Fast calculation of spectral bounds for Hessian matrices on hyperrectangles

DOI10.1137/10078760XzbMATH Open1235.65035MaRDI QIDQ3225541FDOQ3225541

Authors: Martin Mönnigmann 

Publication date: 21 March 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

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• Improved Automatic Computation of Hessian Matrix Spectral Bounds
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• Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization
• scientific article; zbMATH DE number 2205649
• scientific article; zbMATH DE number 1186889

zbMATH Keywords

numerical exampleseigenvalue boundsinterval matrixspectral bounds

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cited In (6)

• A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics
• An extension of the \(\alpha\mathrm{BB}\)-type underestimation to linear parametric Hessian matrices
• On the efficient Gerschgorin inclusion usage in the global optimization \(\alpha\)BB method
• Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization
• Efficient Calculation of Bounds on Spectra of Hessian Matrices
• Improved Automatic Computation of Hessian Matrix Spectral Bounds

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