Linear programming and operator means

DOI10.1016/0196-8858(89)90027-4MaRDI QIDQ1813693zbMATH OpenOpenAlexFDO

Authors T. D. Morley

Publication date 25 June 1992

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0196-8858(89)90027-4

zbMATH Keywords

cascade limitduality gapfinite-dimensional complex Hilbert spacegeometric meanparallel sumpositive semidefinite matricesshorted operatorspace of self adjoint operators

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Linear programming (90C05) Programming in abstract spaces (90C48)

Review text

The author shows that the parallel sum, the shorted operator, the geometric mean, and the cascade limit are all examples of operations that can be described as a solution of suitable linear programming problem in the space of self adjoint operators on a finite-dimensional complex Hilbert space. Absence of duality gap in the corresponding program is proved. This fact implies a new result for the computation of geometric mean of two positive semidefinite matrices.

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Cites work

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