English

Commutation principles for nonsmooth variational problems on Euclidean Jordan algebras

Optimization and Control 2025-04-24 v2

Abstract

The commutation principle proved by Ram\'irez, Seeger, and Sossa (SIAM J Optim 23:687-694, 2013) in the setting of Euclidean Jordan algebras says that for a Fr\'echet differentiable function Θ\Theta and a spectral function FF, any local minimizer or maximizer aa of Θ+F\Theta+F over a spectral set E\mathcal{E} operator commutes with the gradient of Θ\Theta at aa. In this paper, we improve this commutation principle by allowing Θ\Theta to be nonsmooth with mild regularity assumptions over it. For example, for the case of local minimizer, we show that aa operator commutes with some element of the limiting (Mordukhovich) subdifferential of Θ\Theta at aa provided that Θ\Theta is subdifferentially regular at aa satisfying a qualification condition. For the case of local maximizer, we prove that aa operator commutes with each element of the (Fenchel) subdifferential of Θ\Theta at aa whenever this subdifferential is nonempty. As an application, we characterize the local optimizers of shifted strictly convex spectral functions and norms over automorphism invariant sets.

Cite

@article{arxiv.2403.09578,
  title  = {Commutation principles for nonsmooth variational problems on Euclidean Jordan algebras},
  author = {Juyoung Jeong and David Sossa},
  journal= {arXiv preprint arXiv:2403.09578},
  year   = {2025}
}
R2 v1 2026-06-28T15:20:25.777Z