TY - JOUR
T1 - Feasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraints
AU - Lu, Si Tong
AU - Zhang, Miao
AU - Li, Qing Na
N1 - Publisher Copyright:
© 2020, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2020/6/1
Y1 - 2020/6/1
N2 - Euclidean distance matrix optimization with ordinal constraints (EDMOC) has found important applications in sensor network localization and molecular conformation. It can also be viewed as a matrix formulation of multidimensional scaling, which is to embed n points in a r-dimensional space such that the resulting distances follow the ordinal constraints. The ordinal constraints, though proved to be quite useful, may result in only zero solution when too many are added, leaving the feasibility of EDMOC as a question. In this paper, we first study the feasibility of EDMOC systematically. We show that if r≥ n- 2 , EDMOC always admits a nontrivial solution. Otherwise, it may have only zero solution. The latter interprets the numerical observations of ’crowding phenomenon’. Next we overcome two obstacles in designing fast algorithms for EDMOC, i.e., the low-rankness and the potential huge number of ordinal constraints. We apply the technique developed in Zhou et al. (IEEE Trans Signal Process 66(3):4331–4346 2018) to take the low rank constraint as the conditional positive semidefinite cone with rank cut. This leads to a majorization penalty approach. The ordinal constraints are left to the subproblem, which is exactly the weighted isotonic regression, and can be solved by the enhanced implementation of Pool Adjacent Violators Algorithm (PAVA). Extensive numerical results demonstrate the superior performance of the proposed approach over some state-of-the-art solvers.
AB - Euclidean distance matrix optimization with ordinal constraints (EDMOC) has found important applications in sensor network localization and molecular conformation. It can also be viewed as a matrix formulation of multidimensional scaling, which is to embed n points in a r-dimensional space such that the resulting distances follow the ordinal constraints. The ordinal constraints, though proved to be quite useful, may result in only zero solution when too many are added, leaving the feasibility of EDMOC as a question. In this paper, we first study the feasibility of EDMOC systematically. We show that if r≥ n- 2 , EDMOC always admits a nontrivial solution. Otherwise, it may have only zero solution. The latter interprets the numerical observations of ’crowding phenomenon’. Next we overcome two obstacles in designing fast algorithms for EDMOC, i.e., the low-rankness and the potential huge number of ordinal constraints. We apply the technique developed in Zhou et al. (IEEE Trans Signal Process 66(3):4331–4346 2018) to take the low rank constraint as the conditional positive semidefinite cone with rank cut. This leads to a majorization penalty approach. The ordinal constraints are left to the subproblem, which is exactly the weighted isotonic regression, and can be solved by the enhanced implementation of Pool Adjacent Violators Algorithm (PAVA). Extensive numerical results demonstrate the superior performance of the proposed approach over some state-of-the-art solvers.
KW - Euclidean distance matrix
KW - Feasibility
KW - Majorized penalty approach
KW - Nonmetric multidimensional scaling
UR - http://www.scopus.com/inward/record.url?scp=85084213249&partnerID=8YFLogxK
U2 - 10.1007/s10589-020-00189-9
DO - 10.1007/s10589-020-00189-9
M3 - Article
AN - SCOPUS:85084213249
SN - 0926-6003
VL - 76
SP - 535
EP - 569
JO - Computational Optimization and Applications
JF - Computational Optimization and Applications
IS - 2
ER -