Variational properties of matrix functions via the generalized matrix-fractional function

DOI10.1137/18M1209660MaRDI QIDQ5231694zbMATH OpenWikidataFDO

Authors James V. Burke, Yuan Gao, T. Hoheisel

Publication date 27 August 2019

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

Full work available at URL https://arxiv.org/abs/1807.01187

zbMATH Keywords

convex analysisgauge functioninfimal projectionKy Fan normmatrix-fractional functionsubdifferentialsupport functionvariational Gram function

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Convexity of real functions of several variables, generalizations (26B25) Analysis of algorithms and problem complexity (68Q25) Graph theory (including graph drawing) in computer science (68R10) Convex programming (90C25)

Abstract: We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which such functions are closed and proper as well as formulas for the ready computation of both their conjugates and subdifferentials. Special attention is given to support and indicator functions. Particular instances yield all weighted Ky Fan norms and squared gauges on $mathbb{R}^{nimesm}$, and as an example we show that all variational Gram functions are representable as squares of gauges. Other instances yield weighted sums of the Frobenius and nuclear norms. The scope of applications is large and the range of variational properties and insight is fascinating and fundamental. An important byproduct of these representations is that they lay the foundation for a smoothing approach to many matrix functions on the interior of the domain of the GMF function, which opens the door to a range of unexplored optimization methods.

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Cites work

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Cited in

(6)

• Convex geometry of the generalized matrix-fractional function
• Variational Gram functions: convex analysis and optimization
• A study of convex convex-composite functions via infimal convolution with applications
• Matrix support functionals for inverse problems, regularization, and learning
• A note on the K-epigraph
• On linear fractional transformations associated with generalized J-inner matrix functions

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