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A Note on the Convexity of logdet(I+KX−1...
Kim, Kwang-Ki K....
A Note on the Convexity of logdet(I+KX−1) and its Constrained Optimization Representation by Kim, Kwang-Ki K. ( Author )
N.A
02-09-2015
This note provides another proof for the {\em convexity} ({\em strict convexity}) of logdet(I+KX−1) over the positive definite cone for any given positive semidefinite matrix K⪰0 (positive definite matrix K≻0) and the {\em strictly convexity} of logdet(K+X−1) over the positive definite cone for any given K⪰0. Equivalent optimization representation with linear matrix inequalities (LMIs) for the functions logdet(I+KX−1) and logdet(K+X−1) are presented. Their optimization representations with LMI constraints can be particularly useful for some related synthetic design problems.
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https://arxiv.org/abs/1509.00777
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