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Dimension of Solution Space

Or the degrees of freedom in optimization. We don’t distiguish the nuances here.

Distance in Transformed Space

For the discussion of degrees of freedom, let us consider a linear transformation associated with a matrix A[1,2,3]TA[1,2,3]^T from a 3D space to a 1D space. This trasformation mappes the unit cube to a line segment. (See the figure below)

Confirm the distances ∥A[x,y,z]T−b∥\|A[x, y, z]^T - b\| in the mapped space such as mapped v3 and “b” or mapped v8 and “b”, the former is 4 and the latter is zero.

<Figure size 1400x600 with 2 Axes>

Example: A Problem with Two Degrees of Freedom

Now, let us consider the distance mimization problem. What are the points which minimize ∥A[x,y,z]T−b∥ \|A[x, y, z]^T - b\| ?

The figure below visualizes the objective function f(x,y,z)=∣∣A[x,y,z]T−b∣∣ f(x, y, z) = ||A[x, y, z]^T - b|| for an underdetermined linear system, where AA is a 1×31 \times 3 matrix and bb is a scalar. In this case, the set of points that satisfy x+2y+3z=6x + 2y + 3z = 6 forms a plane in 3D space. All points on this plane are solutions that minimize the objective function, and they are highlighted in blue. Points not on the plane have higher values of f(x,y,z)f(x, y, z), shown by different colors.

This example illustrates the concept of degrees of freedom in optimization problems. The degrees of freedom refer to the number of independent variables that can be adjusted to find a solution. Here, there are two degrees of freedom, so the solution space is a plane. In general, more degrees of freedom mean more ways to vary the solution while still satisfying the constraints.

<Figure size 1000x800 with 2 Axes>