Convexity of symmetric cone trace functions in euclidean Jordan algebras

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Abstract

In this paper, we establish convexity of some functions associated with symmetric cones, called SC trace functions. As illustrated in the paper, these functions play a key role in the development of penalty and barrier functions methods for symmtric cone programs.

Original languageEnglish
Pages (from-to)53-61
Number of pages9
JournalJournal of Nonlinear and Convex Analysis
Volume14
Issue number1
Publication statusPublished - 2013 Jan

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Keywords

  • Convexity
  • Lowner operator
  • Symmetric cone

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics
  • Control and Optimization
  • Geometry and Topology

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