Inverse moment problem for elementary co-adjoint orbits

We give a solution to the inverse moment problem for a certain class of Hessenberg and symmetric matrices related to integrable lattices of Toda type.Comment: 13 page

Jordan-algebraic aspects of optimization:randomization, Optim

Abstract We describe a version of randomization technique within a general framework of Euclidean Jordan algebras. It is shown how to use this technique to evaluate the quality of symmetric relaxations for several nonconvex optimization problems

Inverse problems for orthogonal matrices, Toda flows, and signal processing

http://archive.org/details/inverseproblemsf00faybN

CMV matrices in random matrix theory and integrable systems: a survey

We present a survey of recent results concerning a remarkable class of unitary matrices, the CMV matrices. We are particularly interested in the role they play in the theory of random matrices and integrable systems. Throughout the paper we also emphasize the analogies and connections to Jacobi matrices.Comment: Based on a talk given at the Short Program on Random Matrices, Random Processes and Integrable Systems, CRM, Universite de Montreal, 200

Strong duality in conic linear programming: facial reduction and extended duals

The facial reduction algorithm of Borwein and Wolkowicz and the extended dual of Ramana provide a strong dual for the conic linear program $$(P) \sup {<c, x> | Ax \leq_K b}$$ in the absence of any constraint qualification. The facial reduction algorithm solves a sequence of auxiliary optimization problems to obtain such a dual. Ramana's dual is applicable when (P) is a semidefinite program (SDP) and is an explicit SDP itself. Ramana, Tuncel, and Wolkowicz showed that these approaches are closely related; in particular, they proved the correctness of Ramana's dual using certificates from a facial reduction algorithm. Here we give a clear and self-contained exposition of facial reduction, of extended duals, and generalize Ramana's dual: -- we state a simple facial reduction algorithm and prove its correctness; and -- building on this algorithm we construct a family of extended duals when $K$ is a {\em nice} cone. This class of cones includes the semidefinite cone and other important cones.Comment: A previous version of this paper appeared as "A simple derivation of a facial reduction algorithm and extended dual systems", technical report, Columbia University, 2000, available from http://www.unc.edu/~pataki/papers/fr.pdf Jonfest, a conference in honor of Jonathan Borwein's 60th birthday, 201

Moment determinants as isomonodromic tau functions

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for the functionals. This shows that the vanishing of the tau-function for those systems is the obstruction to the solvability of a Riemann-Hilbert problem associated to certain classes of (multiple) orthogonal polynomials. The determinants include Haenkel, Toeplitz and shifted-Toeplitz determinants as well as determinants of bimoment functionals and the determinants arising in the study of multiple orthogonality. Some of these determinants appear also as partition functions of random matrix models, including an instance of a two-matrix model.Comment: 24 page

Integrability on the Master Space

It has been recently shown that every SCFT living on D3 branes at a toric Calabi-Yau singularity surprisingly also describes a complete integrable system. In this paper we use the Master Space as a bridge between the integrable system and the underlying field theory and we reinterpret the Poisson manifold of the integrable system in term of the geometry of the field theory moduli space.Comment: 47 pages, 20 figures, using jheppub.st