A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix

DOI10.1007/BF01299152zbMath0792.90057OpenAlexW2999853882MaRDI QIDQ1312086

Batool Nekooie, Michael Ko-Hui Fan

Publication date: 25 July 1994

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

Full work available at URL: https://doi.org/10.1007/bf01299152

zbMATH Keywords

global convergencenondifferentiable optimizationsymmetric matrixoptimality conditionlargest eigenvalues

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items

Eigenvalue multiplicity estimate in semidefinite programming, 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

Uses Software

• Matlab

Cites Work

• 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
• The Cutting-Plane Method for Solving Convex Programs
• Matrix Analysis
• Optimization and nonsmooth analysis
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• On the Sum of the Largest Eigenvalues of a Symmetric Matrix
• An Algorithm for Partitioning the Nodes of a Graph
• Lower Bounds for the Partitioning of Graphs
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