Efficient Calculation of Bounds on Spectra of Hessian Matrices

DOI10.1137/070704186zbMath1181.65055OpenAlexW2074372644MaRDI QIDQ3398251

Martin Mönnigmann

Publication date: 28 September 2009

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070704186

zbMATH Keywords

complexitynumerical resultsHessianeigenvalue boundselementary function evaluationGershgorin's bounds

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Complexity and performance of numerical algorithms (65Y20)

Related Items (9)

A hybrid LP/NLP paradigm for global optimization relaxations ⋮ A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics ⋮ SUSPECT: MINLP special structure detector for Pyomo ⋮ Complete solutions to general box-constrained global optimization problems ⋮ SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework ⋮ Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization ⋮ Applying the canonical dual theory in optimal control problems ⋮ Improved Automatic Computation of Hessian Matrix Spectral Bounds ⋮ Supporting Global Numerical Optimization of Rational Functions by Generic Symbolic Convexity Tests

Uses Software

• INTOPT_90

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