Uniqueness of local maximizers for some non-convex log-determinant optimization problems using information theory.

International Symposium on Information Theory (ISIT)(2022)

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摘要
Certain families of non-convex optimization problems involving linear combinations of log-determinants of positive definite matrices are shown to have a unique local maximizer. These geometric results are established using information-theoretic arguments. We demonstrate these results for three different families: two of which arise in the study of the capacity region of the vector Gaussian broadcast channel and another one in the study of computing the optimal generalized Brascamp-Lieb constant.
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关键词
information theory,nonconvex optimization problems,linear combinations,positive definite matrices,unique local maximizer,geometric results,information theoretic arguments,optimal generalized Brascamp-Lieb constant,nonconvex log determinant optimization problems
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