Polytopes of Minimum Positive Semidefinite Rank

The positive semidefinite (psd) rank of a polytope is the smallest $k$ for which the cone of $k \times k$ real symmetric psd matrices admits an affine slice that projects onto the polytope. In this paper we show that the psd rank of a polytope is at least the dimension of the polytope plus one, … Read more

Analytical formulas for calculating extremal ranks and inertias of quadratic matrix-valued functions

group of analytical formulas formulas for calculating the global maximal and minimal ranks and inertias of the quadratic matrix-valued function $$ \phi(X) = \left(\, AXB + C\,\right)\!M\!\left(\, AXB + C \right)^{*} + D $$ are established and their consequences are presented, where $A$, $B$, $C$ and $D$ are given complex matrices with $A$ and $C$ … Read more

Einstein-Hessian barriers on convex cones

On the interior of a regular convex cone $K \subset \mathbb R^n$ there exist two canonical Hessian metrics, the one generated by the logarithm of the characteristic function, and the Cheng-Yau metric. The former is associated with a self-concordant logarithmically homogeneous barrier on $K$ with parameter of order $O(n)$, the universal barrier. This barrier is … Read more

Weighted complementarity problems – a new paradigm for computing equilibria

This paper introduces the notion of a weighted Complementarity Problem (wCP), which consists in finding a pair of vectors $(x,s)$ belonging to the intersection of a manifold with a cone, such that their product in a certain algebra, $x\circ s$, equals a given weight vector $w$. When $w$ is the zero vector, then wCP reduces … Read more

On the bilinearity rank of a proper cone and Lyapunov-like transformations

A real square matrix Q is a bilinear complementarity relation on a proper cone K in R^n if x in K, s in K^* with x perpendicular to s implies x^{T}Qs=0, where K^* is the dual of K. The bilinearity rank of K is the dimension of the space of all bilinear complementarity relations on … Read more

An efficient matrix splitting method for the second-order cone complementarity problem

Given a symmetric and positive (semi)definite $n$-by-$n$ matrix $M$ and a vector, in this paper, we consider the matrix splitting method for solving the second-order cone linear complementarity problem (SOCLCP). The matrix splitting method is among the most widely used approaches for large scale and sparse classical linear complementarity problems (LCP), and its linear convergence … Read more

On the non-homogeneity of completely positive cones

Given a closed cone C in the Euclidean n-space, the completely positive cone of C is the convex cone K generated by matrices of the form uu^T as u varies over C. Examples of completely positive cones include the positive semidefinite cone (when C is the entire Euclidean n-space) and the cone of completely positive … Read more

Forbidden minor characterizations for low-rank optimal solutions to semidefinite programs over the elliptope

We study a new geometric graph parameter $\egd(G)$, defined as the smallest integer $r\ge 1$ for which any partial symmetric matrix which is completable to a correlation matrix and whose entries are specified at the positions of the edges of $G$, can be completed to a matrix in the convex hull of correlation matrices of … Read more

Containment problems for polytopes and spectrahedra

We study the computational question whether a given polytope or spectrahedron $S_A$ (as given by the positive semidefiniteness region of a linear matrix pencil $A(x)$) is contained in another one $S_B$. First we classify the computational complexity, extending results on the polytope/poly\-tope-case by Gritzmann and Klee to the polytope/spectrahedron-case. For various restricted containment problems, NP-hardness … Read more