Largest Ball in a Polyhedron in 2D
Problem
The following is a problem from Boyd and Vandenberghe (2004), section 4.3.1.
Find the largest Euclidean ball (i.e. its center and radius) that lies in a polyhedron described by affine inequalites:
\[ P = {x : a_i'*x <= b_i, i=1,...,m} \]
where x is in \({\mathbf R}^2\).
We define variables that determine the polyhedron.
a1 <- matrix(c(2,1))
a2 <- matrix(c(2,-1))
a3 <- matrix(c(-1,2))
a4 <- matrix(c(-1,-2))
b <- rep(1,4)
Next, we formulate the CVXR
problem.
r <- Variable(name = "radius")
x_c <- Variable(2, name = "center")
obj <- Maximize(r)
constraints <- list(
t(a1) %*% x_c + p_norm(a1, 2) * r <= b[1],
t(a2) %*% x_c + p_norm(a2, 2) * r <= b[2],
t(a3) %*% x_c + p_norm(a3, 2) * r <= b[3],
t(a4) %*% x_c + p_norm(a4, 2) * r <= b[4]
)
p <- Problem(obj, constraints)
All that remains is to solve the problem and read off the solution.
result <- solve(p)
radius <- result$getValue(r)
center <- result$getValue(x_c)
cat(sprintf("The radius is %0.5f for an area %0.5f\n", radius, pi * radius^2))
## The radius is 0.44721 for an area 0.62832
## Testthat Results: No output is good
A Plot
ggplot() +
geom_abline(slope = -a1[1] / a1[2], intercept = b[1] / a1[2]) +
geom_abline(slope = -a2[1] / a2[2], intercept = b[2] / a2[2]) +
geom_abline(slope = -a3[1] / a3[2], intercept = b[3] / a3[2]) +
geom_abline(slope = -a4[1] / a4[2], intercept = b[4] / a4[2]) +
geom_circle(mapping = aes(x0 = center[1], y0 = center[2], r = radius), color = "blue") +
geom_point(mapping = aes(x = center[1], y = center[2]), color = "red", size = 2) +
geom_line(mapping = aes(x = c(center[1], center[1] - radius), y = c(center[2], center[2])),
arrow = arrow(length = unit(0.03, "npc"), ends = "first", type = "closed"),
color = "brown") +
annotate("text", x = -0.2, y = 0.04, label = sprintf("r = %0.5f", radius)) +
labs(x = "x", y = "y") +
xlim(-1, 1) + ylim(-1, 1)
Session Info
sessionInfo()
## R version 4.4.2 (2024-10-31)
## Platform: x86_64-apple-darwin20
## Running under: macOS Sequoia 15.1
##
## Matrix products: default
## BLAS: /Library/Frameworks/R.framework/Versions/4.4-x86_64/Resources/lib/libRblas.0.dylib
## LAPACK: /Library/Frameworks/R.framework/Versions/4.4-x86_64/Resources/lib/libRlapack.dylib; LAPACK version 3.12.0
##
## locale:
## [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
##
## time zone: America/Los_Angeles
## tzcode source: internal
##
## attached base packages:
## [1] stats graphics grDevices datasets utils methods base
##
## other attached packages:
## [1] ggforce_0.4.2 ggplot2_3.5.1 CVXR_1.0-15 testthat_3.2.1.1
## [5] here_1.0.1
##
## loaded via a namespace (and not attached):
## [1] gtable_0.3.6 xfun_0.49 bslib_0.8.0 lattice_0.22-6
## [5] vctrs_0.6.5 tools_4.4.2 Rmosek_10.2.0 generics_0.1.3
## [9] tibble_3.2.1 fansi_1.0.6 highr_0.11 pkgconfig_2.0.3
## [13] Matrix_1.7-1 desc_1.4.3 assertthat_0.2.1 lifecycle_1.0.4
## [17] compiler_4.4.2 farver_2.1.2 brio_1.1.5 munsell_0.5.1
## [21] gurobi_11.0-0 codetools_0.2-20 htmltools_0.5.8.1 sass_0.4.9
## [25] cccp_0.3-1 yaml_2.3.10 gmp_0.7-5 pillar_1.9.0
## [29] jquerylib_0.1.4 MASS_7.3-61 rcbc_0.1.0.9001 Rcplex_0.3-6
## [33] clarabel_0.9.0.1 cachem_1.1.0 tidyselect_1.2.1 digest_0.6.37
## [37] slam_0.1-54 dplyr_1.1.4 bookdown_0.41 labeling_0.4.3
## [41] polyclip_1.10-7 rprojroot_2.0.4 fastmap_1.2.0 grid_4.4.2
## [45] colorspace_2.1-1 cli_3.6.3 magrittr_2.0.3 utf8_1.2.4
## [49] withr_3.0.2 Rmpfr_0.9-5 scales_1.3.0 bit64_4.5.2
## [53] rmarkdown_2.29 bit_4.5.0 blogdown_1.19 evaluate_1.0.1
## [57] knitr_1.48 Rglpk_0.6-5.1 rlang_1.1.4 Rcpp_1.0.13-1
## [61] glue_1.8.0 tweenr_2.0.3 osqp_0.6.3.3 pkgload_1.4.0
## [65] jsonlite_1.8.9 R6_2.5.1
Source
References
Boyd, S., and L. Vandenberghe. 2004. Convex Optimization. Cambridge University Press.