On minimax eigenvalue problems via constrained optimization (Q1090242)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimax eigenvalue problems via constrained optimization |
scientific article |
Statements
On minimax eigenvalue problems via constrained optimization (English)
0 references
1988
0 references
We consider the problem of minimizing the maximum eigenvalues of a matrix. The aim is to show that this optimization problem can be transformed into a standard nonlinearly constrained optimization problem, and hence is solvable by existing software packages. For illustration, two examples are solved by using the proposed method.
0 references
maximum eigenvalues
0 references
nonlinearly constrained optimization
0 references
0 references
0 references
