v2007.09.13 - Convex Optimization
v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization
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
- Page 375 and 376: 5.13. RECONSTRUCTION EXAMPLES 375wh
- Page 377 and 378: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 379 and 380: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 381 and 382: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 383 and 384: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 385 and 386: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- 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
- Page 393 and 394: 6.3.√EDM CONE IS NOT CONVEX 393N
- Page 395 and 396: 6.4. A GEOMETRY OF COMPLETION 3956.
- Page 397 and 398: 6.4. A GEOMETRY OF COMPLETION 397(a
- Page 399 and 400: 6.4. A GEOMETRY OF COMPLETION 399Fi
- Page 401 and 402: 6.5. EDM DEFINITION IN 11 T 401and
- Page 403 and 404: 6.5. EDM DEFINITION IN 11 T 403then
- Page 405 and 406: 6.5. EDM DEFINITION IN 11 T 4056.5.
- Page 407 and 408: 6.5. EDM DEFINITION IN 11 T 407D =
- Page 409 and 410: 6.6. CORRESPONDENCE TO PSD CONE S N
- Page 411 and 412: 6.6. CORRESPONDENCE TO PSD CONE S N
- Page 413 and 414: 6.6. CORRESPONDENCE TO PSD CONE S N
- Page 415 and 416: 6.7. VECTORIZATION & PROJECTION INT
- Page 417 and 418: 6.7. VECTORIZATION & PROJECTION INT
- Page 419 and 420: 6.8. DUAL EDM CONE 419When the Fins
- Page 421 and 422: 6.8. DUAL EDM CONE 421Proof. First,
- Page 423 and 424: 6.8. DUAL EDM CONE 423EDM 2 = S 2 h
- Page 425: 6.8. DUAL EDM CONE 425whose veracit
- Page 429 and 430: 6.8. DUAL EDM CONE 429has dual affi
- Page 431 and 432: 6.8. DUAL EDM CONE 4316.8.1.7 Schoe
- Page 433 and 434: 6.9. THEOREM OF THE ALTERNATIVE 433
- Page 435 and 436: 6.10. POSTSCRIPT 435When D is an ED
- Page 437 and 438: Chapter 7Proximity problemsIn summa
- Page 439 and 440: In contrast, order of projection on
- Page 441 and 442: 441HS N h0EDM NK = S N h ∩ R N×N
- Page 443 and 444: 4437.0.3 Problem approachProblems t
- Page 445 and 446: 7.1. FIRST PREVALENT PROBLEM: 445fi
- Page 447 and 448: 7.1. FIRST PREVALENT PROBLEM: 4477.
- Page 449 and 450: 7.1. FIRST PREVALENT PROBLEM: 449di
- Page 451 and 452: 7.1. FIRST PREVALENT PROBLEM: 4517.
- Page 453 and 454: 7.1. FIRST PREVALENT PROBLEM: 453wh
- Page 455 and 456: 7.1. FIRST PREVALENT PROBLEM: 455Th
- Page 457 and 458: 7.2. SECOND PREVALENT PROBLEM: 457O
- Page 459 and 460: 7.2. SECOND PREVALENT PROBLEM: 459S
- Page 461 and 462: 7.2. SECOND PREVALENT PROBLEM: 461r
- Page 463 and 464: 7.2. SECOND PREVALENT PROBLEM: 463c
- Page 465 and 466: 7.2. SECOND PREVALENT PROBLEM: 4657
- Page 467 and 468: 7.3. THIRD PREVALENT PROBLEM: 467fo
- Page 469 and 470: 7.3. THIRD PREVALENT PROBLEM: 469a
- Page 471 and 472: 7.3. THIRD PREVALENT PROBLEM: 4717.
- Page 473 and 474: 7.3. THIRD PREVALENT PROBLEM: 4737.
- Page 475 and 476: 7.3. THIRD PREVALENT PROBLEM: 475Ou
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.