Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
From MaRDI portal
Publication:2576741
DOI10.1007/s10107-005-0634-zzbMath1124.90034OpenAlexW4230278445MaRDI QIDQ2576741
Pierre Apkarian, Dominikus Noll
Publication date: 14 December 2005
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-005-0634-z
Eigenvalue optimizationLinear matrix inequality (LMI)\(\epsilon\)-subgradientBilinear matrix inequality (BMI)First-order spectral bundle method
Related Items
Multiple robust H ∞ controller design using the nonsmooth optimization method ⋮ Generalized derivatives of eigenvalues of a symmetric matrix ⋮ IQC analysis and synthesis via nonsmooth optimization ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ Nonsmooth optimization for multiband frequency domain control design ⋮ The space decomposition theory for a class of eigenvalue optimizations ⋮ The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations ⋮ An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems ⋮ Control design in the time and frequency domain using nonsmooth techniques ⋮ A fast space-decomposition scheme for nonconvex eigenvalue optimization ⋮ Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values ⋮ Local convergence of an augmented Lagrangian method for matrix inequality constrained programming ⋮ Proximal bundle methods for nonsmooth DC programming ⋮ A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis ⋮ Nonsmooth optimization for multidisk \(H_\infty\) synthesis ⋮ Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved ⋮ Essentials of numerical nonsmooth optimization ⋮ A Decomposition Algorithm for the Sums of the Largest Eigenvalues ⋮ An alternating direction method for solving convex nonlinear semidefinite programming problems ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ Essentials of numerical nonsmooth optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Proximity control in bundle methods for convex nondifferentiable minimization
- Extremal problems on the set of nonnegative definite matrices
- A constraint linearization method for nondifferentiable convex minimization
- Solving quadratic (0,1)-problems by semidefinite programs and cutting planes
- Applications of semidefinite programming
- Several NP-hard problems arising in robust stability analysis
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Optimization. Algorithms and consistent approximations
- First and second order analysis of nonlinear semidefinite programs
- A spectral bundle method with bounds
- Concave programming in control theory
- Global optimization for the biaffine matrix inequality problem
- New variants of bundle methods
- Low-order control design for LMI problems using alternating projection methods
- Methods of descent for nondifferentiable optimization
- A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
- A nonlinear SDP approach to fixed-order controller synthesis and comparison with two other methods applied to an active suspension system
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- A unifying framework for several cutting plane methods for semidefinite programming
- Controller Design via Nonsmooth Multidirectional Search
- Semi-Definite Matrix Constraints in Optimization
- Optimization and nonsmooth analysis
- A linearization algorithm for optimizing control systems subject to singular value inequalities
- On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
- Large-Scale Optimization of Eigenvalues
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A Hybrid Algorithm for Optimizing Eigenvalues of Symmetric Definite Pencils
- Linear Matrix Inequalities in System and Control Theory
- Fixed-orderH? control design via a partially augmented Lagrangian method
- Finite word length stability issues in an l1 framework
- Robust control via concave minimization local and global algorithms
- A Spectral Bundle Method for Semidefinite Programming
- Robust Control via Sequential Semidefinite Programming
- Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization
- The $\U$-Lagrangian of the Maximum Eigenvalue Function
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- On Eigenvalue Optimization
- Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
- A second-order bundle method to minimize the maximum eigenvalue function.
- Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem
- Second-order directional derivatives of all eigenvalues of a symmetric matrix