Extremal problems on the set of nonnegative definite matrices (Q1058989): Difference between revisions
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Revision as of 00:08, 7 February 2024
scientific article
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English | Extremal problems on the set of nonnegative definite matrices |
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Extremal problems on the set of nonnegative definite matrices (English)
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1985
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The problem of minimizing a function of symmetric matrix elements, subject to the matrix being positive semi-definite, is formulated as a semi-infinite program. Optimality conditions are then stated under the usual assumptions (convexity, Slater's condition). For the linear program with the objective function being the inner product \((A,X)=tr AX\) and the constraints \(S+X\) being positive semi-definite matrices (S is fixed symmetric), conditions are given for uniqueness of the solution and differentiability of the optimal value function. The corresponding duality results recover some of \textit{I. Olkin} and \textit{F. Pukelsheim}'s results [ibid. 48, 257-263 (1982; Zbl 0527.60015)] as special cases.
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trace of a matrix
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Optimality conditions
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positive semi-definite matrices
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uniqueness of the solution
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differentiability of the optimal value function
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duality results
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