Monday, 26 March 2012

gt.geometric topology - Topological scaling (?)

Let xi be the coordinate of point i and imagine there is an edge eij between any pair of neighbors. The optimization problem



begin{array}{rl} underset{x}{mathrm{argmin}} & displaystylesum_{e_{ij}} left( x_j - x_i right)^2 \ mathrm{s.t.} 0 leq x_i leq 1 end{array}



is a strongly convex optimization problem (namely, a linearly constrained quadratic program or LCQP), hence it has a unique global minimum. Hence, the solution can be computed in polynomial time using an interior point method such as the barrier method. In fact, box-constrained quadratic programs can be solved quite efficiently and implementations are readily available (in MATLAB, for instance). In order to avoid trivial solutions, imagine that some of the xi are constrained to lie on the boundary, e.g., you can either add constraints like x1i=1 (where the superscript denotes the component) or simply hold some of the xi fixed.



Note that this problem attempts to minimize the pairwise distance rather than maximize it. On a compact domain the two problems will yield similar results, but the latter problem is nonconvex and hence it is harder to make guarantees about global optimality.

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