The Beauty of the Cone: How Convex Cones Simplify Convex Programming

I watched the Stephen Boyd course to get me started in convex programming. At the beginning, he spends some time talking about convex sets rather than launching in convex optimization. I did not appreciate this sufficiently on the first pass. Convex sets are a very geometric topic and I think that for the most part, convex functions are best thought as a special case of them. The epigraph of a scalar valued convex function on R^d , the filled in area above a graph, is a d+1 dimensional convex set. Convex constraints on the domain can be thought of as further cutting this shape. Finding the minimum of the shape can be thought of as a geometrical problem of finding the furthest point in the -y direction.

There is another mathematical topic that I did not appreciate for how powerful and clean it is. If you check out this textbook by Fenchel, he starts with the topic of convex cones rather than sets, I now realize for good reason.

I was sketching out a programmatic representation of convex sets and was annoyed at how ugly things were turning out. First off, infinity is a huge problem. Many convex problems have infinite answers.

The simplest problem is \max_x c^T x with no constraints. The answer plunges off to infinity vaguely in the direction of c. The next simplest problem is \max_x c^T x , a^T x \geq 0. This either goes off to infinity away from the constraint plane, hits the constraint plane and goes off to infinity, or if c and a are parallel, it is an arbitrary location on the constraint plane.

In short, the very most simple convex problems have infinite answers. You actually need to have a fairly complex problem with many conditions before you can guarantee a finite answer. Once we have a bounded LP, or a positive definite quadratic problem do we start to guarantee boundedness.

In order to work with these problems, it is helpful (necessary?) to compactify your space. There are a couple options here. One is to arbitrarily make a box cutoff. If we limit ourselves to an arbitrary box of length 1e30, then every answer that came back as infinite before is now finite, albeit huge. This makes me queasy though. It is ad hoc, actually kind of annoying to program all the corner cases, and very likely to have numerical issues. Another possibility is to extend your space with rays. Rays are thought of as points at infinity. Now any optimization problem that has an infinite answer returns the ray in the direction the thing goes of to infinity at. It is also annoying to make every function work with either rays or points though.

Another slightly less bothersome aesthetic problem is that the natural representation of half spaces is a normal ray and offset a^T x \geq b The principles of duality make one want to make this object as similar to our representation of points as possible, but it has 1-extra dimension and 1 arbitrary degree of freedom (scalar multiplying a and b by the same positive constant does not change the geometrical half space described). This is ugly.

In the field of projective geometry, there is a very beautiful thing that arises. In projective geometry, all scalar multiples of a ray are considered the same thing. This ray is considered a “point”. The reason this makes sense is that projective geometry is a model of perspective and cameras. Two points are completely equivalent from the perspective of a pinhole camera if they lie on the same ray connecting to the pinhole. This ray continues inside the camera and hits the photographic screen. Hence points on the 2D screen correspond to rays in 3D space. It makes elegant sense to consider the pinhole to be the origin or your space, and hence you come to the previous abstract definition. Points at infinity in 3D (like stars effectively) are not a problem since they lie on finitely describable rays. Points at infinite edge of the 2D screen are not really a problem either. Perfectly reasonable points in 3D can map to the infinite edge of the screen in principle. Someone standing perfectly to the side of the pinhole in 3d space has a ray that goes perfectly horizontally into the camera, and in a sense would only hit a hypothetical infinite screen at infinity.

A great many wonderful (and practical!) things fall out of the projective homogenous coordinates. They are ubiquitous in computer graphics, computer vision, and robotics. The mathematical language describing translations and rotations is unified. Both can be described using a single matrix. This is not the intention, but it is a pleasant surprise. Other geometrical questions become simple questions of linear or vector algebra. It is very cool.

Can we use this method for describing the space we want to find convex sets in? I think not. Unfortunately, the topology of projective space is goofy. At the very least in 2D projective space, which can be thought of as a sphere with opposite points identified, do not necessarily have an inside and outside (I’m questioning this idea now)? So convex sets and talking about maximal half planes and such seems questionable.

But I think we can fix it. Cones are good. In a slight twist on the projective geometry idea, what if you only non negative multiples of rays \lambda \geq 0 as the same “point”. You can take as a canonical plane x_0 =1 similar to the pinhole camera. This plane can be thought of as your more ordinary affine space. Now half spaces touching the origin (cones) correspond to affine half spaces. We have a reasonable way of describing points at infinity on this plane, which correspond to rays. Arbitrary convex sets on this plane correspond to cones of rays.

Cones in this context are sets closed under arbitrary non-negative sums of points within them. Hence a cone always includes the origin. Cones are basically convex sets of rays.

By adding in an arbtrary-ish degree of freedom to points, we bring points and half spaces much closer in alignment. Now evaluating whether a point in a half space looks like a^T x \geq 0 with no ugly extra b.

So in closing, as convex sets are kind of a cleaner version of convex functions, so are convex cones a cleaner version of convex sets. This is actually useful, since when you’re programming, you’ll have to deal with way less corner infinite cases. The theory is also more symmetrical and beautiful

Lens as a Divisibility Relation: Goofin’ Off With the Algebra of Types

Types have an algebra very analogous to the algebra of ordinary numbers (video). This is the basic table of correspondences. Code with all the extensions available here.

One way to see that this makes sense is by counting the cardinality of types built out of these combinators. Unit is the type with 1 inhabitant. Void has 0 inhabitants. If a has n and b has m possible values, then Either a b has n + m inhabitants, (a,b) has n*m and there are n^m possible tabulations of a->b. We’re gonna stick to just polynomials for the rest of this, ignoring a->b.

Another way of looking at this is if two finitely inhabited types have the same number of inhabitants, then the types can be put into an isomorphism with each other. In other words, types modulo isomorphisms can be thought as representing the natural numbers. Because of this, we can build a curious proof system for the natural numbers using ordinary type manipulation.

In addition, we also get a natural way of expressing and manipulating polynomials.Polymorphic types can be seen as being very similar to polynomial expressions with natural coefficients N[x]. The polymorphic type variables have the ability to be instantiated to any value, corresponding to evaluating the polynomial for some number.

The Lens ecosystem gives some interesting combinators for manipulating this algebra. The type Iso' a b contains isomorphisms. Since we’re only considering types up to isomorphism, this Iso' represents equality. We can give identity isomorphisms, compose isomorphisms and reverse isomorphisms.

We can already form a very simple proof.

Now we’ll add some more combinators, basically the axioms that the types mod isos are a commutative semiring. Semirings have an addition and multiplication operator that distribute over each other. It is interesting to note that I believe all of these Iso' actually are guaranteed to be isomorphisms ( to . from = id and from . to = id ) because of parametricity. from and to are unique ignoring any issues with bottoms because the polymorphic type signature is so constraining. This is not usually guaranteed to be true in Haskell just from saying it is an Iso'. If I give you an Iso' Bool Bool it might actually be the iso (const True) (const True) for example, which is not an isomorphism.

There are also combinators for lifting isomorphisms into bifunctors: firsting, seconding, and bimapping. These are important for indexing into subexpressions of our types in a point-free style.

Here is a slightly more complicated proof now available to us.

We can attempt a more interesting and difficult proof. I developed this iteratively using . _ hole expressions so that GHC would tell me what I had manipulated my type to at that point in my proof.

Artwork Courtesy of David. Sorry for any motion sickness.

The proof here is actually pretty trivial and can be completely automated away. We’ll get to that later.

If Iso' is equality, what about the other members of the Lens family? Justin Le says that Lens s a are witness to the isomorphism of a type s to the tuple of something and a. Prism witness a similar thing for sums. Once we are only considering types mod isos, if you think about it, these are expressions of two familiar relations on the natural numbers: the inequality relation and the divisibility relation

Mathematically, these relations can be composed with equalities, just like in the lens hierarchy Lens and Prism can be composed with Iso. Both form a category, since they both have id and (.).

Here are a couple identities that we can’t derive from these basic combinators. There are probably others. Woah-ho, my bad. These are totally derivable using id_mul, id_plus, mul_zero, _1, _2, _Left, _Right.

Pretty neat! Random thoughts and questions before we get into the slog of automation:

  • Traversal is the “is polynomial in” relation, which seems a rather weak statement on it’s own.
  • Implementing automatic polynomial division is totally possible and interesting
  • What is the deal with infinite types like [a]? Fix. I suppose this is a theory of formal power series / combinatorial species. Fun combinatorics, generatingfunctionology. Brent Yorgey did his dissertation on this stuff. Wow. I’ve never really read this. It is way more relevant than I realized.
  • Multivariate polynomial algorithms would also be interesting to explore (Grobner basis, multivariate division)
  • Derivatives of types and zippers – Conor McBride
  • Negative Numbers and Fractions?
  • Lifting to rank-1 types. Define Negative and Fractions via Galois connection?

Edit: /u/carette (wonder who that is 😉 ) writes:

“You should dig into
J Carette, A Sabry Computing with semirings and weak rig groupoids, in Proceedings of ESOP 2016, p. 123-148. Agda code in A lot of the algebra you develop is there too.

If you hunt around in my repos, you’ll also find things about lenses, exploring some of the same things you mention here.”

Similar ideas taken further and with more sophistication. Very interesting. Check it out.


Our factor example above was quite painful, yet the theorem was exceedingly obvious by expansion of the left and right sides. Can we automate that? Yes we can!

Here’s the battle plan:

  • Distribute out all expressions like a*(b+c) so that all multiplication nodes appear at the bottom of the tree.
  • Reduce the expression by absorbing all stupid a*1, a*0, a+0 terms.
  • Reassociate everything to the right, giving a list like format
  • Sort the multiplicative terms by power of the variable

Once we have these operations, we’ll combine them into a canonical operation. From there, most equality proofs can be performed using the rewrite operation, which merely puts both sides into canonical form

Once we have those, the painful theorem above and harder ones becomes trivial.

Now we’ll build the Typeclasses necessary to achieve each of these aims in order. The Typeclass system is perfect for what we want to do, as it builds terms by inspecting types. It isn’t perfect in the sense that typeclass pattern matching needs to be tricked into doing what we need. I have traded in cleverness and elegance with verbosity.

In order to make our lives easier, we’ll need to tag every variable name with a newtype wrapper. Otherwise we won’t know when we’ve hit a leaf node that is a variable. I’ve used this trick before here in an early version of my faking Compiling to Categories series. These wrappers are easily automatically stripped.

A common pattern I exploit is to use a type family to drive complicated recursion. Closed type families allow more overlap and default patterns which is very useful for programming. However, type families do not carry values, so we need to flip flop between the typeclass and type family system to achieve our ends.

Here is the implementation of the distributor Dist. We make RDist and LDist typeclasses that make a sweep of the entire tree, using ldist and rdist as makes sense. It was convenient to separate these into two classes for my mental sanity. I am not convinced even now that I have every case. Then the master control class Dist runs these classes until any node that has a (*) in it has no nodes with (+) underneath, as checked by the HasPlus type family.

Next is the Absorb type class. It is arranged somewhat similarly to the above. Greedily absorb, and keep doing it until no absorptions are left. I think that works.

The Associators are a little simpler. You basically just look for the wrong association pattern and call plus_assoc or mul_assoc until they don’t occur anymore, then recurse. We can be assured we’re always making progress if we either switch some association structure or recurse into subparts.

Finally, the SortTerm routine. SortTerm is a bubble sort. The typeclass Bubble does a single sweep of swapping down the type level list-like structure we’ve built. The SortTerm uses the Sorted type family to check if it is finished. If it isn’t, it call Bubble again.

Hope you thought this was neat!

Giving the Mostly Printed CNC a try (MPCNC)

Declan had the good idea to make a CNC machine. There is a popular plan available here

A Doge

The really cute part of it is using electrical conduit as rails, which are shockingly inexpensive. Like a couple bucks for 4 feet! Holy shnikes!

We’ve been printing up a storm for the last couple weeks. A ton of parts!

We already had a lot of motors and stuff lying around. Declan bought a lot of stuff too just for this. Assorted bearings and bolts. The plans have a bill of materials.

Repetier host seemed to work pretty well for controlling the board

Used the RAMPS branch of the mpcnc marlin repo

Edited the header files as described in this post so that we could use both extruders as extra x and y motor drivers. It did not seem like driving two motors from the same driver board was acceptable. Our bearings are gripping the rails a little too tight. It is tough to move.

Some useful links on the thingiverse version of the mpccnc

He suggests using this program Seem like windows only? ugh.

The mpcnc plans don’t contain actual tool mounts but here are some examples

A pen holder:

A dewalt mount:

This is an interesting web based g-code maker. Ultimately a little to janky though. It works good enough to get started . Not entirely clear what pocket vs interior vs whatever is. engrave sort of seemed like what I wanted. Went into inkscape with a reasonable png and traced bitmapped it, then object to path. It’s also nice to just find an svg on the internet

The following code was needed to zero repetier and the RAMPS at the touch off point. We added it as a macro. It is doing some confusing behavior though.

pycam is the best I can find for 3d machining. Haven’t actually tried it yet

We should probably upgrade the thing to have limit switches. It pains me every time we slam it into the edge.

All in all, a very satisfying project. Hope we build something cool with it.

A horsie