Maximum-Volume Symmetric Gauge Ball Problem on the Convex Cone of Positive Definite Matrices and Convexity of Optimal Sets

DOI10.1137/100811143zbMath1259.90087OpenAlexW2065640706MaRDI QIDQ3225230

Yongdo Lim

Publication date: 16 March 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100811143

zbMATH Keywords

interior-point methodpositive definite matrixunitarily invariant normsearch directionmaximum-volume ellipsoid problemsymmetric gauge ball

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25)

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Convex geometric means ⋮ Symmetric \(\Gamma \)-submanifolds of positive definite matrices and the Sylvester equation \(XM=NX\)

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