Large-Scale Optimization of Eigenvalues
From MaRDI portal
Publication:4018387
DOI10.1137/0802007zbMath0757.65072OpenAlexW1982604350MaRDI QIDQ4018387
Publication date: 16 January 1993
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0802007
nonsmooth optimizationsensitivity analysiseigenvaluesnondifferentiable optimizationsymmetric matrixgeneralized gradientlarge scale optimizationeigenvalue perturbationNumerical resultsminimizing the maximum eigenvaluesuccessive partial linear programming method
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)
Related Items (67)
A multilevel, level-set method for optimizing eigenvalues in shape design problems ⋮ Robust performance of linear parametrically varying systems using parametrically-dependent linear feedback ⋮ Learning linear PCA with convex semi-definite programming ⋮ A second-order cone cutting surface method: Complexity and application ⋮ A way of updating the density function for the design of the drum ⋮ On minimizing the largest eigenvalue of a symmetric matrix ⋮ Generalized derivatives of eigenvalues of a symmetric matrix ⋮ A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations ⋮ Some geometric results in semidefinite programming ⋮ A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming ⋮ A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality ⋮ Condition Number Minimization in Euclidean Jordan Algebras ⋮ Computing the numerical radius ⋮ The spectral bundle method with second-order information ⋮ A matrix generation approach for eigenvalue optimization ⋮ Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ A space decomposition scheme for maximum eigenvalue functions and its applications ⋮ A primal-dual potential reduction method for problems involving matrix inequalities ⋮ A hierarchy of spectral relaxations for polynomial optimization ⋮ The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications ⋮ A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems ⋮ A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem ⋮ Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates ⋮ Spectral methods for graph bisection problems. ⋮ The Lagrange problem on an optimal column: old and new results ⋮ The space decomposition theory for a class of eigenvalue optimizations ⋮ Perron vector optimization applied to search engines ⋮ Greedy algorithms for eigenvalue optimization problems in shape design of two-density inhomogeneous materials ⋮ Synchronisation and control of proliferation in cycling cell population models with age structure ⋮ An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems ⋮ A homotopy method based on penalty function for nonlinear semidefinite programming ⋮ Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems ⋮ Stable perturbations of nonsymmetric matrices ⋮ \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications ⋮ Cone-LP's and semidefinite programs: Geometry and a simplex-type method ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ A fast space-decomposition scheme for nonconvex eigenvalue optimization ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming ⋮ Some numerical methods for the study of the convexity notions arising in the calculus of variations ⋮ Semidefinite programming and combinatorial optimization ⋮ Minimizing memory effects of a system ⋮ Nonlinear dynamic systems design based on the optimization of the domain of attraction ⋮ The chain rule for VU-decompositions of nonsmooth functions ⋮ Local convergence of an augmented Lagrangian method for matrix inequality constrained programming ⋮ Compact Two-Sided Krylov Methods for Nonlinear Eigenvalue Problems ⋮ Fast linear iterations for distributed averaging ⋮ Second-order directional derivatives of all eigenvalues of a symmetric matrix ⋮ A unifying framework for several cutting plane methods for semidefinite programming ⋮ Estimating Hadamard operator norms, with application to triangular truncation ⋮ Low-Rank Spectral Optimization via Gauge Duality ⋮ Method of centers for minimizing generalized eigenvalues ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix ⋮ Approximate residual-minimizing shift parameters for the low-rank ADI iteration ⋮ A primal-dual interior-point algorithm with arc-search for semidefinite programming ⋮ A Decomposition Algorithm for the Sums of the Largest Eigenvalues ⋮ Support vector machine classification with indefinite kernels ⋮ A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems ⋮ Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ Semidefinite programming ⋮ Gain scheduling via linear fractional transformations ⋮ An interior method for nonconvex semidefinite programs ⋮ Finite element approximation to the extremal eigenvalue problem for inhomogenous materials ⋮ An optimization problem on subsets of the symmetric positive-semidefinite matrices ⋮ Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
This page was built for publication: Large-Scale Optimization of Eigenvalues
