Name: Convex Analysis on the Hermitian Matrices
Creator: Adrian S. Lewis
Keywords: Schur convexity, Convex programming, convex optimization, convexity, unitarily invariant, eigenvalues, 0211 other engineering and technologies, 02 engineering and technology, semidefinite programming, convex spectral functions

Convex analysis on the Hermitian matrices

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 1996 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Optimization, volume 6, pages 164-177 (issn: 1052-6234, eissn: 1095-7189,

Authors: Adrian S. Lewis;

doi: 10.1137/0806009

Convex Analysis on the Hermitian Matrices

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Abstract

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Keywords

Schur convexity, Convex programming, convex optimization, convexity, unitarily invariant, eigenvalues, semidefinite programming, convex spectral functions, Fenchel duality, Numerical mathematical programming methods, Miscellaneous inequalities involving matrices, matrix function, subdifferentials, quasi-Newton update

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