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8. Geometric problems
centering
classification
81
Minimum volume ellipsoid around a set
Geometric problems 82
Maximum volume inscribed ellipsoid
maximum volume ellipsoid E inside a convex set C Rn
Geometric problems 83
Efficiency of ellipsoidal approximations
factor n can be improved to n if C is symmetric
Geometric problems 84
Centering
xcheb xmve
Geometric problems 85
Analytic center of a set of inequalities
fi(x) 0, i = 1, . . . , m, Fx = g
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
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
minimize t
P N PM
subject to
i=1 ixi i=1 iyi
t
2
0, 1 = 1, 0, 1T = 1
T
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
f (z) = T F (z)
T F (xi) 1, i = 1, . . . , N, T F (yi) 1, i = 1, . . . , M
xTi P xi + q T xi + r 1, yiT P yi + q T yi + r 1
placement problem
P
minimize i6=j fij (xi, xj )
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