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8. Geometric problems

centering

classification

81

Minimum volume ellipsoid around a set

parametrize E as E = {v | kAv + bk2 1}; w.l.o.g. assume A Sn++

vol E is proportional to det A1; to compute minimum volume ellipsoid,

subject to supvC kAv + bk2 1

subject to kAxi + bk2 1, i = 1, . . . , m

Geometric problems 82

Maximum volume inscribed ellipsoid

maximum volume ellipsoid E inside a convex set C Rn

vol E is proportional to det B; can compute E by solving

subject to supkuk21 IC (Bu + d) 0

convex, but evaluating the constraint can be hard (for general C)

subject to kBaik2 + aTi d bi, i = 1, . . . , m

Geometric problems 83

Efficiency of ellipsoidal approximations

maximum volume inscribed ellipsoid, expanded by a factor n, covers C

factor n can be improved to n if C is symmetric

Geometric problems 84

Centering

for polyhedron, can be computed via linear programming (page 419)

center of maximum volume inscribed ellipsoid (page 83)

xcheb xmve

Geometric problems 85

Analytic center of a set of inequalities

fi(x) 0, i = 1, . . . , m, Fx = g

Pm

minimize i=1 log(fi(x))

subject to F x = g

not just a property of the feasible set: two sets of inequalities can

describe the same set, but have different analytic centers

Geometric problems 86

analytic center of linear inequalities aTi x bi, i = 1, . . . , m

xac is minimizer of

m

X xac

(x) = log(bi aTi x)

i=1

where

Eouter = {x | (x xac)T 2(xac)(x xac) m(m 1)}

Geometric problems 87

Linear discrimination

separate two sets of points {x1, . . . , xN }, {y1, . . . , yM } by a hyperplane:

aT xi + b > 0, i = 1, . . . , N, aT yi + b < 0, i = 1, . . . , M

aT xi + b 1, i = 1, . . . , N, aT yi + b 1, i = 1, . . . , M

Geometric problems 88

Robust linear discrimination

H1 = {z | aT z + b = 1}

H2 = {z | aT z + b = 1}

minimize (1/2)kak2

subject to aT xi + b 1, i = 1, . . . , N (1)

aT yi + b 1, i = 1, . . . , M

Geometric problems 89

Lagrange dual of maximum margin separation problem (1)

maximize 1T
+ 1T

P N PM

subject to 2
i=1 ixi i=1 iyi
1

(2)

2

1T = 1T , 0, 0

interpretation

invert objective to minimize 1/(1T + 1T ) = t

minimize t

P N PM

subject to
i=1 ixi i=1 iyi
t

2

0, 1 = 1, 0, 1T = 1

T

Approximate linear separation of non-separable sets

minimize 1T u + 1T v

subject to aT xi + b 1 ui, i = 1, . . . , N

aT yi + b 1 + vi, i = 1, . . . , M

u 0, v 0

an LP in a, b, u, v

at optimum, ui = max{0, 1 aT xi b}, vi = max{0, 1 + aT yi + b}

can be interpreted as a heuristic for minimizing #misclassified points

Support vector classifier

subject to aT xi + b 1 ui, i = 1, . . . , N

aT yi + b 1 + vi, i = 1, . . . , M

u 0, v 0

produces point on trade-off curve between inverse of margin 2/kak2 and

classification error, measured by total slack 1T u + 1T v

with = 0.1:

Nonlinear discrimination

f (z) = T F (z)

T F (xi) 1, i = 1, . . . , N, T F (yi) 1, i = 1, . . . , M

quadratic discrimination: f (z) = z T P z + q T z + r

xTi P xi + q T xi + r 1, yiT P yi + q T yi + r 1

polynomial discrimination: F (z) are all monomials up to a given degree

Placement and facility location

some positions xi are given; the other xis are variables

for each pair of points, a cost function fij (xi, xj )

placement problem

P

minimize i6=j fij (xi, xj )

interpretations

points represent plants or warehouses; fij is transportation cost between

facilities i and j

points represent cells on an IC; fij represents wirelength

P

example: minimize (i,j)A h(kxi xj k2), with 6 free points, 27 links

1 1 1

0 0 0

1 1 1

1 0 1 1 0 1 1 0 1

4 4 6

5

3 3

4

2 2 3

2

1 1

1

00 0.5 1 1.5 2 00 0.5 1 1.5 00 0.5 1 1.5

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