Convex Analysis of Spectrally Defined Matrix Functions
نویسنده
چکیده
The purpose of this work is to carry out a systematic study of a special class of convex functions defined over the space Sn of symmetric matrices of order n×n. The functions under consideration (Φ : Sn → R∪ {+∞}) are spectrally defined in the sense that the value Φ(A) depends only on the spectrum {λ1(A), . . . , λn(A)} of the matrix A ∈ Sn. Fenchel–Legendre conjugation, firstand second-order subdifferentiability, asymptotic behavior, and other concepts of convex analysis are the main ingredients of our exposition.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 7 شماره
صفحات -
تاریخ انتشار 1997