Large-Scale Optimization of Eigenvalues
From MaRDI portal
Recommendations
- On Eigenvalue Optimization
- On minimizing the largest eigenvalue of a symmetric matrix
- Computing eigenelements of real symmetric matrices via optimization
- Numerical optimization of eigenvalues of Hermitian matrix functions
- A space decomposition scheme for maximum eigenvalue functions and its applications
Cited in
(88)- Stable perturbations of nonsymmetric matrices
- Improved automatic masters for eigenvalue economization
- Discrete variable topology optimization for maximizing single/multiple natural frequencies and frequency gaps considering the topological constraint
- Finite element approximation to the extremal eigenvalue problem for inhomogenous materials
- A unifying framework for several cutting plane methods for semidefinite programming
- A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices
- Generating eigenvalue bounds using optimization
- On minimizing the largest eigenvalue of a symmetric matrix
- Semi-definite programming and quantum information
- Optimal quotients for solving large eigenvalue problems
- Numerical optimization of eigenvalues of Hermitian matrix functions
- A second-order cone cutting surface method: Complexity and application
- A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
- Semidefinite programming
- A matrix generation approach for eigenvalue optimization
- Spectral methods for graph bisection problems.
- Nonlinear dynamic systems design based on the optimization of the domain of attraction
- scientific article; zbMATH DE number 1222715 (Why is no real title available?)
- A multilevel, level-set method for optimizing eigenvalues in shape design problems
- Low-rank spectral optimization via gauge duality
- A primal-dual potential reduction method for problems involving matrix inequalities
- Method of centers for minimizing generalized eigenvalues
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- Variational characterization and Rayleigh quotient iteration of 2D eigenvalue problem with applications
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- An SL/QP algorithm for minimizing the spectral abscissa of time delay systems
- Spectrally constrained optimization
- Eigenvalue perturbations and nonlinear parametric optimization
- The chain rule for VU-decompositions of nonsmooth functions
- On the optimal solution of large eigenpair problems
- The space decomposition theory for a class of eigenvalue optimizations
- A second-order mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
- Support vector machine classification with indefinite kernels
- A fast space-decomposition scheme for nonconvex eigenvalue optimization
- Learning linear PCA with convex semi-definite programming
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- Generalized derivatives of eigenvalues of a symmetric matrix
- Estimating Hadamard operator norms, with application to triangular truncation
- Semidefinite programming and combinatorial optimization
- Computing eigenelements of real symmetric matrices via optimization
- An inexact spectral bundle method for convex quadratic semidefinite programming
- Greedy algorithms for eigenvalue optimization problems in shape design of two-density inhomogeneous materials
- Fast linear iterations for distributed averaging
- A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems
- Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
- Perron vector optimization applied to search engines
- The spectral bundle method with second-order information
- A hierarchy of spectral relaxations for polynomial optimization
- Cone-LP's and semidefinite programs: geometry and a simplex-type method
- A primal-dual interior-point algorithm with arc-search for semidefinite programming
- Approximate residual-minimizing shift parameters for the low-rank ADI iteration
- Gain scheduling via linear fractional transformations
- Robust performance of linear parametrically varying systems using parametrically-dependent linear feedback
- Computing the numerical radius
- \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
- Some numerical methods for the study of the convexity notions arising in the calculus of variations
- Nonsmooth algorithms for minimizing the largest eigenvalue with applications to inner numerical radius
- A homotopy method based on penalty function for nonlinear semidefinite programming
- Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
- The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
- A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
- Synchronisation and control of proliferation in cycling cell population models with age structure
- A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
- The Lagrange problem on an optimal column: old and new results
- An interior method for nonconvex semidefinite programs
- An optimization problem on subsets of the symmetric positive-semidefinite matrices
- Performance optimization for continuous network localization
- Game formulations for structural optimization under uncertainty
- Some geometric results in semidefinite programming
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- Eigensolver Methods for Progressive Multidimensional Scaling of Large Data
- A subspace method for large-scale eigenvalue optimization
- A way of updating the density function for the design of the drum
- On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Condition number minimization in Euclidean Jordan algebras
- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
- The mathematics of eigenvalue optimization
- Minimizing memory effects of a system
- Compact Two-Sided Krylov Methods for Nonlinear Eigenvalue Problems
- Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods
- Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates
- A space decomposition scheme for maximum eigenvalue functions and its applications
- Second-order directional derivatives of all eigenvalues of a symmetric matrix
- On Eigenvalue Optimization
- A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems
- A decomposition algorithm for the sums of the largest eigenvalues
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
This page was built for publication: Large-Scale Optimization of Eigenvalues
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4018387)
