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Extremal problems involving isotropic sets and functions on spaces of rectangular matrices

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  • Alberto Seeger

Abstract

Let $$\mathbb{M}_{m,n}$$ M m , n be the linear space of real matrices of dimension m × n. A variational problem that arises quite often in applications is that of minimizing a real-valued function f on some feasible set $$\Upomega\subseteq \mathbb{M}_{m,n}.$$ Ω ⊆ M m , n . Matrix optimization problems of such a degree of generality are not always easy to deal with, especially if the decision variable is a high-dimensional rectangular matrix. Sometimes, it is possible to reduce the size and complexity of the matrix optimization problem in the presence of symmetry assumptions (isotropy, orthogonal invariance, etc.). This work establishes a localization result for the solutions to a class of extremal problems involving isotropic sets and functions. Copyright Sociedad de Estadística e Investigación Operativa 2014

Suggested Citation

  • Alberto Seeger, 2014. "Extremal problems involving isotropic sets and functions on spaces of rectangular matrices," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 1017-1027, October.
    • Handle: RePEc:spr:topjnl:v:22:y:2014:i:3:p:1017-1027
    DOI: 10.1007/s11750-013-0309-5
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