Proximal point algorithm with Schur decomposition on the cone of symmetric semidefinite positive matrices (Q1022951)

The authors study a proximal point algorithm for the minimization of a convex function on the cone \(S_+^n\) of symmetric semidefinite positive matrices of order \(n\). In the present context, the Riemannian distance \[ d(X,Y)= \left[\sum_{i=1}^n \lambda_i\left (X^{\frac{1}{2}} Y X^{\frac{1}{2}}\right)\right]^{\frac{1}{2}} \quad X,Y\in \text{int}(S_+^n) \] plays a crucial role in the formulation of the proximal point algorithm. This work continues a line of research initiated by \textit{O. P. Ferreira} and \textit{P. R. Oliveira} [Optimization 51, No. 2, 257--270 (2002; Zbl 1013.49024)].