On Eigenvalue Optimization (Q4852580)

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scientific article; zbMATH DE number 811619
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On Eigenvalue Optimization
scientific article; zbMATH DE number 811619

    Statements

    title
    On Eigenvalue Optimization (English)
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    author
    Alexander Shapiro
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    Michael Ko-Hui Fan
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    publication date
    1 November 1995
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    zbMATH Keywords
    nonsmooth optimization
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    quadratic rate of convergence
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    eigenvalues of symmetric matrices
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    transversality
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    first- and second-order optimality conditions
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    sensitivity analysis
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    Identifiers

    DOI
    10.1137/0805028
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    Mathematics Subject Classification ID
    90C30
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    90C31
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    90C34
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    zbMATH DE Number
    811619
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