Commutation principles for optimization problems on spectral sets in Euclidean Jordan algebras

DOI10.1007/S11590-021-01793-2MaRDI QIDQ2128763zbMATH OpenOpenAlexWikidataFDO

Authors M. Seetharama Gowda

Publication date 22 April 2022

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.04874

zbMATH Keywords

finite-dimensional algebrasnormal conessubdifferential

Mathematics Subject Classification ID

Programming in abstract spaces (90C48)

Abstract: The commutation principle of Ramirez, Seeger, and Sossa proved in the setting of Euclidean Jordan algebras says that when the sum of a real valued function $h$ and a spectral function $Phi$ is minimized/maximized over a spectral set $E$, any local optimizer $a$ at which $h$ is Fr'{e}chet differentiable operator commutes with the derivative $h^{prime}(a)$. In this paper, assuming the existence of a subgradient in place the derivative (of $h$), we establish `strong operator commutativity' relations: If $a$ solves the problem $undersetEmax,(h+Phi)$, then $a$ strongly operator commutes with every element in the subdifferential of $h$ at $a$; If $E$ and $h$ are convex and $a$ solves the problem $undersetEmin,h$, then $a$ strongly operator commutes with the negative of some element in the subdifferential of $h$ at $a$. These results improve known (operator) commutativity relations for linear $h$ and for solutions of variational inequality problems. We establish these results via a geometric commutation principle that is valid not only in Euclidean Jordan algebras, but also in the broader setting of FTvN-systems.

Review text

This paper is devoted to the extension of the well-known notions being used in finite-dimensional vector spaces' optimization in finite-dimensional algebras' setting. The main idea of the paper is that the behaviour of the elements of some algebra are the same to the ones of real numbers if we consider ``spectral functions. A spectral function is any function whose domain is the eigen-sub-algebra of some algebra and its range is the associated eigen value(s). The elements of an algebra may be not commutative, while the eigenvalues are commutative, since they are actually real numbers. Hence, the entire theory and results of optimization are generalized in such a frame.

Recommendations

• Commutation principles in Euclidean Jordan algebras and normal decomposition systems
• Several Jordan-algebraic aspects of optimization†
• Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
• Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras
• Spectral sets and functions on Euclidean Jordan algebras

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Cited in

(13)

• Extended commutation principles for normal decomposition systems
• A uniqueness result for linear complementarity problems over the Jordan spin algebra
• Commutativity, majorization, and reduction in Fan-Theobald-von Neumann systems
• Several Jordan-algebraic aspects of optimization†
• Commutation principles in Euclidean Jordan algebras and normal decomposition systems
• Spectral sets and functions on Euclidean Jordan algebras
• Condition number minimization in Euclidean Jordan algebras
• Scalarization of vector optimization on Euclidean Jordan algebra
• scientific article; zbMATH DE number 7692351 (Why is no real title available?)
• Transfer principles, Fenchel conjugate, and subdifferential formulas in Fan-Theobald-von Neumann systems
• Commutation principles for nonsmooth variational problems on Euclidean Jordan algebras
• A variational framework for determinantal inequalities of normal matrices: successes and obstructions
• Geometric commutation principles for weakly spectral sets in Euclidean Jordan algebras

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