Optimizing the spectral radius

DOI10.1137/110850967MaRDI QIDQ2866221zbMATH OpenOpenAlexFDO

Authors Yuri Nesterov, V. Yu. Protasov

Publication date 13 December 2013

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

Full work available at URL https://doi.org/10.1137/110850967

zbMATH Keywords

difference equationnonnegative matrixoptimization methodsspectral radiusspectrum of a graph

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Positive matrices and their generalizations; cones of matrices (15B48) Nonconvex programming, global optimization (90C26)

Review text

The authors propose an approach to finding the maximal and the minimal spectral radii of finite-dimensional linear operators from some compact family. All the operators share a common invariant cone, which is supposed to be convex, closed, solid, and pointed. A special attention is given to the so-called product families. In this case, two methods for maximizing the spectral radius of product families are developed. A particular case has been considered by \textit{V. D. Blondel} and \textit{Yu. Nesterov} [SIAM J. Matrix Anal. Appl. 31, No. 3, 865--876 (2009; Zbl 1201.65051)]. In the end, two applications are discussed: one deals with non-stationary difference equations and the other consists in optimizing the spectral radius of the adjacency matrix of a graph.

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(16)

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• Continuous approximation of linear impulsive systems and a new form of robust stability
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• Maximal acyclic subgraphs and closest stable matrices
• Computing Closest Stable Nonnegative Matrix
• Optimization of the spectral radius of nonnegative matrices
• Stability conditions for linear discrete-time switched systems in block companion form
• Hourglass alternative and the finiteness conjecture for the spectral characteristics of sets of non-negative matrices

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