A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
From MaRDI portal
Publication:1260789
DOI10.1016/0024-3795(93)90470-9zbMath0781.65023MaRDI QIDQ1260789
Publication date: 25 August 1993
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(93)90470-9
algorithm; computational complexity; numerical examples; Hermitian matrices; quadratic convergence; largest eigenvalue; affine family of symmetric matrices; Matlab \(M\)-file; minimization of spectral radius
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
Related Items
Method of centers for minimizing generalized eigenvalues, A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix, Eigenvalue multiplicity estimate in semidefinite programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Extremal problems on the set of nonnegative definite matrices
- On minimax eigenvalue problems via constrained optimization
- On the need for special purpose algorithms for minimax eigenvalue problems
- Subspaces of symmetric matrices containing matrices with a multiple first eigenvalue
- Method of centers for minimizing generalized eigenvalues
- A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
- A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- On analyticity of functions involving eigenvalues
- On minimizing the largest eigenvalue of a symmetric matrix
- An approach to nonlinear programming
- Robustness in the presence of mixed parametric uncertainty and unmodeled dynamics
- The Cutting-Plane Method for Solving Convex Programs
- Semi-Definite Matrix Constraints in Optimization
- Matrix Analysis
- m-form numerical range and the computation of the structured singular value
- LQP: Dominant output feedbacks
- On the Sum of the Largest Eigenvalues of a Symmetric Matrix
- Large-Scale Optimization of Eigenvalues
- Structured and simultaneous Lyapunov functions for system stability problems
- On Maximizing the Minimum Eigenvalue of a Linear Combination of Symmetric Matrices
