v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
142 CHAPTER 2. CONVEX GEOMETRY000(a) (b) (c)Figure 49: Vectors in R 2 : (a) affinely and conically independent,(b) affinely independent but not conically independent, (c) conicallyindependent but not affinely independent. None of the examples exhibitslinear independence. (In general, a.i. c.i.)Assuming veracity of this table, there is an apparent vastness between twoand three dimensions. The finite numbers of conically independent directionsindicate:Convex cones in dimensions 0, 1, and 2 must be polyhedral. (2.12.1)Conic independence is certainly one convex idea that cannot be completelyexplained by a two-dimensional picture as Barvinok suggests [26, p.vii].From this table it is also evident that dimension of Euclidean space cannotexceed the number of conically independent directions possible;n ≤ supk2.10.1 Preservation of conic independenceIndependence in the linear (2.1.2.1), affine (2.4.2.4), and conic senses canbe preserved under linear transformation. Suppose a matrix X ∈ R n×N (280)holds a conically independent set columnar. Consider a transformation onthe domain of such matricesT(X) : R n×N → R n×N XY (283)where fixed matrix Y [y 1 y 2 · · · y N ]∈ R N×N represents linear operator T .Conic independence of {Xy i ∈ R n , i=1... N} demands, by definition (279),Xy i ζ i + · · · + Xy j ζ j − Xy l = 0, i≠ · · · ≠j ≠l = 1... N (284)
2.10. CONIC INDEPENDENCE (C.I.) 143K(a)K(b)∂K ∗Figure 50: (a) A pointed polyhedral cone (drawn truncated) in R 3 having sixfacets. The extreme directions, corresponding to six edges emanating fromthe origin, are generators for this cone; not linearly independent but theymust be conically independent. (b) The boundary of dual cone K ∗ (drawntruncated) is now added to the drawing of same K . K ∗ is polyhedral, proper,and has the same number of extreme directions as K has facets.
- Page 91 and 92: 2.5. SUBSPACE REPRESENTATIONS 91are
- Page 93 and 94: 2.6. EXTREME, EXPOSED 93A one-dimen
- Page 95 and 96: 2.6. EXTREME, EXPOSED 952.6.1.1 Den
- Page 97 and 98: 2.7. CONES 97X(a)00(b)XFigure 33: (
- Page 99 and 100: 2.7. CONES 99XXFigure 37: Truncated
- Page 101 and 102: 2.7. CONES 101Figure 39: Not a cone
- Page 103 and 104: 2.7. CONES 103cone that is a halfli
- Page 105 and 106: 2.7. CONES 105A pointed closed conv
- Page 107 and 108: 2.8. CONE BOUNDARY 107That means th
- Page 109 and 110: 2.8. CONE BOUNDARY 1092.8.1.1 extre
- Page 111 and 112: 2.8. CONE BOUNDARY 1112.8.2 Exposed
- Page 113 and 114: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 115 and 116: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 117 and 118: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 119 and 120: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 121 and 122: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 123 and 124: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 125 and 126: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 127 and 128: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 129 and 130: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 131 and 132: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 133 and 134: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 135 and 136: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 137 and 138: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 139 and 140: 2.9. POSITIVE SEMIDEFINITE (PSD) CO
- Page 141: 2.10. CONIC INDEPENDENCE (C.I.) 141
- Page 145 and 146: 2.10. CONIC INDEPENDENCE (C.I.) 145
- Page 147 and 148: 2.12. CONVEX POLYHEDRA 147all dimen
- Page 149 and 150: 2.12. CONVEX POLYHEDRA 149convex po
- Page 151 and 152: 2.12. CONVEX POLYHEDRA 1512.12.2.2
- Page 153 and 154: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 155 and 156: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 157 and 158: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 159 and 160: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 161 and 162: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 163 and 164: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 165 and 166: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 167 and 168: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 169 and 170: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 171 and 172: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 173 and 174: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 175 and 176: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 177 and 178: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 179 and 180: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 181 and 182: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 183 and 184: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 185 and 186: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 187 and 188: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 189 and 190: 2.13. DUAL CONE & GENERALIZED INEQU
- Page 191 and 192: 2.13. DUAL CONE & GENERALIZED INEQU
142 CHAPTER 2. CONVEX GEOMETRY000(a) (b) (c)Figure 49: Vectors in R 2 : (a) affinely and conically independent,(b) affinely independent but not conically independent, (c) conicallyindependent but not affinely independent. None of the examples exhibitslinear independence. (In general, a.i. c.i.)Assuming veracity of this table, there is an apparent vastness between twoand three dimensions. The finite numbers of conically independent directionsindicate:<strong>Convex</strong> cones in dimensions 0, 1, and 2 must be polyhedral. (2.12.1)Conic independence is certainly one convex idea that cannot be completelyexplained by a two-dimensional picture as Barvinok suggests [26, p.vii].From this table it is also evident that dimension of Euclidean space cannotexceed the number of conically independent directions possible;n ≤ supk2.10.1 Preservation of conic independenceIndependence in the linear (2.1.2.1), affine (2.4.2.4), and conic senses canbe preserved under linear transformation. Suppose a matrix X ∈ R n×N (280)holds a conically independent set columnar. Consider a transformation onthe domain of such matricesT(X) : R n×N → R n×N XY (283)where fixed matrix Y [y 1 y 2 · · · y N ]∈ R N×N represents linear operator T .Conic independence of {Xy i ∈ R n , i=1... N} demands, by definition (279),Xy i ζ i + · · · + Xy j ζ j − Xy l = 0, i≠ · · · ≠j ≠l = 1... N (284)