Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices

DOI10.1007/BF01585173zbMath0806.90114MaRDI QIDQ1321653

Michael L. Overton, Robert S. Womersley

Publication date: 23 May 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

subdifferential; Frobenius inner product

Mathematics Subject Classification ID

90C30: Nonlinear programming

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Penalty/Barrier multiplier algorthm for semidefinit programming^∗, Smoothing method for minimizing the sum of therlargest functions, Second-order directional derivatives of all eigenvalues of a symmetric matrix, Semidefinite programming for discrete optimization and matrix completion problems, Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras, Multiple eigenvalue sensitivity analysis, Supervised dimensionality reduction via sequential semidefinite programming, Method of centers for minimizing generalized eigenvalues, A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix, First- and second-order epi-differentiability in eigenvalue optimization, A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix, Discontinuous piecewise linear optimization, Some geometric results in semidefinite programming, Fast linear iterations for distributed averaging, Error bounds for eigenvalue and semidefinite matrix inequality systems, Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods, Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods

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