Method of centers for minimizing generalized eigenvalues

DOI10.1016/0024-3795(93)90465-ZzbMath0781.65051MaRDI QIDQ1260783

Laurent El Ghaoui, Stephen P. Boyd

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

method of centersinterior-point methodellipsoid algorithmsymmetric matricesstopping criterionquasi-convexcutting-plane algorithmminimizing the largest generalized eigenvalue

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Uses Software

• QDES

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