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zbMATH Open
Article . 2019
Data sources: zbMATH Open
SIAM Journal on Optimization
Article . 2019 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2018
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
DBLP
Article . 2025
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Variational Properties of Matrix Functions via the Generalized Matrix-Fractional Function

Variational properties of matrix functions via the generalized matrix-fractional function
Authors: James V. Burke; Yuan Gao; Tim Hoheisel;

Variational Properties of Matrix Functions via the Generalized Matrix-Fractional Function

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 $\mathbb R^{n\times m}$, 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.

Keywords

Convex programming, matrix-fractional function, Analysis of algorithms and problem complexity, convex analysis, Ky Fan norm, subdifferential, 68Q25, 68R10, 68U05, support function, infimal projection, Optimization and Control (math.OC), Graph theory (including graph drawing) in computer science, variational Gram function, gauge function, FOS: Mathematics, Norms of matrices, numerical range, applications of functional analysis to matrix theory, Mathematics - Optimization and Control, Convexity of real functions of several variables, generalizations

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
bronze