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A dual simplex-type algorithm for the smallest enclosing ball of balls

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Abstract

We develop a dual simplex-type algorithm for computing the smallest enclosing ball of a set of balls and other closely related problems. Our algorithm employs a pivoting scheme resembling the simplex method for linear programming, in which a sequence of exact curve searches is performed until a new dual feasible solution with a strictly smaller objective function value is found. We utilize the Cholesky factorization and procedures for updating it, yielding a numerically stable implementation of the algorithm. We show that our algorithm can efficiently solve instances of dimension 5000 with 100000 points, often within minutes.

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Acknowledgements

The authors would like to thank the anonymous reviewers for their insightful and constructive feedback.

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Correspondence to Marta Cavaleiro.

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A proof of theorem 2

A proof of theorem 2

The proof of the correctness of Algorithm 3 follows a similar approach to [18], and relies on the following definition and lemmas.

Definition 3

The triple \((x, \mathcal {S}, p^*)\) is said to be a (violated) V-triple if:

  1. (a)

    \(\overline{\mathcal {S}}\cup \{\overline{p}^*\}\) is affinely independent,

  2. (b)

    \(\left\| {\overline{p}^*-\overline{x}}\right\| \ge (p^*_0-x_0)\),

  3. (c)

    \(\left\| {\overline{p}_i-\overline{x}}\right\| =(p_{i0}-x_0)\), for all \(p_i\in \mathcal {S}\),

  4. (d)

    \(\overline{x}\in {\text {conv}}(\overline{\mathcal {S}}\cup \{\overline{p}^*\})\).

Lemma 2

Assume that, at the beginning of a curve search, we have a V-triple \((x^j, \mathcal {S}^j, p^*)\) such that \(|\mathcal {S}^j|>1\). Suppose a full step is taken (\({x}_0^{ F } > x_0^{ P })\). Then,

  1. i.

    \((\mathcal {S}^j\cup \{p^*\},x^{ F })\) is a dual feasible S-pair,

  2. ii.

    \({x}_0^{ F }\le x_0^j\).

Proof

It is easy to see that \((\mathcal {S}^j\cup \{p^*\}, x^{ F })\) is a dual feasible S-pair. First, \(\overline{\mathcal {S}}^j\cup \{\overline{p}^*\}\) is affinely independent by assumption. Additionally, \(\overline{x}^{ F }\in {\text {ri}}{\text {conv}}(\overline{\mathcal {S}}^j)\), because otherwise there would exist an \(\alpha _i(x_0^{ F })=0\), meaning a partial step would have been taken instead, contradicting the assumption that \({x}_0^{ F } > x_0^{ P }\). Finally, recall that the full step finds a point \(x^{ F }\) such that \(\left\| {\overline{p}^*-\overline{x}^{ F }}\right\| = p^*_0-x_0^{ F }\), \(\left\| {\overline{p}_{j_i}-\overline{x}^{ F }}\right\| = p_{{j_i}0} -x_0^{ F }\), \(\forall \, p_{j_i}\in \mathcal {S}^j\), and \(\overline{x}\in {\text {aff}}(\overline{\mathcal {S}}\cup \{\overline{p}^*\})\), whenever these conditions are feasible. Lastly, \({x}_0^{ F }\le x_0^j\) follows from the definition of full step. \(\square\)

Lemma 3

Assume that, at the beginning of a curve search, we have a V-triple \((x^j, \mathcal {S}^j, p^*)\) such that \(|\mathcal {S}^j|>1\). Suppose a partial step was taken (\({x}_0^{ F } \le x_0^{ P }\)). Let \(p_{j_k}\in \mathcal {S}^j\) be the point selected to be dropped from \(\mathcal {S}^j\). Then,

  1. i.

    \(({x}^{ P }, \mathcal {S}^j\setminus \{p_{j_k}\}, p^*)\) is a V-triple,

  2. ii.

    \({x}_0^{ P }\le x_0^j\).

Proof

Item ii., \({x}_0^{ P }\le x_0^j\), follows from the definition of partial step. Let us now prove properties (a-d) from Definition 3 for \(({x}^{ P }, \mathcal {S}^j\setminus \{p_{j_k}\}, p^*)\). Property (a) follows from the assumption that \((x^j, \mathcal {S}^j, p^*)\) is a V-triple. Property (b) is proved by a continuity argument: since the curve search starts at \(x^j\) such that \(\Vert \overline{p}^*-\overline{x}^j\Vert \ge p_{0}^* -x_0^j\) and it ends at \(x^{ P }\) such that \(x_0^{ F }\le x_0^{ P }\le x_0^j\), then \(\Vert \overline{p}^*-\overline{x}^{ P }\Vert \ge p_{0}^* -x_0^{ P }\) (recall that \(x_0\) is decreasing and \(x^{ F }\) corresponds to the point of smallest value \(x_0\le x_0^j\) for which \(\Vert \overline{p}^*-\overline{\varGamma _j}^+(x_0)\Vert \ge p_{0}^* -x_0\)). Property (c) is maintained at any point of the curve so it holds for \(x^{ P }\), and property (d) also holds since \(\alpha _i(x_0^{ P })\ge 0\) and \(\alpha ^*(x_0^{ P })\ge 0\). \(\square\)

Lemma 4

Suppose \(|\mathcal {S}^j|=1\). Let \(x^{j+1}\) and \(\mathcal {S}^{j+1}\) be the optimal solution and basis, respectively, of \({\rm{Inf}}_{{\rm{Q}}} (S^{j} \cup \{ p^{*} \} )\) obtained from Proposition 4. Then \((\mathcal {S}^{j+1}, x^{j+1})\) is a dual feasible S-pair.

Lemma 5

Let \((\mathcal {S}^j, x^j)\) be a dual feasible S-pair and \(p^*\in \mathcal {P}\) correspond to an infeasible constraint at \(x^j\). Suppose \(\overline{\mathcal {S}}^j\cup \{\overline{p}^*\}\) is affinely dependent and let \(p_{j_k}\in \mathcal {S}^j\) be the point corresponding to the minimizing index of (13), k. Then, \((x^j, \mathcal {S}^j\setminus \{p_{j_k}\}, p^*)\) is a V-triple.

Proof

First note that the affine dependence assumption implies that \(|\mathcal {S}^j|>1\). To prove that \((x^j, \mathcal {S}^j\setminus \{p_{j_k}\}, p^*)\) is a V-triple, we need to prove the four properties from Definition 3. Property (b) is trivial, and property (c) follows directly from \((\mathcal {S}^j, x^j)\) being a dual feasible S-pair. Now, in order to prove (a), suppose, by contradiction, that \(\overline{\mathcal {S}}^j\setminus \{\overline{p}_{j_k}\}\cup \{\overline{p}^*\}\) is affinely dependent. Since \(\overline{\mathcal {S}}^j\setminus \{\overline{p}_{j_k}\}\) is affinely independent, there exists \(\beta _i\), \(i\ne k\), such that

$$\begin{aligned} \textstyle \overline{p}^* = \sum_{i=1, i\ne k}^{s}{\beta _i\overline{p}_{j_i}},\quad \text {with} \quad \sum _{i=1, i\ne k }^{s}\beta _i=1. \end{aligned}$$

On the other hand, \(z=\overline{p}^*-\overline{p}_1+Mw=0\) since \(\overline{\mathcal {S}}^j\cup \{\overline{p}^*\}\) is affinely dependent. Thus \(\textstyle \overline{p}^* = - \sum _{i=1}^{s}{\sigma _i\overline{p}_{j_i}}\), for \(\sigma _i\), \(i=1,...,s\), as in (12). As a consequence, we have

$$\begin{aligned} \textstyle \overline{p}_{j_k} = \sum _{i=1, i\ne k}^{s}{\frac{\beta _i+\sigma _i}{-\sigma _k}\overline{p}_{j_i}},\quad \text {with} \; \sum _{ i=1, i\ne k }^{s} \frac{\beta _i+\sigma _i}{-\sigma _k} = 1, \end{aligned}$$

contradicting the affine independence of \(\overline{\mathcal {S}}^j\) (note that \(\sigma _k< 0\)).

Now consider \(\rho\) as in (12). Let \(\delta =\rho -\frac{\rho _k}{\sigma _k}\sigma\) and \(\theta =-\frac{\rho _k}{\sigma _k}\). It is easy to see that \(\delta \ge 0\) and, in particular, \(\delta _k=0\). Since \(z=0\), property (d) now follows from:

$$\begin{aligned} M\delta _{2:s}+\theta (\overline{p}^*-\overline{p}_{j_1})+\overline{p}_{j_1}=M(u+x_0v) + \overline{p}_{j_1}- \frac{\rho _k}{\sigma _k}z=\overline{x}^j. \end{aligned}$$

\(\square\)

Recall that the algorithm is initialized with a dual feasible S-pair. The lemmas above show that we always have a V-triple before a curve search; and that we always have a dual feasible S-pair at the beginning of a new loop iteration when an infeasible point \(p^*\) is selected. We conclude that, starting from a V-triple \((x^j,\mathcal {S}^j,p^*)\) for which \(\left\| {\overline{p}^*-\overline{x}^j}\right\| >(p_0^*-x_0^j)\), one can obtain a new dual feasible S-pair, \((\mathcal {S}^{j+1},{x}^{j+1})\), in \(|\mathcal {S}^j|-|\mathcal {S}^{j+1}|\le n\) partial steps and one full step. This new feasible S-pair is such that \(\mathcal {S}^{j+1}\subseteq \mathcal {S}^j\), and \(x^{j+1}_0<x_0^j\), since, even though the value of \(x_0\) may not change in some partial steps or in a full step, the value of \(x_0\) must decrease either in at least one of the partial steps or the full step. That is because, otherwise, we would have \(x^{j+1}=x^j\), contradicting the fact that \(p^*\) is infeasible at \(x^j\). Therefore, since the value of \(x_0\) strictly decreases at each loop iteration, the same dual feasible S-pair can never reoccur. Since the number of dual feasible S-pairs is finite, we conclude the statement of Theorem 2.

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Cavaleiro, M., Alizadeh, F. A dual simplex-type algorithm for the smallest enclosing ball of balls. Comput Optim Appl 79, 767–787 (2021). https://doi.org/10.1007/s10589-021-00283-6

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