The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications

DOI10.3934/JIMO.2019034zbMATH Open1463.65138OpenAlexW2945823928WikidataQ127764364 ScholiaQ127764364MaRDI QIDQ2190318FDOQ2190318

Authors: Ming Huang, Cong Cheng, Yang Li, Zun-Quan Xia 

Publication date: 18 June 2020

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2019034

Recommendations

• A space decomposition scheme for maximum eigenvalue functions and its applications
• A decomposition algorithm for the sums of the largest eigenvalues
• The $\U$-Lagrangian of the Maximum Eigenvalue Function
• The space decomposition theory for a class of eigenvalue optimizations
• A UV-decomposition method for a class of maximum eigenvalue optimizations

zbMATH Keywords

eigenvalue optimizationnonsmooth optimizationsecond-order derivative\(\mathcal{VU}\)-decompositionmatrix-convex

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Eigenvalues, singular values, and eigenvectors (15A18) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

• Semidefinite Programming
• Manifolds, tensor analysis, and applications.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sensitivity analysis of all eigenvalues of a symmetric matrix
• Extremal eigenvalue problems for two-phase conductors
• On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
• First and second order analysis of nonlinear semidefinite programs
• A \(\mathcal{VU}\)-algorithm for convex minimization
• The 𝒰-Lagrangian of a convex function
• Title not available (Why is that?)
• Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
• A semidefinite programming approach to the quadratic knapsack problem
• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• Second-order directional derivatives of all eigenvalues of a symmetric matrix
• Solutions to shape and topology eigenvalue optimization problems using a homogenization method
• Title not available (Why is that?)
• Partially Augmented Lagrangian Method for Matrix Inequality Constraints
• On Eigenvalue Optimization
• Semi-Definite Matrix Constraints in Optimization
• Large-Scale Optimization of Eigenvalues
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• A space decomposition scheme for maximum eigenvalue functions and its applications
• A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
• The space decomposition theory for a class of eigenvalue optimizations
• The $\U$-Lagrangian of the Maximum Eigenvalue Function
• A fast space-decomposition scheme for nonconvex eigenvalue optimization
• First- and second-order epi-differentiability in eigenvalue optimization
• Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
• On the convergence of the self-consistent field iteration in Kohn-Sham density functional theory
• Trace-penalty minimization for large-scale eigenspace computation
• The spectral bundle method with second-order information
• On the analysis of the discretized Kohn-Sham density functional theory
• The bundle scheme for solving arbitrary eigenvalue optimizations
• A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations

Cited In (7)

• A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information
• The space decomposition theory for a class of eigenvalue optimizations
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• A UV-decomposition method for a class of maximum eigenvalue optimizations
• A space decomposition scheme for maximum eigenvalue functions and its applications
• A decomposition algorithm for the sums of the largest eigenvalues

This page was built for publication: The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2190318)