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

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Abstract: A famous result of Lieb establishes that the map (A,B)mapstoexttrleft[KA1tKBtight] 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.





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