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A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling

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Abstract

Bénasséni [Partial additive constant, J. Statist. Comput. Simul. 49 (1994), pp. 179-193] studied the partial additive constant problem in multidimensional scaling. This problem is quite challenging to solve, and Bénasséni proposed a numerical procedure for two special cases: the cross-set partial perturbation and the within-set partial perturbation. This paper casts the problem as a modern quadratic semi-definite programming (QSDP) problem, which is not only capable of dealing with general cases, but also enjoys a number of good properties. One of the good properties is that the proposed approach can find the minimal constant under very weak conditions. Another is that there exists a ready-to-use numerical package such as the QSDP solver in Toh [An inexact path-following algorithm for convex quadratic SDP, Math. Program. 112 (2008), pp. 221-254], allowing a great deal of flexibility in choosing the index set to which the partial constant should be added. Our numerical results show a significant improvement over that reported in Bénasséni (1994).

Original languageEnglish
Pages (from-to)1317-1336
Number of pages20
JournalJournal of Statistical Computation and Simulation
Volume82
Issue number9
DOIs
Publication statusPublished - Sept 2012
Externally publishedYes

Keywords

  • Farkas' lemma
  • Lagrange multiplier
  • multidimensional scaling
  • partial additive constant
  • positive semi-definite programming

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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