Hindawi Publishing Corporation
Journal of Optimization
Volume 2013, Article ID 346131, 6 pages
http://dx.doi.org/10.1155/2013/346131
Research Article
Quasiconvex Semidefinite Minimization Problem
R. Enkhbat
1
and T. Bayartugs
2
1
National University of Mongolia, Mongolia
2
Mongolian University of Science and Technology, Mongolia
Correspondence should be addressed to R. Enkhbat; renkhbat46@yahoo.com
Received 23 May 2013; Accepted 7 November 2013
Academic Editor: Jein-Shan Chen
Copyright © 2013 R. Enkhbat and T. Bayartugs. Tis is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
We introduce so-called semidefnite quasiconvex minimization problem. We derive new global optimality conditions for the above
problem. Based on the global optimality conditions, we construct an algorithm which generates a sequence of local minimizers
which converge to a global solution.
1. Introduction
Semidefnite linear programming can be regarded as an
extension of linear programming and solves the following
problem:
min⟨, ⟩
,
⟨
,⟩
⩽
, =1,2,...,,
≽ 0,
(1)
where ∈ R
×
is a matrix of variables and
∈ R
×
,=
1,2,...,. ≽0 is notation for “ is positive semidefnite”.
⟨⋅, ⋅⟩
denotes Frobenius norm and ‖‖
=√ ⟨, ⟩
.
Semidefnite programming fnds many applications in
engineering and optimization [1]. Most interior-point meth-
ods for linear programming have been generalized to
semidefnite convex programming [1–3]. Tere are many
works devoted to the semidefnite convex programming
problem but less attention so for has been paid to quasiconvex
programming semidefnite quasiconvex minimization prob-
lem.
Te aim of this paper is to develop theory and algorithms
for the semidefnite quasiconvex programming. Te paper
is organized as follows. Section 2 is devoted to formulation
of semidefnite quasiconvex programming and its global
optimality conditions. In Section 3, we consider an approx-
imation of the level set of the objective function and its
properties.
2. Problem Definition and
Optimality Conditions
Let be matrices in R
×
, and defne a scalar matrix function
as follows:
: R
×
→ R. (2)
Defnition 1. Let () be a diferentiable function of the
matrix . Ten
() = (
()
)
×
. (3)
Introduce the Frobenius scalar product as follows:
⟨, ⟩
=
∑
=1
∑
=1
, ∀, ∈ R
×
.
(4)
If (⋅) is diferentiable, then it can be checked that
( + ) − () = ⟨
(),⟩
+ (‖‖
). (5)
Defnition 2. A set D ⊂ R
×
is convex if + (1 − ) ∈ D
for all , ∈ D and ∈ [0, 1].