A decomposition algorithm for the sums of the largest eigenvalues

DOI10.1080/01630563.2020.1813758MaRDI QIDQ4985169zbMATH OpenOpenAlexFDO

Authors Ming Huang, Yue Lü, Jinlong Yuan, Yang Li

Publication date 22 April 2021

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2020.1813758

zbMATH Keywords

\(\mathcal{U}\)-Lagrangian\(\mathcal{VU}\)-decompositionnonsmooth optimizationsecond-order derivativesmooth tracksum of eigenvalues

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)

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Cited in

(7)

• A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• A space decomposition scheme for maximum eigenvalue functions and its applications
• An algorithm for the largest eigenvalue of nonhomogeneous nonnegative polynomials
• The \U-Lagrangian of the Maximum Eigenvalue Function
• Proximal decomposition of convex optimization via an alternating linearization algorithm with inexact oracles
• A proximal bundle approach for solving the generalized variational inequalities with inexact data

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