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.
References
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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