Solving Optimization Problems on Hermitian Matrix Functions with Applications

Abstract

We consider the extremal inertias and ranks of the matrix expressionsf(X,Y)=A3-B3X-(B3X)*-C3YD3-(C3YD3)*, whereA3=A3*,  B3,  C3, andD3are known matrices andYandXare the solutions to the matrix equationsA1Y=C1,YB1=D1, andA2X=C2, respectively. As applications, we present necessary and sufficient condition for the previous matrix functionf(X,Y)to be positive (negative), non-negative (positive) definite or nonsingular. We also characterize the relations between the Hermitian part of the solutions of the above-mentioned matrix equations. Furthermore, we establish necessary and sufficient conditions for the solvability of the system of matrix equationsA1Y=C1,YB1=D1,A2X=C2, andB3X+(B3X)*+C3YD3+(C3YD3)*=A3, and give an expression of the general solution to the above-mentioned system when it is solvable.