论文标题
均质矩阵锥的线性优化
Linear optimization over homogeneous matrix cones
论文作者
论文摘要
如果凸锥具有均匀的圆锥体,则其自动形态群在圆锥体的内部(即,对于圆锥体内部的每个点,都存在一个圆锥体的自动形态,将一个点映射到另一个点。均匀且自以为是的锥称为对称。对称锥包括阳性半芬矿基质锥和二阶锥作为重要的实际示例。在本文中,我们认为对同质但不一定是自动化的锥体的锥锥优化问题较少。我们从具有给定的稀疏模式的阳性半芬矿对称矩阵的锥开始。该类别的同质锥体的特征是嵌套的块箭头稀疏模式,这是弦稀疏模式的一个子集。我们描述了锥体及其双重组的及其二元组的及其二线障碍物函数组成的重要特性,并在此组合中具有重要特性。接下来,我们考虑向阳性半圆锥锥的线性切片扩展,即,半半圆锥锥与线性子空间的相交,并审查使锥体均匀的条件。在本文的第三部分中,我们给出了由于Vinberg和Rothaus引起的均相锥体代数理论的高级概述。该理论的基本结果是,每个均匀的锥体都接受了谱系(线性矩阵不平等)表示。我们通过讨论均质锥体结构在原始偶对称内点方法中的作用来结束。
A convex cone is homogeneous if its automorphism group acts transitively on the interior of the cone, i.e., for every pair of points in the interior of the cone, there exists a cone automorphism that maps one point to the other. Cones that are homogeneous and self-dual are called symmetric. The symmetric cones include the positive semidefinite matrix cone and the second order cone as important practical examples. In this paper, we consider the less well-studied conic optimization problems over cones that are homogeneous but not necessarily self-dual. We start with cones of positive semidefinite symmetric matrices with a given sparsity pattern. Homogeneous cones in this class are characterized by nested block-arrow sparsity patterns, a subset of the chordal sparsity patterns. We describe transitive subsets of the automorphism groups of the cones and their duals, and important properties of the composition of log-det barrier functions with the automorphisms in this set. Next, we consider extensions to linear slices of the positive semidefinite cone, i.e., intersection of the positive semidefinite cone with a linear subspace, and review conditions that make the cone homogeneous. In the third part of the paper we give a high-level overview of the classical algebraic theory of homogeneous cones due to Vinberg and Rothaus. A fundamental consequence of this theory is that every homogeneous cone admits a spectrahedral (linear matrix inequality) representation. We conclude by discussing the role of homogeneous cone structure in primal-dual symmetric interior-point methods.