4
votes
2answers
117 views

When does a cone contain its dual cone?

Let $V$ be a finite-dimensional vector space with an inner-product $(,)$ and let $C\subset V$ be a cone in $V$. Let $C^\vee$ denote the dual of $C$ with respect to $(,)$, i.e., the set of vector $v\in ...
1
vote
0answers
22 views

Changing a nonlinear equality constraint into some conic inequality plus rank constraint

If we have a constraint optimization problem in which one of our constraint is $\prod\limits_{k = 1}^N {\left( {x - {a_k}} \right) = 0} $ . How could this nonlinear equality condition be changed into ...
2
votes
1answer
66 views

Is first term of my cost function convex?

I have an optimization problem in the form of [\begin{array}{l} \mathop {{\rm{Minimize}}}\limits_{\bf{X}} \,\,\,2\left| \delta \right|\sqrt {{\rm{Tr}}\left( {{\bf{A}}{{\bf{X}}^2}} \right)} {\rm{ - ...
0
votes
1answer
104 views

Eigenvalues of a given parametrized matrix.

Let $\mathbf{A}$ and $\mathbf{B}$ be two complex rank-one $N\times N$ positive semi-definite matrices. Let the matrix $\mathbf{C}$ be defined as \begin{align} ...
1
vote
0answers
91 views

Linearization of cones

Suppose that $K$ is a closed convex cone in $R^{n}$. Is there a "nice" function $f:R^{n} \rightarrow R^{m}$ so that $f(K)$ is a subspace? What about an approximate subspace?
3
votes
2answers
341 views

Is Ryser's conjecture on permanent minimizers still open?

Let $A(k,n)$ be the set of $\{0,1\}$ matrices of order $n$ with all their line sums equal to $k$. Conjecture number 5 on the list from Minc's book, attributed to Ryser, says that if $A(k,n)$ ...
2
votes
0answers
42 views

Conditions under which a set of points have a low weight representation under some basis

Let $S \subset R^d$ be a convex polytope in $d$ dimensional real space. Say that $S$ has weight $w$ if there exists some basis $x_1,\ldots,x_d$ such that for every point $v \in S$, we can write $v = ...
1
vote
1answer
205 views

Covering the cone of positive semidefinite matrices by intervals

Is it possible to cover the cone of positive semidefinite matrices by a finite/countable/interesting family of closed intervals of matrices? How about a general convex cone? For the finite case the ...
0
votes
0answers
72 views

Convexity of a Certain Set of Covariance Matrices

Hello, My question is about a certain set of matrices being convex or not. I'll start with some preliminaries in order to define myself properly. Let $X_1,U,X_2$ be three zero-mean Gaussian random ...
0
votes
0answers
180 views

Geometric Mean of Positive Matrices

Hello all, My question regards the geometric mean (GM) of two positive matrices. The definition of the GM for two positive matrices $(A,B)$ is given by: ...
6
votes
1answer
3k views

Eigenvalues of product of two symmetric matrices

This is mostly a reference request, as this must be well known! Let $A$ and $B$ be two real symmetric matrices, one of which is positive definite. Then it is easy to see that the product $AB$ (or ...
0
votes
1answer
159 views

(probably simple) optimization question

Suppose you have a concave function defined over a non-polyhedral convex cone and you are interested in the infimum. What would be standard approaches to tackle the question? (The cone is actually PSD ...
7
votes
3answers
268 views

Characterising semi-definite positiveness on vectors with non-negative entries

My problem is to characterise (or find useful information on) the cone $C$ of $N\times N$ matrices $M$ ($N\geq 1$) such that $$V^t M V\geq 0$$ for every vector $V $ with non-negative entries. Is this ...
3
votes
1answer
116 views

Mapping a subset of semi-definite matrices through arcsinus

Hi I am meeting a problem concerning semi-definite positive matrices, and I have no clue concerning them, the classical approaches I know have not given any result, maybe people used to manipulating ...
4
votes
1answer
318 views

Is it possible to extend this inequality about Euclidean distance &Frobenius norm to more general Bregman divergence such as relative entropy & von Neumann divergence?

Motivation- A Special Case Supposing $A,B\in\mathbb{S}^{m\times m}$ are symmetric positive semi-definite (SPD) matrices and $\mathbf{x}\in\mathbb{R}^m$ is a unit vector where $\|\mathbf{x}\|=1$, we ...
1
vote
0answers
169 views

Given a jointly convex function $f$, what is the bound of $f\left(\sum_ip_i^2x_i,\sum_jq_j^2y_j\right)$if $\mathbf{p},\mathbf{q}$ are constrained in a manifold?

Suppose there is a jointly convex function $f:\mathbb{R}\times\mathbb{R}\rightarrow\mathbb{R}$, $\mathbf{x},\mathbf{y}\in\mathbb{R}^m$ and ...
3
votes
2answers
199 views

Does the automorphism group of a cone determine the cone?

A cone is a $R_+$-module. That is, a cone is an abelian monoid that is closed under nonnegative real scalar multiplication. An automorphism of a cone is a bijective $R_+$-linear map. That is a map ...
2
votes
1answer
243 views

Linear and Isometric Automorphism Groups of the PSD Cone

Let $S_+$ be the cone of psd matrices ($n\times n$ real symmetric positive semidefinite matrices). This cone is a metric space induced from the inner product $\langle A,B\rangle = tr (AB)=tr(BA)$. ...
0
votes
1answer
153 views

Can extremal matrices of subcones of psd matrices have low rank?

Let $S$ be the cone of positive semidefinite symmetric real matrices of size $n\times n$. The cone $S$ spans a $d:=n(n+1)/2$ dimensional vector space. Let $C\subset S$ be a subcone formed by ...
1
vote
0answers
340 views

Bounding point-wise maximum of the absolute difference of two convex functions

Let $\Delta: R \times R \rightarrow R_{+}$ be a positive and convex function (convex in, say, both the arguments) called the loss function. Let $x \in R^d$. Moreover, let $H_1,...,H_r$ be sets of ...
8
votes
1answer
953 views

Banach-Mazur distance between $\ell^p$-norms

Let $E^n$ be the real or complex space of dimension $n$. If $N$ and $M$ are two norms over $E^n$, and if $A$ is an endomorphism, then $$\|A\|^M_N:=\sup_{x\ne0}\frac{M(Ax)}{N(x)}$$ is an operator norm ...
4
votes
2answers
842 views

Proof that domains of positivity of symmetric nondegenerate bilinear forms are self-dual cones?

Max Koecher (in, for example, The Minnesota Notes on Jordan Algebras and Their Applications (new edition: Springer Lecture Notes in Mathematics number 1710, 1999)), defined a domain of positivity for ...