First- and second-order epi-differentiability in eigenvalue optimization

DOI10.1006/JMAA.1999.6320MaRDI QIDQ1301867zbMATH OpenOpenAlexFDO

Authors Mounir Torki

Publication date 12 September 1999

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1999.6320

zbMATH Keywords

epi-differentiabilityoptimality conditionsparameterized real symmetric matricessensitivityspectral functions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Sensitivity, stability, parametric optimization (90C31) Optimality conditions and duality in mathematical programming (90C46)

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• On Eigenvalue Optimization
• Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
• Generalized Second Derivatives of Convex Functions and Saddle Functions
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• Second-order epi-derivatives of integral functionals

Cites work

• Calculus rules on a new set—valued second order derivative for convex functions
• Convex Analysis of Spectrally Defined Matrix Functions
• Derivatives of Spectral Functions
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• Generalized Second Derivatives of Convex Functions and Saddle Functions
• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• scientific article; zbMATH DE number 3320765 (Why is no real title available?)
• scientific article; zbMATH DE number 967335 (Why is no real title available?)
• Limiting behavior of the approximate second-order subdifferential of a convex function
• Maximal monotone relations and the second derivatives of nonsmooth functions
• On Eigenvalue Optimization
• On Pseudo-Differentiability
• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
• Second order epi derivatives and the Dupin indicatrix for nonsmooth functions
• Second-order directional derivatives of all eigenvalues of a symmetric matrix
• Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
• Sensitivity analysis of all eigenvalues of a symmetric matrix
• The \U-Lagrangian of the Maximum Eigenvalue Function
• The Clarke and Michel-Penot subdifferentials of the eigenvalues of a symmetric matrix

Cited in

(15)

• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• The bundle scheme for solving arbitrary eigenvalue optimizations
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• On Eigenvalue Optimization
• Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
• A decomposition algorithm for the sums of the largest eigenvalues
• Some New Methods for Generating Convex Functions
• Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
• Analysis of Symmetric Matrix Valued Functions
• Quadratic expansions of spectral functions
• Twice epi-differentiablity and parabolic regularity of a class of non-amenable functions
• Smoothness of subgradient mappings and its applications in parametric optimization
• Tilt stability of Ky-Fan -norm composite optimization
• Second-order directional derivatives of spectral functions

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