Lieb's concavity theorem, matrix geometric means, and semidefinite optimization

DOI10.1016/J.LAA.2016.10.012zbMATH Open1349.90671arXiv1512.03401OpenAlexW2963929326MaRDI QIDQ344905FDOQ344905

Authors: Hamza Fawzi, James Saunderson 

Publication date: 25 November 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: A famous result of Lieb establishes that the map $(A,B)mapstoexttrleft[K^{\ast }{A}^{1-t}K{B}^{t}ight]$ is jointly concave in the pair $(A,B)$ of positive definite matrices, where $K$ is a fixed matrix and $tin[0,1]$. In this paper we show that Lieb's function admits an explicit semidefinite programming formulation for any rational $tin[0,1]$. Our construction makes use of a semidefinite formulation of weighted matrix geometric means. We provide an implementation of our constructions in Matlab.

Full work available at URL: https://arxiv.org/abs/1512.03401

Recommendations

• On the semidefinite representation of real functions applied to symmetric matrices
• Semidefinite approximations of the matrix logarithm
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zbMATH Keywords

linear matrix inequalitiessemidefinite optimizationmatrix convexityLieb's concavity theoremmatrix geometric means

Mathematics Subject Classification ID

Semidefinite programming (90C22) Linear operator inequalities (47A63) Quantum information, communication, networks (quantum-theoretic aspects) (81P45)

Cites Work

• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
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Cited In (11)

• Semi-definite programming and quantum information
• On the semidefinite representation of real functions applied to symmetric matrices
• Semidefinite approximations of the matrix logarithm
• On variational expressions for quantum relative entropies
• Geometric Rényi divergence and its applications in quantum channel capacities
• Amortized entanglement of a quantum channel and approximately teleportation-simulable channels
• A note on majorization properties of the Lieb function
• A new perspective on low-rank optimization
• SONC optimization and exact nonnegativity certificates via second-order cone programming
• Efficient optimization of the quantum relative entropy
• Weighted geometric mean, minimum mediated set, and optimal simple second-order cone representation

Uses Software

• Matlab
• CVX
• Mosek

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