v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
534 CHAPTER 6. CONE OF DISTANCE MATRICESFrom results inE.7.2.0.2, we know matrix product V H V is theorthogonal projection of H ∈ S N on the geometric center subspace S N c . Thusthe projection productP K2 H = H − P S N+P S N cH (1263)6.8.1.1.1 Lemma. Projection on PSD cone ∩ geometric center subspace.P S N+ ∩ S N c= P S N+P S N c(1264)Proof. For each and every H ∈ S N , projection of P S N cH on the positivesemidefinite cone remains in the geometric center subspace⋄S N c = {G∈ S N | G1 = 0} (1998)= {G∈ S N | N(G) ⊇ 1} = {G∈ S N | R(G) ⊆ N(1 T )}= {V Y V | Y ∈ S N } ⊂ S N (1999)(990)That is because: eigenvectors of P S N cH corresponding to 0 eigenvaluesspan its nullspace N(P S N cH). (A.7.3.0.1) To project P S N cH on the positivesemidefinite cone, its negative eigenvalues are zeroed. (7.1.2) The nullspaceis thereby expanded while eigenvectors originally spanning N(P S N cH)remain intact. Because the geometric center subspace is invariant toprojection on the PSD cone, then the rule for projection on a convex setin a subspace governs (E.9.5, projectors do not commute) and statement(1264) follows directly. From the lemma it followsThen from (2024){P S N+P S N cH | H ∈ S N } = {P S N+ ∩ S N c H | H ∈ SN } (1265)− ( S N c ∩ S N +) ∗= {H − PS N+P S N cH | H ∈ S N } (1266)From (314) we get closure of a vector sumK 2 = − ( )S N c ∩ S N ∗+ = SN⊥c − S N + (1267)
6.8. DUAL EDM CONE 535therefore the equality [100]EDM N = K 1 ∩ K 2 = S N h ∩ ( )S N⊥c − S N +(1268)whose veracity is intuitively evident, in hindsight, [89, p.109] from the mostfundamental EDM definition (891). Formula (1268) is not a matrix criterionfor membership to the EDM cone, it is not an EDM definition, and it isnot an equivalence between EDM operators or an isomorphism. Rather, it isa recipe for constructing the EDM cone whole from large Euclidean bodies:the positive semidefinite cone, orthogonal complement of the geometric centersubspace, and symmetric hollow subspace. A realization of this constructionin low dimension is illustrated in Figure 148 and Figure 149.The dual EDM cone follows directly from (1268) by standard propertiesof cones (2.13.1.1):EDM N∗ = K ∗ 1 + K ∗ 2 = S N⊥h − S N c ∩ S N + (1269)which bears strong resemblance to (1248).6.8.1.2 nonnegative orthant contains EDM NThat EDM N is a proper subset of the nonnegative orthant is not obviousfrom (1268). We wish to verifyEDM N = S N h ∩ ( )S N⊥c − S N + ⊂ RN×N+ (1270)While there are many ways to prove this, it is sufficient to show that allentries of the extreme directions of EDM N must be nonnegative; id est, forany particular nonzero vector z = [z i , i=1... N]∈ N(1 T ) (6.4.3.2),δ(zz T )1 T + 1δ(zz T ) T − 2zz T ≥ 0 (1271)where the inequality denotes entrywise comparison. The inequality holdsbecause the i,j th entry of an extreme direction is squared: (z i − z j ) 2 .We observe that the dyad 2zz T ∈ S N + belongs to the positive semidefinitecone, the doubletδ(zz T )1 T + 1δ(zz T ) T ∈ S N⊥c (1272)to the orthogonal complement (2000) of the geometric center subspace,while their difference is a member of the symmetric hollow subspace S N h .
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534 CHAPTER 6. CONE OF DISTANCE MATRICESFrom results inE.7.2.0.2, we know matrix product V H V is theorthogonal projection of H ∈ S N on the geometric center subspace S N c . Thusthe projection productP K2 H = H − P S N+P S N cH (1263)6.8.1.1.1 Lemma. Projection on PSD cone ∩ geometric center subspace.P S N+ ∩ S N c= P S N+P S N c(1264)Proof. For each and every H ∈ S N , projection of P S N cH on the positivesemidefinite cone remains in the geometric center subspace⋄S N c = {G∈ S N | G1 = 0} (1998)= {G∈ S N | N(G) ⊇ 1} = {G∈ S N | R(G) ⊆ N(1 T )}= {V Y V | Y ∈ S N } ⊂ S N (1999)(990)That is because: eigenvectors of P S N cH corresponding to 0 eigenvaluesspan its nullspace N(P S N cH). (A.7.3.0.1) To project P S N cH on the positivesemidefinite cone, its negative eigenvalues are zeroed. (7.1.2) The nullspaceis thereby expanded while eigenvectors originally spanning N(P S N cH)remain intact. Because the geometric center subspace is invariant toprojection on the PSD cone, then the rule for projection on a convex setin a subspace governs (E.9.5, projectors do not commute) and statement(1264) follows directly. From the lemma it followsThen from (2024){P S N+P S N cH | H ∈ S N } = {P S N+ ∩ S N c H | H ∈ SN } (1265)− ( S N c ∩ S N +) ∗= {H − PS N+P S N cH | H ∈ S N } (1266)From (314) we get closure of a vector sumK 2 = − ( )S N c ∩ S N ∗+ = SN⊥c − S N + (1267)