Optimizing certain combinations of spectral and linear$/$distance functions over spectral sets
Abstract
In the settings of Euclidean Jordan algebras, normal decomposition systems (or Eaton triples), and structures induced by complete isometric hyperbolic polynomials, we consider the problem of optimizing a certain combination (such as the sum) of spectral and lineardistance functions over a spectral set. To present a unified theory, we introduce a new system called Fan-Theobald-von Neumann system which is a triple , where and are real inner product spaces and is a norm preserving map satisfying a Fan-Theobald-von Neumann type inequality together with a condition for equality. In this general setting, we show that optimizing a certain combination of spectral and lineardistance functions over a set of the form in , where is a subset of , is equivalent to optimizing a corresponding combination over the set and relate the attainment of the optimal value to a commutativity concept. We also study related results for convex functions in place of lineardistance functions. Particular instances include the classical results of Fan and Theobald, von Neumann, results of Tam, Lewis, and Bauschke et al., and recent results of Ramirez et al. As an application, we present a commutation principle for variational inequality problems over such a system.
Cite
@article{arxiv.1902.06640,
title = {Optimizing certain combinations of spectral and linear$/$distance functions over spectral sets},
author = {M. Seetharama Gowda},
journal= {arXiv preprint arXiv:1902.06640},
year = {2019}
}
Comments
35 pages, some typos have been fixed in the latest version