A space decomposition scheme for maximum eigenvalue functions and its applications
\(\mathcal {U}\)-Lagrangian\(\mathcal {VU}\)-decompositionalgorithmbilinear matrix inequalitybilinear matrix inequality problemeigenvalue optimizationmatrix-convexnonsmooth optimizationsecond-order derivativesemidefinite programmingsmooth manifoldsuperlinear convergence
Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Semidefinite programming (90C22) Convex programming (90C25)
This paper studies the \(VU\) theory about a special class of eigenvalue function, and the largest eigenvalues with the matrix convex mapping. The authors obtain the first- and second-order derivatives of the \(U\)-Lagrangian. The second-order expansion of the maximum eigenvalue function is derived and the second-order derivatives are explicitly computed. A conceptual algorithm that is proved to have local superlinear convergence is presented. The algorithm is applied to solve the bilinear matrix inequality problem.
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- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
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- Some results on the U-Langrangian of a class of maximum eigenvalue functions
- A UV-decomposition method for a class of maximum eigenvalue optimizations
- Large-Scale Optimization of Eigenvalues
- The space decomposition theory for a class of eigenvalue optimizations
- The \U-Lagrangian of the Maximum Eigenvalue Function
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