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Semidefinite approximations of matrix logarithm

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If you have a question about this talk, please contact Tim Hughes .

The matrix logarithm, when applied to symmetric positive definite matrices satisfies a notable concavity property in the positive semidefinite (Loewner) order. This concavity property is a cornerstone result in the study of operator convex functions and has important applications in matrix concentration inequalities and quantum information theory. In this talk I will show that certain rational approximations of the matrix logarithm remarkably preserve this concavity property and moreover, are amenable to semidefinite programming. Such approximations allow us to use off-the-shelf semidefinite programming solvers for convex optimization problems involving the matrix logarithm. These approximations are also useful in the scalar case and provide a much faster alternative to existing methods based on successive approximation for problems involving the exponential/relative entropy cone. I will conclude by showing some applications to problems arising in quantum information theory.

This is joint work with James Saunderson (Monash University) and Pablo Parrilo (MIT)

This talk is part of the CUED Control Group Seminars series.

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