TY - JOUR
T1 - Complex matrix decomposition and quadratic programming
AU - Huang, Yongwei
AU - Zhang, Shuzhong
PY - 2007/8
Y1 - 2007/8
N2 - This paper studies the possibilities of the linear matrix inequality characterization of the matrix cones formed by nonnegative complex Hermitian quadratic functions over specific domains in the complex space. In its real-case analog, such studies were conducted in Sturm and Zhang [Sturm, J. F., S. Zhang. 2003. On cones of nonnegative quadratic functions. Math. Oper. Res. 28 246-267]. In this paper it is shown that stronger results can be obtained for the complex Hermitian case. In particular, we show that the matrix rank-one decomposition result of Sturm and Zhang [Sturm, J. F., S. Zhang. 2003. On cones of nonnegative quadratic functions. Math. Oper. Res. 28 246-267] can be strengthened for the complex Hermitian matrices. As a consequence, it is possible to characterize several new matrix co-positive cones (over specific domains) by means of linear matrix inequality. As examples of the potential application of the new rank-one decomposition result, we present an upper bound on the lowest rank among all the optimal solutions for a standard complex semidefinite programming (SDP) problem, and offer alternative proofs for a result of Hausdorff [Hausdorff, F. 1919. Der Wertvorrat einer Bilinearform. Mathematische Zeitschrift 3 314-316] and a result of Brickman [Brickman, L. 1961. On the field of values of a matrix. Proc. Amer. Math. Soc. 12 61-66] on the joint numerical range.
AB - This paper studies the possibilities of the linear matrix inequality characterization of the matrix cones formed by nonnegative complex Hermitian quadratic functions over specific domains in the complex space. In its real-case analog, such studies were conducted in Sturm and Zhang [Sturm, J. F., S. Zhang. 2003. On cones of nonnegative quadratic functions. Math. Oper. Res. 28 246-267]. In this paper it is shown that stronger results can be obtained for the complex Hermitian case. In particular, we show that the matrix rank-one decomposition result of Sturm and Zhang [Sturm, J. F., S. Zhang. 2003. On cones of nonnegative quadratic functions. Math. Oper. Res. 28 246-267] can be strengthened for the complex Hermitian matrices. As a consequence, it is possible to characterize several new matrix co-positive cones (over specific domains) by means of linear matrix inequality. As examples of the potential application of the new rank-one decomposition result, we present an upper bound on the lowest rank among all the optimal solutions for a standard complex semidefinite programming (SDP) problem, and offer alternative proofs for a result of Hausdorff [Hausdorff, F. 1919. Der Wertvorrat einer Bilinearform. Mathematische Zeitschrift 3 314-316] and a result of Brickman [Brickman, L. 1961. On the field of values of a matrix. Proc. Amer. Math. Soc. 12 61-66] on the joint numerical range.
KW - Complex co-positivity cone
KW - Matrix rank-one decomposition
KW - Quadratic optimization
KW - S-procedure
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U2 - 10.1287/moor.1070.0268
DO - 10.1287/moor.1070.0268
M3 - Article
AN - SCOPUS:38549110178
SN - 0364-765X
VL - 32
SP - 758
EP - 768
JO - Mathematics of Operations Research
JF - Mathematics of Operations Research
IS - 3
ER -