Commutation principles for optimization problems on spectral sets in Euclidean Jordan algebras

preprint2020arXivOpen access

Abstract

The commutation principle of Ramirez, Seeger, and Sossa proved in the setting of Euclidean Jordan algebras says that when the sum of a real valued function hh and a spectral function ΦΦ is minimized/maximized over a spectral set EE, any local optimizer aa at which hh is Fréchet differentiable operator commutes with the derivative h′(a)h^{\prime}(a). In this paper, assuming the existence of a subgradient in place the derivative (of hh), we establish `strong operator commutativity' relations: If aa solves the problem max⁡E (h+Φ)\underset{E}{\max}\,(h+Φ), then aa strongly operator commutes with every element in the subdifferential of hh at aa; If EE and hh are convex and aa solves the problem min⁡E h\underset{E}{\min}\,h, then aa strongly operator commutes with the negative of some element in the subdifferential of hh at aa. These results improve known (operator) commutativity relations for linear hh and for solutions of variational inequality problems. We establish these results via a geometric commutation principle that is valid not only in Euclidean Jordan algebras, but also in the broader setting of FTvN-systems.

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