Optimizing condition numbers

DOI10.1137/080740544MaRDI QIDQ3563915zbMATH OpenOpenAlexFDO

Authors Pierre Maréchal, Jane J. Ye

Publication date 1 June 2010

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/d91da1ab30b10ee5b1e6f1087fb96aae56b28038

zbMATH Keywords

quasiconvex functionsConditon numbersexact and inexact approximationsnonsmooth convex programs.strongly pseudoconvex functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Cited in

(19)

• Matrix intersection problems for conditioning
• Interpolation of inverse operators for preconditioning parameter-dependent equations
• Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization
• Efficient algorithms for solving condition number-constrained matrix minimization problems
• A descent subgradient method using Mifflin's line search for nonsmooth nonconvex optimization
• A fast gradient and function sampling method for finite-max functions
• A neurodynamic approach to nonlinear optimization problems with affine equality and convex inequality constraints
• A neurodynamic approach to nonsmooth constrained pseudoconvex optimization problem
• The condition number of a function relative to a set
• A recurrent neural network for solving a class of generalized convex optimization problems
• K-optimal design via semidefinite programming and entropy optimization
• Convergence analysis of an inertial Tseng's extragradient algorithm for solving pseudomonotone variational inequalities and applications
• Scalable approximate optimal diagonal preconditioning
• Optimization methods for frame conditioning and application to graph Laplacian scaling
• A one-layer recurrent neural network for nonsmooth pseudoconvex optimization with quasiconvex inequality and affine equality constraints
• Condition number minimization in Euclidean Jordan algebras
• Some results on condition numbers in convex multiobjective optimization
• Smoothing methods for nonsmooth, nonconvex minimization
• On the differentiability check in gradient sampling methods

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