Linear operators and positive semidefiniteness of symmetric tensor spaces

Science China Mathematics - Tập 58 - Trang 197-212 - 2014
ZiYan Luo1, LiQun Qi2, YinYu Ye3
1State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, Beijing, China
2Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China
3Department of Management Science and Engineering, Stanford University, Stanford, USA

Tóm tắt

We study symmetric tensor spaces and cones arising from polynomial optimization and physical sciences. We prove a decomposition invariance theorem for linear operators over the symmetric tensor space, which leads to several other interesting properties in symmetric tensor spaces. We then consider the positive semidefiniteness of linear operators which deduces the convexity of the Frobenius norm function of a symmetric tensor. Furthermore, we characterize the symmetric positive semidefinite tensor (SDT) cone by employing the properties of linear operators, design some face structures of its dual cone, and analyze its relationship to many other tensor cones. In particular, we show that the cone is self-dual if and only if the polynomial is quadratic, give specific characterizations of tensors that are in the primal cone but not in the dual for higher order cases, and develop a complete relationship map among the tensor cones appeared in the literature.

Tài liệu tham khảo

Ahmadi A A, Parrilo P A. Sum of squares and polynomial convexity. Preprint, 2009, http://www.researchgate.net/publication/228933473 Sum of Squares and Polynomial Convexity Alizadeh F. Interior point methods in semidefinite programming with applications to combinatorial optimization. SIAM J Optim, 1995, 5: 13–51 Barmpoutis A, Jian B, Vemuri B C, et al. Symmetric positive 4-th order tensors: Their estimation from diffusion weighted MRI. Inf Process Med Imaging, 2007, 20: 308–319 Bulò S R, Pelillo M. New bounds on the clique number of graphs based on spectral hypergraph theory. Lecture Notes Comput Sci, 2009, 5851: 45–58 Chang K C, Pearson K, Zhang T. Perron-Frobenius theorem for nonnegative tensors. Commun Math Sci, 2008,6: 507–520 Comon P, Golub G, Lim L H, et al. Symmetric tensors and symmetric tensor rank. SIAM J Matrix Anal Appl, 2008, 30: 1254–1279 Comon P, Sorensen M. Tensor diagonalization by orthogonal transforms. Report ISRN I3S-RR-2007-06-FR, 2007 Faraut J, Korányi A. Analysis on Symmetric Cones. New York: Oxford University Press, 1994 He S, Li Z, Zhang S. Approximation algorithms for homogeneous polynomial optimization with quadratic constraints. Math Program, 2010, 125: 353–383 Helton J W, Nie J W. Semidefinite representation of convex sets. Math Program, 2010, 122: 21–64 Horn R A, Johnson C R. Topics in Matrix Analysis. Cambridge: Cambridge University Press, 1991 Kolda T G, Bader B W. Tensor decompositions and applications. SIAM Rev, 2009, 51: 455–500 Lang S. Real and Functional Analysis, 3rd ed. New York: Springer-Verlag, 1993 Lim L H. Multilinear pagerank: Measuring higher order connectivity in linked objects. The Internet: Today and Tomorrow, 2005 McCullagh P. Tensor Methods in Statistics. London: Chapman and Hall, 1987 Ng M, Qi L Q, Zhou G L. Finding the largest eigenvalue of a nonnegative tensor. SIAM J Matrix Anal Appl, 2009, 31: 1090–1099 Qi L Q. Eigenvalues of a real supersymmetric tensor. J Symbolic Comput, 2005, 40: 1302–1324 Qi L Q, Ye Y Y. Space tensor conic programming. Comput Optim Appl, 2014, 59: 307–319 Schmieta S H, Alizadeh F. Extension of primal-dual interior point algorithms to symmetric cones. Math Program, 2003, 96: 409–438 Sun D F, Sun J. Löwner’s operator and spectral functions in Euclidean Jordan algebras. Math Oper Res, 2008, 33: 421–445 Ye Y Y. Interior Point Algorithms: Theory and Analysis. New York: John Wiley & Sons, 1997