Lowner's operator and spectral functions in euclidean Jordan algebras

被引:110
作者
Sun, Defeng [1 ]
Sun, Jie [2 ]
机构
[1] Natl Univ Singapore, Dept Math, Singapore 119077, Singapore
[2] Natl Univ Singapore, Dept Decis Sci, Singapore 119077, Singapore
关键词
euclidean Jordan algebras; Lowner's operator; spectral functions; semismoothness;
D O I
10.1287/moor.1070.0300
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study analyticity, differentiability, and semismoothness of Lowner's operator and spectral functions under the framework of Euclidean Jordan algebras. In particular, we show that many optimization-related classical results in the symmetric matrix space can be generalized within this framework. For example, the metric projection operator over any symmetric cone defined in a Euclidean Jordan algebra is shown to be strongly semismooth. The research also raises several open questions, whose answers would be of strong interest for optimization research.
引用
收藏
页码:421 / 445
页数:25
相关论文
共 39 条
[1]  
[Anonymous], 1997, SIAM J CONTROL OPTIM
[2]   Hyperbolic polynomials and convex analysis [J].
Bauschke, HH ;
Güler, O ;
Lewis, AS ;
Sendov, HS .
CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 2001, 53 (03) :470-488
[3]   Analysis of nonsmooth vector-valued functions associated with second-order cones [J].
Chen, JS ;
Chen, X ;
Tseng, P .
MATHEMATICAL PROGRAMMING, 2004, 101 (01) :95-117
[4]   Non-interior continuation methods for solving semidefinite complementarity problems [J].
Chen, X ;
Tseng, P .
MATHEMATICAL PROGRAMMING, 2003, 95 (03) :431-474
[5]   Analysis of nonsmooth symmetric-matrix-valued functions with applications to semidefinite complementarity problems [J].
Chen, X ;
Qi, HD ;
Tseng, P .
SIAM JOURNAL ON OPTIMIZATION, 2003, 13 (04) :960-985
[6]   Complementarity functions and numerical experiments on some smoothing newton methods for second-order-cone complementarity problems [J].
Chen, XD ;
Sun, D ;
Sun, J .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2003, 25 (1-3) :39-56
[7]   Relating homogeneous cones and positive definite cones via T-algebras [J].
Chua, CB .
SIAM JOURNAL ON OPTIMIZATION, 2003, 14 (02) :500-506
[8]  
DALECKII YL, 1951, DOKL AKAD NAUK SSSR, V76, P13
[9]  
Davis C., 1963, P 7 S PURE MATH, V7, P187
[10]   Euclidean Jordan algebras and interior-point algorithms [J].
Faybusovich, L .
POSITIVITY, 1997, 1 (04) :331-357