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Multivariate nonnegative quadratic mappings

Authors: Zhi-Quan Luo; Jos F. Sturm; Shuzhong Zhang;

Multivariate nonnegative quadratic mappings

Abstract

Consider a closed convex cone \(C\subseteq\mathbb R^m\) defining on \(\mathbb R^m\) the usual cone order and thus a notion of positivity. Given a function \(f:\mathbb R^n\rightarrow \mathbb R^m\) and a domain \(D\subseteq \mathbb R^n,\) the question whether \(f(D)\subseteq C,\) i.e. whether \(f| D\) is nonnegative w.r.t. \(C\) can be difficult. For example, if \(m=n(n+1)/2,\) and \(\mathbb R^m\) parametrizes the set \(S^n\) of real symmetric \(n\times n\) matrices, we have the ordering defined by the cone of positive semidefinite matrices. Here, given \(A_0,A_1,\ldots, A_k \in S^n,\) the decision problem `is \(A_0+x_1A_1+\ldots+x_kA_k\succeq 0\) whenever \(\sum_i x_i^2\leq 1\)?' is known to be NP-complete; see \textit{A. Ben-Tal} and \textit{A. Nemirovski} [Math. Oper. Res. 23, No. 4, 769--805 (1998; Zbl 0977.90052)]. This paper shows that certain problems of this type involving matrices have nice solutions describable by linear matrix inequalities enlarging hereby the zoo of such examples; see e.g. \textit{Yu. Nesterov} [Appl. Optim. 33, 405--440 (2000; Zbl 0958.90090)] for earlier ones. Let \(C,B,A,D\) be real quadratic matrices. Using the S-lemma of \textit{V. A. Yakubovich} [5-procedure in nonlinear control theory. Vest. Leningr. Univ. 4, 73--93 (1977)], see \textit{J. F. Sturm} and \textit{S. Zhang} [``On cones of nonnegative quadratic functions'', Math. Oper. Res. 28, 246--267 (2003)], it is shown that there holds \(C+B^TX+XB+X^TAX \succeq 0\) whenever \(I+X^TDX\succeq 0\) iff for some \(t\geq 0\) there holds \[ \left[ \begin{matrix} C & B^T \\ B & A \end{matrix} \right]- t \left[ \begin{matrix} I & 0 \\ 0 & -D \end{matrix} \right] \succeq 0. \] Many more results of this type are deduced in section 3. In section 4 the setting is the following: Let \(L_{n,m}\) be the family of all \(nm\times nm\) matrices made from \(n^2\) matrices in \(S^m\) as `entries'. For \(D\subseteq \mathbb R^n, \) and \(\emptyset \neq\Delta \subseteq \mathbb R^m,\) let \(C_+(D,\Delta)=\{Z\in L_{n,m} : \sum_i \sum_j x_i x_j y^T Z_{ij} y \geq 0 \text{ for all } x\in D, y\in \Delta \};\) and let \(C_+(D)=C_+(D,\mathbb R)= \{Z\in S^n: x^T Z x\geq 0 \text{ for all }x\in D\)

Country
Netherlands
Keywords

biquadratic functions, robust optimization, linear programming, convex cone, NP-completeness, models, Positive matrices and their generalizations; cones of matrices, Miscellaneous inequalities involving matrices, Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.), Semidefinite programming, optimization;linear programming;models, optimization; linear programming; models, optimization, linear matrix inequalities, jel: jel:C61

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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!
143
Top 1%
Top 1%
Average
bronze