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

DOI10.1080/02331930903349466zbMATH Open1232.65092OpenAlexW2005391161MaRDI QIDQ3093073FDOQ3093073

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

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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)

Cites Work

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

Cited In (6)

• Title not available (Why is that?)
• Separable self-concordant spectral functions and a conjecture of Tunçel
• More on self-concordant functions on Riemannian manifolds
• Matrix monotonicity and self-concordance: how to handle quantum entropy in optimization problems
• Twice differentiable spectral functions
• Self-concordant functions for optimization on smooth manifolds

Uses Software

• fenchel

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