v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
408 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXwhere ∑ Φ ij ∈ S N + (889), therefore convex in vecX . We will find this traceuseful as a heuristic to minimize affine dimension of an unknown list arrangedcolumnar in X (7.2.2), but it tends to facilitate reconstruction of a listconfiguration having least energy; id est, it compacts a reconstructed list byminimizing total norm-square of the vertices.By substituting G=−V DV 1 (912) into D(G) (903), assuming X1=02D = δ ( −V DV 2) 1 1 T + 1δ ( −V DV 2) 1 T ( )− 2 −V DV12(999)Details of this bijection can be found in5.6.1.1.5.4.2.3 hypersphereThese foregoing relationships allow combination of distance and Gramconstraints in any optimization problem we might pose:Interpoint angle Ψ can be constrained by fixing all the individual pointlengths δ(G) 1/2 ; thenΨ = − 1 2 δ2 (G) −1/2 V DV δ 2 (G) −1/2 (916)(confer5.9.1.0.3, (1098) (1241)) Constraining all main diagonal entriesg ii of a Gram matrix to 1, for example, is equivalent to the constraintthat all points lie on a hypersphere of radius 1 centered at the origin.D = 2(g 11 11 T − G) ∈ EDM N (917)Requiring 0 geometric center then becomes equivalent to the constraint:D1 = 2N1. [89, p.116] Any further constraint on that Gram matrixapplies only to interpoint angle matrix Ψ = G .Because any point list may be constrained to lie on a hypersphere boundarywhose affine dimension exceeds that of the list, a Gram matrix may alwaysbe constrained to have equal positive values along its main diagonal.(Laura Klanfer 1933 [312,3]) This observation renewed interest in theelliptope (5.9.1.0.1).
5.4. EDM DEFINITION 4095.4.2.3.1 Example. List-member constraints via Gram matrix.Capitalizing on identity (912) relating Gram and EDM D matrices, aconstraint set such astr ( − 1V DV e )2 ie T i = ‖xi ‖ 2⎫⎪tr ( ⎬− 1V DV (e 2 ie T j + e j e T i ) 2) 1 = xTi x jtr ( (918)− 1V DV e ) ⎪2 je T j = ‖xj ‖ 2 ⎭relates list member x i to x j to within an isometry through inner-productidentity [380,1-7]cos ψ ij =xT i x j‖x i ‖ ‖x j ‖(919)where ψ ij is angle between the two vectors as in (900). For M list members,there total M(M+1)/2 such constraints. Angle constraints are incorporatedin Example 5.4.2.3.3 and Example 5.4.2.3.10.Consider the academic problem of finding a Gram matrix subject toconstraints on each and every entry of the corresponding EDM:findD∈S N h−V DV 1 2 ∈ SNsubject to 〈 D , (e i e T j + e j e T i ) 1 2〉= ď ij , i,j=1... N , i < j−V DV ≽ 0(920)where the ďij are given nonnegative constants. EDM D can, of course,be replaced with the equivalent Gram-form (903). Requiring only theself-adjointness property (1418) of the main-diagonal linear operator δ weget, for A∈ S N〈D , A〉 = 〈 δ(G)1 T + 1δ(G) T − 2G , A 〉 = 〈G , δ(A1) − A〉 2 (921)Then the problem equivalent to (920) becomes, for G∈ S N c ⇔ G1=0findG∈S N csubject toG ∈ S N〈G , δ ( (e i e T j + e j e T i )1 ) 〉− (e i e T j + e j e T i ) = ďij , i,j=1... N , i < jG ≽ 0 (922)
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408 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXwhere ∑ Φ ij ∈ S N + (889), therefore convex in vecX . We will find this traceuseful as a heuristic to minimize affine dimension of an unknown list arrangedcolumnar in X (7.2.2), but it tends to facilitate reconstruction of a listconfiguration having least energy; id est, it compacts a reconstructed list byminimizing total norm-square of the vertices.By substituting G=−V DV 1 (912) into D(G) (903), assuming X1=02D = δ ( −V DV 2) 1 1 T + 1δ ( −V DV 2) 1 T ( )− 2 −V DV12(999)Details of this bijection can be found in5.6.1.1.5.4.2.3 hypersphereThese foregoing relationships allow combination of distance and Gramconstraints in any optimization problem we might pose:Interpoint angle Ψ can be constrained by fixing all the individual pointlengths δ(G) 1/2 ; thenΨ = − 1 2 δ2 (G) −1/2 V DV δ 2 (G) −1/2 (916)(confer5.9.1.0.3, (1098) (1241)) Constraining all main diagonal entriesg ii of a Gram matrix to 1, for example, is equivalent to the constraintthat all points lie on a hypersphere of radius 1 centered at the origin.D = 2(g 11 11 T − G) ∈ EDM N (917)Requiring 0 geometric center then becomes equivalent to the constraint:D1 = 2N1. [89, p.116] Any further constraint on that Gram matrixapplies only to interpoint angle matrix Ψ = G .Because any point list may be constrained to lie on a hypersphere boundarywhose affine dimension exceeds that of the list, a Gram matrix may alwaysbe constrained to have equal positive values along its main diagonal.(Laura Klanfer 1933 [312,3]) This observation renewed interest in theelliptope (5.9.1.0.1).