On minimax eigenvalue problems via constrained optimization (Q1090242): Difference between revisions
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Revision as of 06:12, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimax eigenvalue problems via constrained optimization |
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On minimax eigenvalue problems via constrained optimization (English)
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1988
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We consider the problem of minimizing the maximum eigenvalues of a matrix. The aim is to show that this optimization problem can be transformed into a standard nonlinearly constrained optimization problem, and hence is solvable by existing software packages. For illustration, two examples are solved by using the proposed method.
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maximum eigenvalues
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nonlinearly constrained optimization
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