Eigenvalue multiplicity estimate in semidefinite programming

DOI10.1023/A:1022603518289zbMATH Open0886.90096MaRDI QIDQ1367784FDOQ1367784

Authors: Bernhard Rupp 

Publication date: 19 April 1998

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

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zbMATH Keywords

semidefinite programmingconvex programminglinear matrix inequalityNewton methodquadratic rate of convergenceeigenvalue multiplicity estimate

Mathematics Subject Classification ID

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

Cites Work

• Linear Matrix Inequalities in System and Control Theory
• Title not available (Why is that?)
• On analyticity of functions involving eigenvalues
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• On Eigenvalue Optimization
• 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

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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