Some applications of optimization in matrix theory

AbstractWe apply a recent characterization of optimality for the abstract convex program with a cone constraint to three matrix theory problems: (1) a generalization of Farkas's lemma; (2) paired duality in linear programming over cones; (3) a constrained matrix best approximation problem. In particular, these results are not restricted to polyhedral or closed cones

Singularity degree of non-facially exposed faces

In this paper, we study the facial structure of the linear image of a cone. We define the singularity degree of a face of a cone to be the minimum number of steps it takes to expose it using exposing vectors from the dual cone. We show that the singularity degree of the linear image of a cone is exactly the number of facial reduction steps to obtain the minimal face in a corresponding primal conic optimization problem. This result generalizes the relationship between the complexity of general facial reduction algorithms and facial exposedness of conic images under a linear transform by Drusvyatskiy, Pataki and Wolkowicz to arbitrary singularity degree. We present our results in the original form and also in its nullspace form. As a by-product, we show that frameworks underlying a chordal graph have at most one level of stress matrix