A space decomposition scheme for maximum eigenvalue functions and its applications

DOI10.1007/s00186-017-0579-zzbMath1377.65064OpenAlexW2596479045MaRDI QIDQ2407989

Li-Ping Pang, Yue Lu, Zun-Quan Xia, Ming Huang

Publication date: 9 October 2017

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-017-0579-z

zbMATH Keywords

algorithmnonsmooth optimizationeigenvalue optimizationsemidefinite programmingbilinear matrix inequalitysuperlinear convergencesmooth manifoldsecond-order derivativematrix-convex\(\mathcal {U}\)-Lagrangian\(\mathcal {VU}\)-decompositionbilinear matrix inequality problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41)

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