Eigenvalue perturbations and nonlinear parametric optimization

DOI10.1007/BFB0121155MaRDI QIDQ4722730zbMATH OpenFDO

Authors B. Gollan

Publication date 1987

Published in Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BFB0121155

zbMATH Keywords

Eigenvaluesgeneralized gradientsnonlinear perturbationsoptimal value functionssymmetric matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Nonsmooth analysis (49J52) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(12)

• Applications of parametric programming and eigenvalue maximization to the quadratic assignment problem
• Sensitivity analysis of the largest dependent eigenvalue functions of eigensystems
• Sensitivity analysis of the gratest eigenvalue of a symmetric matrix via the \(\epsilon\)-subdifferential of the associated convex quadratic form
• The mathematics of eigenvalue optimization
• Solving the max-cut problem using eigenvalues
• A projection technique for partitioning the nodes of a graph
• A globally convergent method for solving nonlinear equations without the differentiability condition
• A Support Function Based Algorithm for Optimization with Eigenvalue Constraints
• Eigenvalues and nonsmooth optimization
• Trust Region Problems and Nonsymmetric Eigenvalue Perturbations
• Sensitivity analysis of nondifferentiable sums of singular values of rectangular matrices
• Generating eigenvalue bounds using optimization

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