Hyperbolic polynomials and convex analysis

被引:61
作者
Bauschke, HH [1 ]
Güler, O
Lewis, AS
Sendov, HS
机构
[1] Okanagan Univ Coll, Dept Math & Stat, Kelowna, BC V1V 1V7, Canada
[2] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21228 USA
[3] Univ Waterloo, Dept Combinator & Optimizat, Waterloo, ON N2L 3G1, Canada
来源
CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES | 2001年 / 53卷 / 03期
关键词
convex analysis; eigenvalue; Garding's inequality; hyperbolic barrier function; hyperbolic polynomial; hyperbolicity cone; interior-point method; semidefinite program; singular value; symmetric function; unitarily invariant norm;
D O I
10.4153/CJM-2001-020-6
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A homogeneous real polynomial p is hyperbolic with respect to a given vector ri if the univariate polynomial t --> p(x - td) has all real roots for all vectors x. Motivated by partial differential equations, Garding proved in 1951 that the largest such root is a convex function of x, and showed various ways of constructing new hyperbolic polynomials. We present a powerful new such construction, and use it to generalize Garding's result to arbitrary symmetric functions of the roots. Many classical and recent inequalities follow easily. We develop various convex-analytic tools for such symmetric functions, of interest in interior-point methods for optimization problems over related cones.
引用
收藏
页码:470 / 488
页数:19
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