On minimizing the largest eigenvalue of a symmetric matrix
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Publication:1345514
DOI10.1016/0024-3795(93)00068-BzbMath0819.65045MaRDI QIDQ1345514
Batool Nekooie, Michael Ko-Hui Fan
Publication date: 6 September 1995
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
algorithm; nonsmooth optimization; numerical experiments; nondifferentiable optimization; largest eigenvalues
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
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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, Input design for linear dynamic systems using maxmin criteria
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Cites Work
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