English

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 logdet(I+KX1)\log \det ( I + KX^{-1} ) over the positive definite cone for any given positive semidefinite matrix K0K \succeq 0 (positive definite matrix K0K \succ 0) and the {\em strictly convexity} of logdet(K+X1)\log \det (K + X^{-1}) over the positive definite cone for any given K0K \succeq 0. Equivalent optimization representation with linear matrix inequalities (LMIs) for the functions logdet(I+KX1)\log \det ( I + KX^{-1} ) and logdet(K+X1)\log \det (K + X^{-1}) 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}
}