v2010.10.26 - Convex Optimization

v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization

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462 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXIn terms of V N , the unit simplex (293) in R N−1 has an equivalentrepresentation:S = {s ∈ R N−1 | √ 2V N s ≽ −e 1 } (1082)where e 1 is as in (907). Incidental to the EDM assertion, shifting theunit-simplex domain in R N−1 translates the polyhedron P in R n . Indeed,there is a map from vertices of the unit simplex to members of the listgenerating P ;p : R N−1⎛⎧⎪⎨p⎜⎝⎪⎩−βe 1 − βe 2 − β.e N−1 − β⎫⎞⎪⎬⎟⎠⎪⎭→=⎧⎪⎨⎪⎩R nx 1 − αx 2 − αx 3 − α.x N − α⎫⎪⎬⎪⎭(1083)5.9.1.0.5 Proof. EDM assertion.(⇒) We demonstrate that if D is an EDM, then each distance-square ‖p(y)‖ 2described by (1080) corresponds to a point p in some embedded polyhedronP − α . Assume D is indeed an EDM; id est, D can be made from some listX of N unknown points in Euclidean space R n ; D = D(X) for X ∈ R n×Nas in (891). Since D is translation invariant (5.5.1), we may shift the affinehull A of those unknown points to the origin as in (1023). Then take anypoint p in their convex hull (86);P − α = {p = (X − Xb1 T )a | a T 1 = 1, a ≽ 0} (1084)where α = Xb ∈ A ⇔ b T 1 = 1. Solutions to a T 1 = 1 are: 5.47a ∈{e 1 + √ }2V N s | s ∈ R N−1(1085)where e 1 is as in (907). Similarly, b = e 1 + √ 2V N β .P − α = {p = X(I − (e 1 + √ 2V N β)1 T )(e 1 + √ 2V N s) | √ 2V N s ≽ −e 1 }= {p = X √ 2V N (s − β) | √ 2V N s ≽ −e 1 } (1086)5.47 Since R(V N )= N(1 T ) and N(1 T )⊥ R(1) , then over all s∈ R N−1 , V N s is ahyperplane through the origin orthogonal to 1. Thus the solutions {a} constitute ahyperplane orthogonal to the vector 1, and offset from the origin in R N by any particularsolution; in this case, a = e 1 .

5.9. BRIDGE: CONVEX POLYHEDRA TO EDMS 463that describes the domain of p(s) as the unit simplexMaking the substitution s − β ← yS = {s | √ 2V N s ≽ −e 1 } ⊂ R N−1+ (1082)P − α = {p = X √ 2V N y | y ∈ S − β} (1087)Point p belongs to a convex polyhedron P−α embedded in an r-dimensionalsubspace of R n because the convex hull of any list forms a polyhedron, andbecause the translated affine hull A − α contains the translated polyhedronP − α (1026) and the origin (when α ∈ A), and because A has dimensionr by definition (1028). Now, any distance-square from the origin to thepolyhedron P − α can be formulated{p T p = ‖p‖ 2 = 2y T V T NX T XV N y | y ∈ S − β} (1088)Applying (1035) to (1088) we get (1080).(⇐) To validate the EDM assertion in the reverse direction, we prove: If eachdistance-square ‖p(y)‖ 2 (1080) on the shifted unit-simplex S −β ⊂ R N−1corresponds to a point p(y) in some embedded polyhedron P − α , thenD is an EDM. The r-dimensional subspace A − α ⊆ R n is spanned byp(S − β) = P − α (1089)because A − α = aff(P − α) ⊇ P − α (1026). So, outside domain S − βof linear surjection p(y) , simplex complement \S − β ⊂ R N−1 must containdomain of the distance-square ‖p(y)‖ 2 = p(y) T p(y) to remaining points insubspace A − α ; id est, to the polyhedron’s relative exterior \P − α . For‖p(y)‖ 2 to be nonnegative on the entire subspace A − α , −VN TDV N mustbe positive semidefinite and is assumed symmetric; 5.48−V T NDV N Θ T pΘ p (1090)where 5.49 Θ p ∈ R m×N−1 for some m ≥ r . Because p(S − β) is a convexpolyhedron, it is necessarily a set of linear combinations of points from some5.48 The antisymmetric part ( −V T N DV N − (−V T N DV N) T) /2 is annihilated by ‖p(y)‖ 2 . Bythe same reasoning, any positive (semi)definite matrix A is generally assumed symmetricbecause only the symmetric part (A +A T )/2 survives the test y T Ay ≥ 0. [202,7.1]5.49 A T = A ≽ 0 ⇔ A = R T R for some real matrix R . [331,6.3]

462 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXIn terms of V N , the unit simplex (293) in R N−1 has an equivalentrepresentation:S = {s ∈ R N−1 | √ 2V N s ≽ −e 1 } (1082)where e 1 is as in (907). Incidental to the EDM assertion, shifting theunit-simplex domain in R N−1 translates the polyhedron P in R n . Indeed,there is a map from vertices of the unit simplex to members of the listgenerating P ;p : R N−1⎛⎧⎪⎨p⎜⎝⎪⎩−βe 1 − βe 2 − β.e N−1 − β⎫⎞⎪⎬⎟⎠⎪⎭→=⎧⎪⎨⎪⎩R nx 1 − αx 2 − αx 3 − α.x N − α⎫⎪⎬⎪⎭(1083)5.9.1.0.5 Proof. EDM assertion.(⇒) We demonstrate that if D is an EDM, then each distance-square ‖p(y)‖ 2described by (1080) corresponds to a point p in some embedded polyhedronP − α . Assume D is indeed an EDM; id est, D can be made from some listX of N unknown points in Euclidean space R n ; D = D(X) for X ∈ R n×Nas in (891). Since D is translation invariant (5.5.1), we may shift the affinehull A of those unknown points to the origin as in (1023). Then take anypoint p in their convex hull (86);P − α = {p = (X − Xb1 T )a | a T 1 = 1, a ≽ 0} (1084)where α = Xb ∈ A ⇔ b T 1 = 1. Solutions to a T 1 = 1 are: 5.47a ∈{e 1 + √ }2V N s | s ∈ R N−1(1085)where e 1 is as in (907). Similarly, b = e 1 + √ 2V N β .P − α = {p = X(I − (e 1 + √ 2V N β)1 T )(e 1 + √ 2V N s) | √ 2V N s ≽ −e 1 }= {p = X √ 2V N (s − β) | √ 2V N s ≽ −e 1 } (1086)5.47 Since R(V N )= N(1 T ) and N(1 T )⊥ R(1) , then over all s∈ R N−1 , V N s is ahyperplane through the origin orthogonal to 1. Thus the solutions {a} constitute ahyperplane orthogonal to the vector 1, and offset from the origin in R N by any particularsolution; in this case, a = e 1 .

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