On minimax eigenvalue problems via constrained optimization
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We consider the problem of minimizing the maximum eigenvalues of a matrix. The aim is to show that this optimization problem can be transformed into a standard nonlinearly constrained optimization problem, and hence is solvable by existing software packages. For illustration, two examples are solved by using the proposed method.
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(17)- Sufficient conditions for an extremum in eigenvalue optimization problems
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- Method of centers for minimizing generalized eigenvalues
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