The spectral bundle method with second-order information
From MaRDI portal
Publication:2926057
DOI10.1080/10556788.2013.858155zbMath1306.90118OpenAlexW2127732389MaRDI QIDQ2926057
Franz Rendl, Christoph Helmberg, Michael L. Overton
Publication date: 29 October 2014
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2013.858155
Related Items
Mathematical Programming Models and Exact Algorithms, Generalized derivatives of eigenvalues of a symmetric matrix, Harnessing Structure in Composite Nonsmooth Minimization, A hierarchy of spectral relaxations for polynomial optimization, The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications, Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates, Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems, A preconditioned iterative interior point approach to the conic bundle subproblem, A derivative-free 𝒱𝒰-algorithm for convex finite-max problems, Approximation algorithms from inexact solutions to semidefinite programming relaxations of combinatorial optimization problems, Low-Rank Spectral Optimization via Gauge Duality
Cites Work
- Problems of distance geometry and convex properties of quadratic maps
- A spectral bundle method with bounds
- Numerical evaluation of SBmethod
- On eigenvalues of matrices dependent on a parameter
- Exact ground states of Ising spin glasses: new experimental results with a branch-and-cut algorithm
- On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- Semidefinite optimization
- Semi-Definite Matrix Constraints in Optimization
- The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
- On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
- On the Sum of the Largest Eigenvalues 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
- The Geometry of Algorithms with Orthogonality Constraints
- A Study of Indicators for Identifying Zero Variables in Interior-Point Methods
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- A Spectral Bundle Method for Semidefinite Programming
- The $\U$-Lagrangian of the Maximum Eigenvalue Function
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- On Eigenvalue Optimization
- Benchmarking optimization software with performance profiles.
