On the need for special purpose algorithms for minimax eigenvalue problems

DOI10.1007/BF00941058zbMath0652.49010OpenAlexW2145073602MaRDI QIDQ1107092

E. R. Panier

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00941058

zbMATH Keywords

algorithmsnonlinear optimizationminimax eigenvalue problems

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Existence of solutions for minimax problems (49J35)

Related Items

On minimizing the largest eigenvalue of a symmetric matrix, Method of centers for minimizing generalized eigenvalues, A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix

Uses Software

• HSL

Cites Work

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• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• Robustness analysis using singular value sensitivities†
• An inequality and some computations related to the robust stability of linear dynamic systems
• On Minimizing the Special Radius of a Nonsymmetric Matrix Function: Optimality Conditions and Duality Theory