Note on a Matrix-Concave Function

Heinz Neudecker; Shuangzhe LIU

doi:10.1006/jmaa.1995.1467

Note on a Matrix-Concave Function

Heinz Neudecker, Shuangzhe LIU

Research output: Contribution to journal › Comment/debate › peer-review

4 Citations (Scopus)

Abstract

We supply new proofs for two important properties of the matrix-concave function F(A) = (K′A^-K)⁺, A ≥ 0 and K ∈ R (A).

Original language	English
Pages (from-to)	1139-1141
Number of pages	3
Journal	Journal of Mathematical Analysis and Applications
Volume	196
Issue number	3
DOIs	https://doi.org/10.1006/jmaa.1995.1467
Publication status	Published - 15 Dec 1995
Externally published	Yes

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title = "Note on a Matrix-Concave Function",

abstract = "We supply new proofs for two important properties of the matrix-concave function F(A) = (K′A-K)+, A ≥ 0 and K ∈ R (A).",

author = "Heinz Neudecker and Shuangzhe LIU",

year = "1995",

month = dec,

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doi = "10.1006/jmaa.1995.1467",

language = "English",

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journal = "Journal of Mathematical Analysis and Applications",

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AU - Neudecker, Heinz

AU - LIU, Shuangzhe

PY - 1995/12/15

Y1 - 1995/12/15

N2 - We supply new proofs for two important properties of the matrix-concave function F(A) = (K′A-K)+, A ≥ 0 and K ∈ R (A).

AB - We supply new proofs for two important properties of the matrix-concave function F(A) = (K′A-K)+, A ≥ 0 and K ∈ R (A).

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DO - 10.1006/jmaa.1995.1467

M3 - Comment/debate

AN - SCOPUS:0346297363

SN - 0022-247X

VL - 196

SP - 1139

EP - 1141

JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

IS - 3

ER -

Note on a Matrix-Concave Function

Abstract

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