Matrix Cubes Parameterized by Eigenvalues

DOI10.1137/080722606MaRDI QIDQ3561182zbMATH OpenOpenAlexFDO

Authors Jiawang Nie, Bernd Sturmfels

Publication date 25 May 2010

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.4462, https://semanticscholar.org/paper/0c25329a500aa32a507ee7671e62c98657c2c391

zbMATH Keywords

\(k\)-ellipsealgebraic degreelinear matrix inequality (LMI)matrix cubesemidefinite programming (SDP)tensor producttensor sum

Mathematics Subject Classification ID

Semialgebraic sets and related spaces (14P10) Stability theory of functional-differential equations (34K20) Numerical optimization and variational techniques (65K10) Semidefinite programming (90C22)

Abstract: An elimination problem in semidefinite programming is solved by means of tensor algebra. It concerns families of matrix cube problems whose constraints are the minimum and maximum eigenvalue function on an affine space of symmetric matrices. An LMI representation is given for the convex set of all feasible instances, and its boundary is studied from the perspective of algebraic geometry. This generalizes the earlier work [12] with Parrilo on k-ellipses and k-ellipsoids.

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Cited in

(6)

• Learning diagonal Gaussian mixture models and incomplete tensor decompositions
• Convex generalized Nash equilibrium problems and polynomial optimization
• ORBITOPES
• Discriminants and nonnegative polynomials
• Eigenvalue programming beyond matrices
• A polynomial optimization framework for polynomial quasi-variational inequalities with moment-SOS relaxations

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• SeDuMi

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