A second-order bundle method to minimize the maximum eigenvalue function. (Q5926329)

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scientific article; zbMATH DE number 1571012
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    A second-order bundle method to minimize the maximum eigenvalue function.
    scientific article; zbMATH DE number 1571012

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      A second-order bundle method to minimize the maximum eigenvalue function. (English)
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      18 February 2004
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      eigenvalue optimization
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      semidefinite programming
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      convex optimization
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      second-order bundle methods
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      nonsmooth algorithm
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      strict complementarity
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