
arXiv: 1807.01187
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.
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
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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