Method of centers for minimizing generalized eigenvalues
From MaRDI portal
Recommendations
- A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- scientific article; zbMATH DE number 4096706
- On the need for special purpose algorithms for minimax eigenvalue problems
- A primal-dual potential reduction method for problems involving matrix inequalities
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- LMI approximations for the radius of the intersection of ellipsoids: Survey.
- On minimax eigenvalue problems via constrained optimization
- scientific article; zbMATH DE number 433011
- scientific article; zbMATH DE number 1372694
Cites work
- scientific article; zbMATH DE number 3830713 (Why is no real title available?)
- scientific article; zbMATH DE number 994714 (Why is no real title available?)
- scientific article; zbMATH DE number 3972641 (Why is no real title available?)
- scientific article; zbMATH DE number 4041641 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 17460 (Why is no real title available?)
- scientific article; zbMATH DE number 46305 (Why is no real title available?)
- scientific article; zbMATH DE number 53598 (Why is no real title available?)
- scientific article; zbMATH DE number 88933 (Why is no real title available?)
- scientific article; zbMATH DE number 3554030 (Why is no real title available?)
- scientific article; zbMATH DE number 3637614 (Why is no real title available?)
- scientific article; zbMATH DE number 724202 (Why is no real title available?)
- scientific article; zbMATH DE number 3253619 (Why is no real title available?)
- scientific article; zbMATH DE number 3301975 (Why is no real title available?)
- A new polynomial-time algorithm for linear programming
- A primal-dual potential reduction method for problems involving matrix inequalities
- A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
- Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem
- Extremal problems on the set of nonnegative definite matrices
- Feature Article—The Ellipsoid Method: A Survey
- Interior-point methods for convex programming
- Khachiyan’s algorithm for linear programming
- La méthode des centres dans un espace topologique
- Large-Scale Optimization of Eigenvalues
- Linear Matrix Inequalities in System and Control Theory
- Linear programming with matrix variables
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Numerical methods of construction of Lyapunov functions and absolute stability criteria in the form of numerical procedures
- On Maximizing the Minimum Eigenvalue of a Linear Combination of Symmetric Matrices
- On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
- On minimax eigenvalue problems via constrained optimization
- On some efficient interior point methods for nonlinear convex programming
- On the Sum of the Largest Eigenvalues of a Symmetric Matrix
- On the need for special purpose algorithms for minimax eigenvalue problems
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Semi-Definite Matrix Constraints in Optimization
- Structured and simultaneous Lyapunov functions for system stability problems
- The Cutting-Plane Method for Solving Convex Programs
- The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
Cited in
(45)- Optimal \(H_ \infty\) model reduction via linear matrix inequalities: continuous- and discrete-time cases
- Discussion on: ``GPC robust design using linear and/or bilinear matrix inequalities
- An homage to Joseph-Louis Lagrange and Pierre Huard
- LMI approximations for the radius of the intersection of ellipsoids: Survey.
- On minimizing the largest eigenvalue of a symmetric matrix
- Analysis and design of optimization algorithms via integral quadratic constraints
- A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
- A matrix generation approach for eigenvalue optimization
- Robust constrained model predictive control using linear matrix inequalities
- Penalty/Barrier multiplier algorthm for semidefinit programming∗
- A primal-dual potential reduction method for problems involving matrix inequalities
- Optimal ellipsoidal approximations around the analytic center
- TheXY-centring algorithm for the dual LMI problem: a new approach to fixed-order control design
- Low-order control design for LMI problems using alternating projection methods
- Finding positive matrices subject to linear restrictions
- Control of rational systems using linear-fractional representations and linear matrix inequalities
- Global optimization for the biaffine matrix inequality problem
- An interior-point method for multifractional programs with convex constraints
- A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
- An interior-point method for generalized linear-fractional programming
- Optimal, constant I/O similarity scaling for full-information and state- feedback control problems
- Worst case identification of continuous time systems via interpolation
- Filter design: a finite dimensional convex optimization approach
- A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints
- Eigenvalue programming beyond matrices
- Fast linear iterations for distributed averaging
- \(H_ \infty\) control for descriptor systems: A matrix inequalities approach
- Explicit controller formulas for LMI-based \(H_ \infty\) synthesis
- Gain scheduling via linear fractional transformations
- An interior-point method for fractional programs with convex constraints
- Robust performance of linear parametrically varying systems using parametrically-dependent linear feedback
- The complex structured singular value
- Robust stability and performance analysis of uncertain systems using linear matrix inequalities
- Event-triggered stabilizing controllers for switched linear systems
- Dualistic differential geometry of positive definite matrices and its applications to related problems
- On polynomiality of the method of analytic centers for fractional problems
- Structured singular value of a repeated complex full-block uncertainty
- A consensus approach to PI gains tuning for quality-fair video delivery
- Quasi-min-max model predictive control for image-based visual servoing with tensor product model transformation
- On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
- scientific article; zbMATH DE number 1174957 (Why is no real title available?)
- A fifth bibliography of fractional programming*
- On D-stability and structured singular values
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- Numerical methods to design the reaching phase of output feedback variable structure control
This page was built for publication: Method of centers for minimizing generalized eigenvalues
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1260783)
