A Note on the Convexity of $\log \det ( I + KX^{-1} )$ and its Constrained Optimization Representation
Information Theory
2021-08-10 v1 math.IT
Abstract
This note provides another proof for the {\em convexity} ({\em strict convexity}) of over the positive definite cone for any given positive semidefinite matrix (positive definite matrix ) and the {\em strictly convexity} of over the positive definite cone for any given . Equivalent optimization representation with linear matrix inequalities (LMIs) for the functions and are presented. Their optimization representations with LMI constraints can be particularly useful for some related synthetic design problems.
Keywords
Cite
@article{arxiv.1509.00777,
title = {A Note on the Convexity of $\log \det ( I + KX^{-1} )$ and its Constrained Optimization Representation},
author = {Kwang-Ki K. Kim},
journal= {arXiv preprint arXiv:1509.00777},
year = {2021}
}