Low rank differential equations for Hamiltonian matrix nearness problems (Q2514247)
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scientific article; zbMATH DE number 6394885
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| English | Low rank differential equations for Hamiltonian matrix nearness problems |
scientific article; zbMATH DE number 6394885 |
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Low rank differential equations for Hamiltonian matrix nearness problems (English)
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3 February 2015
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The authors propose and study algorithms for two important optimization problems related to finding nearest Hamiltonian matrices with imaginary eigenvalues, to two specific classes of matrices. Their algorithms consist of a two-lewel procedure, where on the inner level an extremizer for a fixed perturbation size is determined, following the differential equation into a stationary point, and then the outer level to optimize over this size.
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optimization problems
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Hamiltonian matrices
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two-lewel procedure
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differential equations
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algorithm
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imaginary eigenvalue
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0.7612586617469788
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0.7542086839675903
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0.7539055347442627
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0.7511314749717712
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