Lowner's operator and spectral functions in euclidean Jordan algebras

被引:108
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.
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页码:421 / 445
页数:25
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