On minimizing the largest eigenvalue of a symmetric matrix

DOI10.1016/0024-3795(93)00068-BzbMath0819.65045WikidataQ126553728 ScholiaQ126553728MaRDI QIDQ1345514

Batool Nekooie, Michael Ko-Hui Fan

Publication date: 6 September 1995

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

zbMATH Keywords

algorithmnonsmooth optimizationnumerical experimentsnondifferentiable optimizationlargest eigenvalues

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (8)

Generalized derivatives of eigenvalues of a symmetric matrix ⋮ Pareto robust optimization on Euclidean vector spaces ⋮ A novel neural network for solving semidefinite programming problems with some applications ⋮ Reduced vertex set result for interval semidefinite optimization problems ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix ⋮ Input design for linear dynamic systems using maxmin criteria ⋮ A Subspace Method for Large-Scale Eigenvalue Optimization ⋮ A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix

Uses Software

• QDES

Cites Work

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