v2007.09.13 - Convex Optimization
v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization
432 CHAPTER 6. EDM CONEBecause 〈 {δ(u) | u∈ R N }, D 〉 ≥ 0 ⇔ D ∈ S N h , we can restrict observationto the symmetric hollow subspace without loss of generality. Then for D ∈ S N h〈D ∗ , D〉 ≥ 0 ∀D ∗ ∈ { −V N υυ T V T N | υ ∈ R N−1} ⇔ D ∈ EDM N (1095)this discretized membership relation becomes (1092); identical to theSchoenberg criterion.Hitherto a correspondence between the EDM cone and a face of a PSDcone, the Schoenberg criterion is now accurately interpreted as a discretizedmembership relation between the EDM cone and its ordinary dual.6.8.2 Ambient S N hWhen instead we consider the ambient space of symmetric hollow matrices(1051), then still we find the EDM cone is not self-dual for N >2. Thesimplest way to prove this is as follows:Given a set of generators G = {Γ} (1011) for the pointed closed convexEDM cone, the discrete membership theorem in2.13.4.2.1 asserts thatmembers of the dual EDM cone in the ambient space of symmetric hollowmatrices can be discerned via discretized membership relation:EDM N∗ ∩ S N h∆= {D ∗ ∈ S N h | 〈Γ , D ∗ 〉 ≥ 0 ∀ Γ ∈ G(EDM N )}(1096)By comparison= {D ∗ ∈ S N h | 〈δ(zz T )1 T + 1δ(zz T ) T − 2zz T , D ∗ 〉 ≥ 0 ∀z∈ N(1 T )}= {D ∗ ∈ S N h | 〈1δ(zz T ) T − zz T , D ∗ 〉 ≥ 0 ∀z∈ N(1 T )}EDM N = {D ∈ S N h | 〈−zz T , D〉 ≥ 0 ∀z∈ N(1 T )} (1097)the term δ(zz T ) T D ∗ 1 foils any hope of self-duality in ambient S N h .
6.9. THEOREM OF THE ALTERNATIVE 433To find the dual EDM cone in ambient S N h per2.13.9.4 we prune theaggregate in (1050) describing the ordinary dual EDM cone, removing anymember having nonzero main diagonal:EDM N∗ ∩ S N h = cone { δ 2 (V N υυ T V T N ) − V N υυT V T N | υ ∈ RN−1}= {δ 2 (V N ΨV T N ) − V N ΨV T N| Ψ∈ SN−1 + }(1098)When N = 1, the EDM cone and its dual in ambient S h each comprisethe origin in isomorphic R 0 ; thus, self-dual in this dimension. (confer (84))When N = 2, the EDM cone is the nonnegative real line in isomorphic R .(Figure 102) EDM 2∗ in S 2 h is identical, thus self-dual in this dimension.This [ result]is in agreement [ with ](1096), verified directly: for all κ∈ R ,11z = κ and δ(zz−1T ) = κ 2 ⇒ d ∗ 12 ≥ 0.1The first case adverse to self-duality N = 3 may be deduced fromFigure 94; the EDM cone is a circular cone in isomorphic R 3 corresponding tono rotation of the Lorentz cone (147) (the self-dual circular cone). Figure 107illustrates the EDM cone and its dual in ambient S 3 h ; no longer self-dual.6.9 Theorem of the alternativeIn2.13.2.1.1 we showed how alternative systems of generalized inequalitycan be derived from closed convex cones and their duals. This section is,therefore, a fitting postscript to the discussion of the dual EDM cone.6.9.0.0.1 Theorem. EDM alternative. [112,1]Given D ∈ S N hD ∈ EDM Nor in the alternative{1 T z = 1∃ z such thatDz = 0(1099)In words, either N(D) intersects hyperplane {z | 1 T z =1} or D is an EDM;the alternatives are incompatible.⋄
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432 CHAPTER 6. EDM CONEBecause 〈 {δ(u) | u∈ R N }, D 〉 ≥ 0 ⇔ D ∈ S N h , we can restrict observationto the symmetric hollow subspace without loss of generality. Then for D ∈ S N h〈D ∗ , D〉 ≥ 0 ∀D ∗ ∈ { −V N υυ T V T N | υ ∈ R N−1} ⇔ D ∈ EDM N (1095)this discretized membership relation becomes (1092); identical to theSchoenberg criterion.Hitherto a correspondence between the EDM cone and a face of a PSDcone, the Schoenberg criterion is now accurately interpreted as a discretizedmembership relation between the EDM cone and its ordinary dual.6.8.2 Ambient S N hWhen instead we consider the ambient space of symmetric hollow matrices(1051), then still we find the EDM cone is not self-dual for N >2. Thesimplest way to prove this is as follows:Given a set of generators G = {Γ} (1011) for the pointed closed convexEDM cone, the discrete membership theorem in2.13.4.2.1 asserts thatmembers of the dual EDM cone in the ambient space of symmetric hollowmatrices can be discerned via discretized membership relation:EDM N∗ ∩ S N h∆= {D ∗ ∈ S N h | 〈Γ , D ∗ 〉 ≥ 0 ∀ Γ ∈ G(EDM N )}(1096)By comparison= {D ∗ ∈ S N h | 〈δ(zz T )1 T + 1δ(zz T ) T − 2zz T , D ∗ 〉 ≥ 0 ∀z∈ N(1 T )}= {D ∗ ∈ S N h | 〈1δ(zz T ) T − zz T , D ∗ 〉 ≥ 0 ∀z∈ N(1 T )}EDM N = {D ∈ S N h | 〈−zz T , D〉 ≥ 0 ∀z∈ N(1 T )} (1097)the term δ(zz T ) T D ∗ 1 foils any hope of self-duality in ambient S N h .