On Eigenvalue Optimization
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Cited in
(72)- scientific article; zbMATH DE number 1931602 (Why is no real title available?)
- Weak notions of nondegeneracy in nonlinear semidefinite programming
- Improved automatic masters for eigenvalue economization
- Optimization algorithms on the Grassmann manifold with application to matrix eigenvalue problems
- Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
- Multiple eigenvalues in optimization problems
- Large-Scale Optimization of Eigenvalues
- Generating eigenvalue bounds using optimization
- On the connections between semidefinite optimization and vector optimization
- Manifold fitting under unbounded noise
- Eigenvalues and nonsmooth optimization
- A multilevel, level-set method for optimizing eigenvalues in shape design problems
- On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
- Does optimality imply ill-posedness? some remarks about certain min-max optimization problems
- Bilinear quadratures for inner products
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- Fast certifiable algorithm for the absolute pose estimation of a camera
- A sequential quadratic penalty method for nonlinear semidefinite programming
- Harnessing Structure in Composite Nonsmooth Minimization
- Spectrally constrained optimization
- Eigenvalue perturbations and nonlinear parametric optimization
- Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization
- On the optimal solution of large eigenpair problems
- A sequential quadratic penalty method for nonlinear semidefinite programming
- The space decomposition theory for a class of eigenvalue optimizations
- A minimal face constant rank constraint qualification for reducible conic programming
- A sensitivity result for semidefinite programs.
- A fast space-decomposition scheme for nonconvex eigenvalue optimization
- Performance optimization for discrete network localization
- Generalized derivatives of eigenvalues of a symmetric matrix
- Building Kohn-Sham potentials for ground and excited states
- Equivalence of two nondegeneracy conditions for semidefinite programs
- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- Greedy algorithms for eigenvalue optimization problems in shape design of two-density inhomogeneous materials
- A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems
- \(LDL^T\) direction interior point method for semidefinite programming
- A Support Function Based Algorithm for Optimization with Eigenvalue Constraints
- RAP-method (random perturbation method) for minimax \(G\)-filter
- Perron vector optimization applied to search engines
- The spectral bundle method with second-order information
- Lower-order penalization approach to nonlinear semidefinite programming
- Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
- A method for constructing a robust system against unexpected parameter variation
- Cone-LP's and semidefinite programs: geometry and a simplex-type method
- 𝒱𝒰-smoothness and proximal point results for some nonconvex functions
- RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients
- \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
- On the semismoothness of projection mappings and maximum eigenvalue functions
- scientific article; zbMATH DE number 7733459 (Why is no real title available?)
- 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
- Statistical inference of semidefinite programming
- A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
- Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
- Maximization of Neumann eigenvalues
- A way of updating the density function for the design of the drum
- Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
- Eigenvalue multiplicity estimate in semidefinite programming
- The mathematics of eigenvalue optimization
- 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
- First- and second-order epi-differentiability in eigenvalue optimization
- Newton's method for computing the nearest correlation matrix with a simple upper bound
- A space decomposition scheme for maximum eigenvalue functions and its applications
- THE CENTRAL PATH IN SMOOTH CONVEX SEMIDEFINITE PROGRAMS
- The bundle scheme for solving arbitrary eigenvalue optimizations
- Smooth convex approximation to the maximum eigenvalue function
- scientific article; zbMATH DE number 3981947 (Why is no real title available?)
- Input design for linear dynamic systems using maxmin criteria
- A decomposition algorithm for the sums of the largest eigenvalues
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
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