On Maximizing the Minimum Eigenvalue of a Linear Combination of Symmetric Matrices

DOI10.1137/0610026MaRDI QIDQ4735287zbMATH OpenOpenAlexFDO

Authors J. C. Allwright

Publication date 1989

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0610026

zbMATH Keywords

convex programmingeigenvalue optimizationminimum eigenvaluepositive semidefinite matricesweighted sum of symmetric matrices

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Inequalities and extremum problems involving convexity in convex geometry (52A40) Convex programming (90C25)

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(13)

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• A note on best constants in discrete inequalities
• Method of centers for minimizing generalized eigenvalues
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• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• Yuan's alternative theorem and the maximization of the minimum eigenvalue function
• On minimizing the largest eigenvalue of a symmetric matrix
• Maximizing the smallest eigenvalue of a symmetric matrix: a submodular optimization approach
• Dominant eigenvalue minimization with trace preserving diagonal perturbation: subset design problem
• Computing the greatest \(\mathbf{X}\)-eigenvector of a matrix in max-min algebra.
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• Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection
• Performance optimization for discrete network localization

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