Abstract
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 Löwner-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.
| Original language | English |
|---|---|
| Pages (from-to) | 133-150 |
| Number of pages | 18 |
| Journal | Kyungpook Mathematical Journal |
| Volume | 47 |
| Issue number | 1 |
| State | Published - Mar 2007 |
| Externally published | Yes |
Keywords
- Convex programming
- Geometric mean
- Scaling point
- Symmetric cone
- Thompson's part metric