Solving optimization problems on Hermitian matrix functions with applications (Q2375594)

Summary: We consider the extremal inertias and ranks of the matrix expressions \(f(X, Y) = A_3 - B_3X - (B_3X)^\ast - C_3YD_3 - (C_3YD_3)^\ast\), where \(A_3 = A_3^\ast\), \(B_3\), \(C_3\), and \(D_3\) are known matrices and \(Y\) and \(X\) are the solutions to the matrix equations \(A_1Y = C_1\), \(YB_1 = D_1\), and \(A_2X = C_2\), respectively. As applications, we present necessary and sufficient conditions for the previous matrix function \(f(X, Y)\) to be positive (negative), nonnegative (positive) definite or nonsingular. We also characterize the relations between the Hermitian part of the solutions of the above-mentioned matrix equations. Furthermore, we establish necessary and sufficient conditions for the solvability of the system of matrix equations \(A_1Y = C_1\), \(YB_1 = D_1\), \(A_2X = C_2\), and \(B_3X + (B_3X)^\ast + C_3YD_3 + (C_3YD_3)^\ast = A_3\), and give an expression of the general solution to the above-mentioned system when it is solvable.