v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
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]
- Page 411 and 412: 5.4. EDM DEFINITION 411is the fact:
- Page 413 and 414: 5.4. EDM DEFINITION 413Figure 120:
- Page 415 and 416: 5.4. EDM DEFINITION 415is found fro
- Page 417 and 418: 5.4. EDM DEFINITION 417one less dim
- Page 419 and 420: 5.4. EDM DEFINITION 419equality con
- Page 421 and 422: 5.4. EDM DEFINITION 421How much dis
- Page 423 and 424: 5.4. EDM DEFINITION 423105ˇx 4ˇx
- Page 425 and 426: 5.4. EDM DEFINITION 425now implicit
- Page 427 and 428: 5.4. EDM DEFINITION 427by translate
- Page 429 and 430: 5.4. EDM DEFINITION 429Crippen & Ha
- Page 431 and 432: 5.4. EDM DEFINITION 431where ([√t
- Page 433 and 434: 5.4. EDM DEFINITION 433because (A.3
- Page 435 and 436: 5.5. INVARIANCE 4355.5.1.0.1 Exampl
- Page 437 and 438: 5.5. INVARIANCE 437x 2 x 2x 3 x 1 x
- Page 439 and 440: 5.6. INJECTIVITY OF D & UNIQUE RECO
- Page 441 and 442: 5.6. INJECTIVITY OF D & UNIQUE RECO
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- Page 445 and 446: 5.7. EMBEDDING IN AFFINE HULL 4455.
- Page 447 and 448: 5.7. EMBEDDING IN AFFINE HULL 447Fo
- Page 449 and 450: 5.7. EMBEDDING IN AFFINE HULL 4495.
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- Page 459 and 460: 5.9. BRIDGE: CONVEX POLYHEDRA TO ED
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- Page 465 and 466: 5.10. EDM-ENTRY COMPOSITION 465of a
- Page 467 and 468: 5.10. EDM-ENTRY COMPOSITION 467Then
- Page 469 and 470: 5.11. EDM INDEFINITENESS 4695.11.1
- Page 471 and 472: 5.11. EDM INDEFINITENESS 471we have
- Page 473 and 474: 5.11. EDM INDEFINITENESS 473So beca
- Page 475 and 476: 5.11. EDM INDEFINITENESS 475holds o
- Page 477 and 478: 5.12. LIST RECONSTRUCTION 477where
- Page 479 and 480: 5.12. LIST RECONSTRUCTION 479(a)(c)
- Page 481 and 482: 5.13. RECONSTRUCTION EXAMPLES 481Wi
- Page 483 and 484: 5.13. RECONSTRUCTION EXAMPLES 483d
- Page 485 and 486: 5.13. RECONSTRUCTION EXAMPLES 485Th
- Page 487 and 488: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
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- Page 497 and 498: Chapter 6Cone of distance matricesF
- Page 499 and 500: 6.1. DEFINING EDM CONE 4996.1 Defin
- Page 501 and 502: 6.2. POLYHEDRAL BOUNDS 501This cone
- Page 503 and 504: 6.4. EDM DEFINITION IN 11 T 503That
- Page 505 and 506: 6.4. EDM DEFINITION IN 11 T 505N(1
- Page 507 and 508: 6.4. EDM DEFINITION IN 11 T 507Then
- Page 509 and 510: 6.4. EDM DEFINITION IN 11 T 5096.4.
- Page 511 and 512: 6.5. CORRESPONDENCE TO PSD CONE S N
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 .