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Analytical solutions of a class of matrix function optimization problems with unitary constraints
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2021-08-19 , DOI: 10.1016/j.aml.2021.107601
Weijie Shen 1 , Ping Shi 1 , Zhihao Ge 1 , Weiwei Xu 1
Affiliation  

In this paper we extend Theorems 3.1 and 3.2 of Xu et al. (2020) to more general cases and propose analytic solutions of the following constrained matrix maximization problems with unitary constraints: maxSkSkH=In,LkLkH=ImdetcIm+k=1sAkSkBkLkandmaxSkSkH=In,LkLkH=ImtrcIm+k=1sAkSkBkLk, where c is a complex number, Im denotes the m-order identity matrix, Ak,Bk are m×n and n×m complex matrices, and det(),tr() denote the matrix determinant and trace functions. This is a non-convex nonlinear constrained matrix maximization problem. The new results improve the corresponding existing ones in Xu et al. (2020).



中文翻译:

一类具有酉约束的矩阵函数优化问题的解析解

在本文中,我们扩展了 Xu 等人的定理 3.1 和 3.2。(2020) 到更一般的情况,并提出以下具有幺正约束的约束矩阵最大化问题的解析解:最大限度H=一世n,H=一世检测C一世+=1一种最大限度H=一世n,H=一世trC一世+=1一种, 在哪里 C 是一个复数, 一世 表示 -阶单位矩阵, 一种,×nn× 复杂矩阵,和 检测(),tr()表示矩阵行列式和迹函数。这是一个非凸非线性约束矩阵最大化问题。新结果改进了Xu等人中相应的现有结果。(2020)。

更新日期:2021-08-27
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