Convex Analysis on the Hermitian Matrices

DOI10.1137/0806009zbMath0849.15013OpenAlexW2126119581MaRDI QIDQ4877510

Publication date: 10 November 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0806009

zbMATH Keywords

convex optimization semidefinite programming eigenvalues convexity subdifferentials Schur convexity Fenchel duality matrix function unitarily invariant quasi-Newton update convex spectral functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Miscellaneous inequalities involving matrices (15A45)

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