Eigenvalue multiplicity estimate in semidefinite programming

DOI10.1023/A:1022603518289MaRDI QIDQ1367784zbMATH OpenFDO

Authors Bernhard Rupp

Publication date 19 April 1998

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

semidefinite programmingconvex programminglinear matrix inequalityNewton methodquadratic rate of convergenceeigenvalue multiplicity estimate

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05)

Recommendations

• On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
• Semidefinite Programming
• Applications of semidefinite programming

Cites work

• scientific article; zbMATH DE number 3533576 (Why is no real title available?)
• A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix
• A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
• Linear Matrix Inequalities in System and Control Theory
• On Eigenvalue Optimization
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• On analyticity of functions involving eigenvalues

Cited in

(2)

• Estimating eigenvalue moments via Schatten norm bounds on semigroup differences
• On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues

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