Common-solvability conjecture for systems of linear matrix inequalities
Common-solvability conjecture for systems of linear matrix inequalities
Let and be matrices of compatible sizes, and let range over Hermitian matrices. Consider the linear matrix inequalities
Common-solvability conjecture. The LMIs
have a common Hermitian solution if and only if each of the LMIs has a Hermitian solution individually.
The preceding two-LMI result establishes this equivalence for . The conjecture asks whether separate solvability always implies simultaneous solvability for an arbitrary finite family of LMIs of this form.
Sources & referencesView supporting material
Primary source
Yongge Tian, “Analytical solutions to some optimization problems on ranks and inertias of matrix-valued functions subject to linear matrix inequalities”, arXiv:1301.0986 (2013).
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