v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
432 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXΘ = [x 2 − x 1 x 3 − x 1 · · · x N − x 1 ] = X √ 2V N ∈ R n×N−1 (960)Inner product Θ T Θ is obviously related to a Gram matrix (900),[ 0 0TG =0 Θ T Θ], x 1 = 0 (961)For D = D(Θ) and no condition on the list X (confer (908) (912))Θ T Θ = −V T NDV N ∈ R N−1×N−1 (962)5.4.3.1 Relative-angle formThe inner-product form EDM definition is not a unique definition ofEuclidean distance matrix; there are approximately five flavors distinguishedby their argument to operator D . Here is another one:Like D(X) (891), D(Θ) will make an EDM given any Θ∈ R n×N−1 , it isneither a convex function of Θ (5.4.3.2), and it is homogeneous in the sense(894). Scrutinizing Θ T Θ (957) we find that because of the arbitrary choicek = 1, distances therein are all with respect to point x 1 . Similarly, relativeangles in Θ T Θ are between all vector pairs having vertex x 1 . Yet pickingarbitrary θ i1j to fill Θ T Θ will not necessarily make an EDM; inner product(957) must be positive semidefinite.Θ T Θ = √ δ(d) Ω √ δ(d) ⎡√ ⎤⎡⎤⎡√ ⎤d12 0 1 cos θ 213 · · · cos θ 21N d12 0√ d13 ⎢⎥cosθ 213 1... cos θ √31Nd13 ⎣ ... ⎦⎢⎥⎢⎥√ ⎣ ....... . ⎦⎣... ⎦√0d1N cos θ 21N cos θ 31N · · · 1 0d1N(963)Expression D(Θ) defines an EDM for any positive semidefinite relative-anglematrixΩ = [cos θ i1j , i,j = 2...N] ∈ S N−1 (964)and any nonnegative distance vectord = [d 1j , j = 2...N] = δ(Θ T Θ) ∈ R N−1 (965)
5.4. EDM DEFINITION 433because (A.3.1.0.5)Ω ≽ 0 ⇒ Θ T Θ ≽ 0 (966)Decomposition (963) and the relative-angle matrix inequality Ω ≽ 0 lead toa different expression of an inner-product form EDM definition (958)D(Ω,d) =[ ] 01dT + 1 [ 0 d ] √ ([ ])[ ] √ ([ ])0 0 0 T T 0− 2 δδd 0 Ω d[ ]0 dTd d1 T + 1d T − 2 √ δ(d) Ω √ ∈ EDM Nδ(d)(967)and another expression of the EDM cone:EDM N ={D(Ω,d) | Ω ≽ 0, √ }δ(d) ≽ 0(968)In the particular circumstance x 1 = 0, we can relate interpoint anglematrix Ψ from the Gram decomposition in (900) to relative-angle matrixΩ in (963). Thus,[ ] 1 0TΨ ≡ , x0 Ω 1 = 0 (969)5.4.3.2 Inner-product form −V T N D(Θ)V N convexityOn[√page 431]we saw that each EDM entry d ij is a convex quadratic functiondikof √dkj and a quasiconvex function of θ ikj . Here the situation forinner-product form EDM operator D(Θ) (958) is identical to that in5.4.1for list-form D(X) ; −D(Θ) is not a quasiconvex function of Θ by the samereasoning, and from (962)−V T N D(Θ)V N = Θ T Θ (970)is a convex quadratic function of Θ on domain R n×N−1 achieving its minimumat Θ = 0.
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5.4. EDM DEFINITION 433because (A.3.1.0.5)Ω ≽ 0 ⇒ Θ T Θ ≽ 0 (966)Decomposition (963) and the relative-angle matrix inequality Ω ≽ 0 lead toa different expression of an inner-product form EDM definition (958)D(Ω,d) =[ ] 01dT + 1 [ 0 d ] √ ([ ])[ ] √ ([ ])0 0 0 T T 0− 2 δδd 0 Ω d[ ]0 dTd d1 T + 1d T − 2 √ δ(d) Ω √ ∈ EDM Nδ(d)(967)and another expression of the EDM cone:EDM N ={D(Ω,d) | Ω ≽ 0, √ }δ(d) ≽ 0(968)In the particular circumstance x 1 = 0, we can relate interpoint anglematrix Ψ from the Gram decomposition in (900) to relative-angle matrixΩ in (963). Thus,[ ] 1 0TΨ ≡ , x0 Ω 1 = 0 (969)5.4.3.2 Inner-product form −V T N D(Θ)V N convexityOn[√page 431]we saw that each EDM entry d ij is a convex quadratic functiondikof √dkj and a quasiconvex function of θ ikj . Here the situation forinner-product form EDM operator D(Θ) (958) is identical to that in5.4.1for list-form D(X) ; −D(Θ) is not a quasiconvex function of Θ by the samereasoning, and from (962)−V T N D(Θ)V N = Θ T Θ (970)is a convex quadratic function of Θ on domain R n×N−1 achieving its minimumat Θ = 0.