A fast space-decomposition scheme for nonconvex eigenvalue optimization

DOI10.1007/S11228-016-0365-8MaRDI QIDQ526388zbMATH OpenOpenAlexFDO

Authors Ming Huang, Yuan Lu, Zun-Quan Xia, Li-Ping Pang

Publication date 12 May 2017

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11228-016-0365-8

zbMATH Keywords

bilinear matrix inequalitycomposite optimization\(\mathcal{VU}\)-decompositionnonconvex eigenvalue optimizationsecond-order bundle methods

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Recommendations

• A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
• Solving a minimization problem for a class of constrained maximum eigenvalue function
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods

Cites work

• scientific article; zbMATH DE number 3554030 (Why is no real title available?)
• scientific article; zbMATH DE number 3577030 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 2084780 (Why is no real title available?)
• scientific article; zbMATH DE number 3239575 (Why is no real title available?)
• scientific article; zbMATH DE number 967335 (Why is no real title available?)
• A Spectral Bundle Method for Semidefinite Programming
• A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
• A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
• A proximal method for composite minimization
• A second-order bundle method to minimize the maximum eigenvalue function.
• A semidefinite programming approach to the quadratic knapsack problem
• A spectral bundle method with bounds
• A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
• Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem
• Composite proximal bundle method
• Convex Analysis
• Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
• Geometric algorithms and combinatorial optimization.
• Interior-point methods: An old and new approach to nonlinear programming
• Large-Scale Optimization of Eigenvalues
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
• On Eigenvalue Optimization
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• Optimization and nonsmooth analysis
• Partially Augmented Lagrangian Method for Matrix Inequality Constraints
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
• Semi-Definite Matrix Constraints in Optimization
• Semidefinite Programming
• Semidefinite programming in combinatorial optimization
• Sensitivity analysis of all eigenvalues of a symmetric matrix
• Solutions to shape and topology eigenvalue optimization problems using a homogenization method
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• Sufficiency of Exact Penalty Minimization
• The $\U$-Lagrangian of the Maximum Eigenvalue Function
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• The 𝒰-Lagrangian of a convex function

Cited in

(13)

• A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information
• scientific article; zbMATH DE number 7313894 (Why is no real title available?)
• The space decomposition theory for a class of eigenvalue optimizations
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
• A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• The bundle scheme for solving arbitrary eigenvalue optimizations
• On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
• A decomposition algorithm for the sums of the largest eigenvalues
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods

This page was built for publication: A fast space-decomposition scheme for nonconvex eigenvalue optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q526388)