Some extremal problems for positive definite matrices and operators (Q923659): Difference between revisions

Let G be a real-valued function defined on the set of all positive definite complex Hermitian or real symmetric matrices over the complex or the real field. The authors study the optimization problems of (1) finding max G(X) subject to A-X, B-X positive semidefinite, (2) finding min G(X) subject to X-A, X-B positive semidefinite. For a general class of functions G, the authors construct the optimal solutions, and give conditions under which the solutions obtained are unique. The main results for finite and infinite dimensional cases are given in Section 2 and Section 4, respectively. Similar optimization problems with more constraints are also briefly discussed.