Metric and Spectral Geometric Means on Symmetric Cones

被引:0
|
作者
Lee, Hosoo [1 ]
Lim, Yongdo [1 ]
机构
[1] Kyungpook Natl Univ, Dept Math, Daegu 702701, South Korea
来源
KYUNGPOOK MATHEMATICAL JOURNAL | 2007年 / 47卷 / 01期
关键词
symmetric cone; geometric mean; scaling point; convex programming; Thompson's part metric;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In a development of efficient primal-dual interior-points algorithms for self-scaled convex programming problems, one of the important properties of such cones is the existence and uniqueness of "scaling points". In this paper through the identification of scaling points with the notion of "(metric) geometric means" on symmetric cones, we extend several well-known matrix inequalities (the classical Lowner-Heinz inequality, Ando inequality, Jensen inequality, Furuta inequality) to symmetric cones. We also develop a theory of spectral geometric means on symmetric cones which has recently appeared in matrix theory and in the linear monotone complementarity problem for domains associated to symmetric cones. We derive Nesterov-Todd inequality using the spectral property of spectral geometric means on symmetric cones.
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页码:133 / 150
页数:18
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