A matrix generation approach for eigenvalue optimization

DOI10.1007/S10107-006-0727-3MaRDI QIDQ868452zbMATH OpenOpenAlexFDO

Authors Mohammad R. Oskoorouchi, Jean-Louis Goffin

Publication date 5 March 2007

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

Full work available at URL https://doi.org/10.1007/s10107-006-0727-3

zbMATH Keywords

Column generationEigenvalue optimizationAnalytic centerCutting plane techniqueSemidefinite inequality

Mathematics Subject Classification ID

Semidefinite programming (90C22)

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Cites work

• scientific article; zbMATH DE number 1985305 (Why is no real title available?)
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• scientific article; zbMATH DE number 967335 (Why is no real title available?)
• scientific article; zbMATH DE number 2246591 (Why is no real title available?)
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• An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
• An Interior Point Cutting Plane Method for the Convex Feasibility Problem with Second-Order Cone Inequalities
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• Lagrangean decomposition: A model yielding stronger lagrangean bounds
• Large-Scale Optimization of Eigenvalues
• Multiple cuts in the analytic center cutting plane method
• Numerical evaluation of SBmethod
• Polynomial Interior Point Cutting Plane Methods
• Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint
• Semidefinite optimization
• Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
• Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
• Solving semidefinite-quadratic-linear programs using SDPT3
• Solving some large scale semidefinite programs via the conjugate residual method
• The Analytic Center Cutting Plane Method with Semidefinite Cuts
• The Cutting-Plane Method for Solving Convex Programs
• The Lagrangian Relaxation Method for Solving Integer Programming Problems
• The integration of an interior-point cutting plane method within a branch-and-price algorithm

Cited in

(5)

• Improved automatic masters for eigenvalue economization
• Optimization algorithms on the Grassmann manifold with application to matrix eigenvalue problems
• A second-order cone cutting surface method: Complexity and application
• Rank-1 Matrix Differential Equations for Structured Eigenvalue Optimization.
• scientific article; zbMATH DE number 4115829 (Why is no real title available?)

Describes a project that uses

Uses Software

• COL
• ARPACK
• SDPT3

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