Spectral self-concordant functions in the space of two-by-two symmetric matrices

DOI10.1080/02331930903349466MaRDI QIDQ3093073zbMATH OpenOpenAlexFDO

Authors Hristo S. Sendov, Javier Peña

Publication date 12 October 2011

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930903349466

zbMATH Keywords

eigenvalueself-concordant barrierspectral functionsymmetric matrixself-concordant function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Eigenvalues, singular values, and eigenvectors (15A18) Nonlinear programming (90C30) Interior-point methods (90C51) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Recommendations

• Separable self-concordant spectral functions and a conjecture of Tunçel
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Cites work

• Convex Analysis on the Hermitian Matrices
• Symbolic Fenchel conjugation
• Symbolic computation of Fenchel conjugates
• Twice differentiable spectral functions
• ``Cone-free primal-dual path-following and potential-reduction polynomial time interior-point methods

Cited in

(6)

• scientific article; zbMATH DE number 1153466 (Why is no real title available?)
• Separable self-concordant spectral functions and a conjecture of Tunçel
• Matrix monotonicity and self-concordance: how to handle quantum entropy in optimization problems
• More on self-concordant functions on Riemannian manifolds
• Twice differentiable spectral functions
• Self-concordant functions for optimization on smooth manifolds

Describes a project that uses

Uses Software

• fenchel

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