The Analytic Solutions of a Class of Constrained Matrix Minimization and Maximization Problems with Applications

DOI10.1137/17M1140777zbMath1421.90085OpenAlexW2951797023MaRDI QIDQ5231680

Lei Zhu, Xueping Huang, Wei-Wei Xu, Wen Li

Publication date: 27 August 2019

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

Full work available at URL: https://doi.org/10.1137/17m1140777

zbMATH Keywords

Riemannian metricanalytic solutionscompact real analytic manifoldnonconvex nonlinear matrix optimization problem

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Identification in stochastic control theory (93E12)

Related Items (6)

Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair ⋮ A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD ⋮ Analytical solutions of a class of matrix function optimization problems with unitary constraints ⋮ Analytic solutions of a class of extended constrained matrix maximization problems ⋮ An extension of analytic solutions of a class of constrained matrix minimization problems ⋮ Rank-one perturbation bounds for singular values of arbitrary matrices

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