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Evaluating approximations of the semidefinite cone with trace normalized distance

Published 28 May 2021 in math.OC | (2105.13579v2)

Abstract: We evaluate the dual cone of the set of diagonally dominant matrices (resp., scaled diagonally dominant matrices), namely ${\cal DD}n*$ (resp., ${\cal SDD}_n*$), as an approximation of the semidefinite cone. We prove that the norm normalized distance, proposed by Blekherman et al. (2022), between a set ${\cal S}$ and the semidefinite cone has the same value whenever ${\cal SDD}_n* \subseteq {\cal S} \subseteq {\cal DD}_n*$. This implies that the norm normalized distance is not a sufficient measure to evaluate these approximations. As a new measure to compensate for the weakness of that distance, we propose a new distance, called the trace normalized distance. We prove that the trace normalized distance between ${\cal DD}_n*$ and ${\cal S}n+$ has a different value from the one between ${\cal SDD}n*$ and ${\cal S}n+$ and give the exact values of these distances.

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