Some optimization problems on ranks and inertias of matrix-valued functions subject to linear matrix equation restrictions

Abstract

Matrix rank and inertia optimization problems are a class of discontinuous optimization problems in which the decision variables are matrices running over certain matrix sets, while the ranks and inertias of the variable matrices are taken as integer-valued objective functions. In this paper, we establish a group of explicit formulas for calculating the maximal and minimal values of the rank and inertia objective functions of the Hermitian matrix-valued function $A_1 - B_1XB_1^{*}$ subject to the common Hermitian solution of a pair of consistent matrix equations $B_2XB^{*}_2 = A_2$ and $B_3XB_3^{*} = A_3$, and Hermitian solution of the consistent matrix equation $B_4X= A_4$, respectively. Many consequences are obtained, in particular, necessary and sufficient conditions are established for the triple matrix equations $B_1XB^{*}_1 =A_1$, $B_2XB^{*}_2 = A_2$ and $B_3XB^{*}_3 = A_3$ to have a common Hermitian solution, as well as necessary and sufficient conditions for the two matrix equations $B_1XB^{*}_1 =A_1$ and $B_4X = A_4$ to have a common Hermitian solution.