Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem (Q5939945)
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scientific article; zbMATH DE number 1623508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem |
scientific article; zbMATH DE number 1623508 |
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Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem (English)
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10 February 2002
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The authors propose new branch-and-bound and branch-and-cut algorithms to solve the bilinear matrix inequality eigenvalue problem. Numerical results on large randomly generated test problems are presented to compare between the new algorithm and some previously known algorithms.
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bilinear matrix inequality eigenvalue problem
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semidefinite programming
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convex relaxation
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cut polytope
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branch-and-cut
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branch-and-bound
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algorithms
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