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 -