Optimal stability and eigenvalue multiplicity
affine matrix functionseigenvalue optimizationJordan formnonsmooth analysisrobust controlspectral abscissastability analysis
Canonical forms, reductions, classification (15A21) Inequalities involving eigenvalues and eigenvectors (15A42) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Robust stability (93D09)
The authors consider the problem of choosing a linearly parametrized square matrix so that its eigenvalues are as far into the left half-plane as possible. Such problems are prototypical in robust control and stability analysis. Generalizing their earlier work [Proc. Am. Math. Soc. 129, No. 6, 1635-1642 (2001; Zbl 0965.15020)], they show that the optimal choice of parameters typically corresponds to patterns of multiple eigenvalues. Under certain nondegeneracy conditions (including requiring the critical matrix to have nonderogatory spectral abscissa) they show that the multiplicities of the active eigenvalues at a critical matrix are unchanged under small perturbations.
- Two numerical methods for optimizing matrix stability
- New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure
- Polynomial root radius optimization with affine constraints
- Generalized weak sharp minima in cone-constrained convex optimization with applications
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
- Subgradient projection algorithms for convex feasibility on Riemannian manifolds with lower bounded curvatures
- Nonlinear bang-bang eigenproblems and optimization of resonances in layered cavities
- Variational analysis of convexly generated spectral max functions
- Variational analysis of functions of the roots of polynomials
- Equilibrium problems on Riemannian manifolds with applications
- Optimizing matrix stability
- Linear convergence of subgradient algorithm for convex feasibility on Riemannian manifolds
- An SL/QP algorithm for minimizing the spectral abscissa of time delay systems
- Large-scale and global maximization of the distance to instability
- A decomposition algorithm for the sums of the largest eigenvalues
- Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
- Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass
- A perturbation method for optimizing matrix stability
- Convergence of Newton's method for sections on Riemannian manifolds
- Large-scale minimization of the pseudospectral abscissa
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