recall: Schoenberg criterion (724) for membership to the EDM cone requiresmembership to the symmetric hollow subspace.)Linear Gram-form EDM operator (717) has adjoint, for Y ∈ S NThen we have: [61, p.111]D T (Y ) ∆ = (δ(Y 1) − Y ) 2 (1079)EDM N∗ = {Y ∈ S N | δ(Y 1) − Y ≽ 0} (1080)the dual EDM cone expressed in terms of the adjoint operator. A dual EDMcone determined this way is illustrated in Figure 107.

6.8. DUAL EDM CONE 4276.8.1.3.1 Exercise. Dual EDM spectral cone.Find a spectral cone as in5.11.2 corresponding to EDM N∗ .6.8.1.4 Nonorthogonal components of dual EDMNow we tie construct (1071) for the dual EDM cone together with the matrixcriterion (1076) for dual EDM cone membership. For any D ∗ ∈ S N it isobvious:δ(D ∗ 1) ∈ S N⊥h (1081)any diagonal matrix belongs to the subspace of diagonal matrices (57). Weknow when D ∗ ∈ EDM N∗ δ(D ∗ 1) − D ∗ ∈ S N c ∩ S N + (1082)this adjoint expression (1079) belongs to that face (1043) of the positivesemidefinite cone S N + in the geometric center subspace. Any nonzerodual EDMD ∗ = δ(D ∗ 1) − (δ(D ∗ 1) − D ∗ ) ∈ S N⊥h ⊖ S N c ∩ S N + = EDM N∗ (1083)can therefore be expressed as the difference of two linearly independentnonorthogonal components (Figure 85, Figure 106).6.8.1.5 Affine dimension complementarityFrom6.8.1.3 we have, for some A∈ S N−1+ (confer (1082))δ(D ∗ 1) − D ∗ = V N AV T N ∈ S N c ∩ S N + (1084)if and only if D ∗ belongs to the dual EDM cone. Call rank(V N AV T N ) dualaffine dimension. Empirically, we find a complementary relationship in affinedimension between the projection of some arbitrary symmetric matrix H onthe polar EDM cone, EDM N◦ = −EDM N∗ , and its projection on the EDMcone; id est, the optimal solution of 6.10minimize ‖D ◦ − H‖ FD ◦ ∈ S Nsubject to D ◦ − δ(D ◦ 1) ≽ 0(1085)6.10 This dual projection can be solved quickly (without semidefinite programming) via

426 CHAPTER 6. EDM CONE6.8.1.3 Dual Euclidean distance matrix criterionConditions necessary for membership of a matrix D ∗ ∈ S N to the dualEDM cone EDM N∗ may be derived from (1050): D ∗ ∈ EDM N∗ ⇒D ∗ = δ(y) − V N AVNT for some vector y and positive semidefinite matrixA∈ S N−1+ . This in turn implies δ(D ∗ 1)=δ(y) . Then, for D ∗ ∈ S Nwhere, for any symmetric matrix D ∗D ∗ ∈ EDM N∗ ⇔ δ(D ∗ 1) − D ∗ ≽ 0 (1076)δ(D ∗ 1) − D ∗ ∈ S N c (1077)To show sufficiency of the matrix criterion in (1076), recall Gram-formEDM operatorD(G) = δ(G)1 T + 1δ(G) T − 2G (717)where Gram matrix G is positive semidefinite by definition, and recall theself-adjointness property of the main-diagonal linear operator δ (A.1):〈D , D ∗ 〉 = 〈 δ(G)1 T + 1δ(G) T − 2G , D ∗〉 = 〈G , δ(D ∗ 1) − D ∗ 〉 2 (736)Assuming 〈G , δ(D ∗ 1) − D ∗ 〉≥ 0 (1281), then we have known membershiprelation (2.13.2.0.1)D ∗ ∈ EDM N∗ ⇔ 〈D , D ∗ 〉 ≥ 0 ∀D ∈ EDM N (1078)Elegance of this matrix criterion (1076) for membership to the dualEDM cone is the lack of any other assumptions except D ∗ be symmetric.(Recall: Schoenberg criterion (724) for membership to the EDM cone requiresmembership to the symmetric hollow subspace.)Linear Gram-form EDM operator (717) has adjoint, for Y ∈ S NThen we have: [61, p.111]D T (Y ) ∆ = (δ(Y 1) − Y ) 2 (1079)EDM N∗ = {Y ∈ S N | δ(Y 1) − Y ≽ 0} (1080)the dual EDM cone expressed in terms of the adjoint operator. A dual EDMcone determined this way is illustrated in Figure 107.

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