A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization

DOI10.1137/060665191MaRDI QIDQ3608983zbMATHOpenAlexFDO

Authors P. Apkarian, Dominikus Noll, Olivier Prot

Publication date 6 March 2009

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/060665191

zbMATH Keywords

eigenvalue optimizationtrust region methodoutput feedback controlspectral bundleproximity control\(H_\infty\)-synthesis

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22) Nonsmooth analysis (49J52) (H^infty)-control (93B36)

Recommendations

• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• A fast space-decomposition scheme for nonconvex eigenvalue optimization
• A proximity control algorithm to minimize nonsmooth and nonconvex semi-infinite maximum eigenvalue functions

Cited in

(33)

• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
• Nonconvex bundle method with application to a delamination problem
• Diagonal bundle method for nonsmooth sparse optimization
• A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices
• Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
• Cutting plane oracles to minimize non-smooth non-convex functions
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• \(H_\infty\)-norm-based optimization for the identification of gray-box LTI state-space model parameters
• A multi-step doubly stabilized bundle method for nonsmooth convex optimization
• Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
• Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem
• Nonsmooth optimization of eigenvalues in topology optimization
• Convergence of non-smooth descent methods using the Kurdyka-Łojasiewicz inequality
• A new restricted memory level bundle method for constrained convex nonsmooth optimization
• Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
• An inexact spectral bundle method for convex quadratic semidefinite programming
• A fast space-decomposition scheme for nonconvex eigenvalue optimization
• A trust‐region method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils
• Adaptive Bundle Methods for Nonlinear Robust Optimization
• Nonsmooth \(\mu\)-synthesis
• A splitting bundle approach for non-smooth non-convex minimization
• A proximity control algorithm to minimize nonsmooth and nonconvex semi-infinite maximum eigenvalue functions
• Global optimal power flow over large-scale power transmission networks
• Large-scale minimization of the pseudospectral abscissa
• On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
• Time domain constrained \(H_{\infty }\)-synthesis
• Large-scale and global maximization of the distance to instability
• Bundle method for non-convex minimization with inexact subgradients and function values
• Design of a flight control architecture using a non-convex bundle method
• Control design in the time and frequency domain using nonsmooth techniques
• Robustness via structured \(H_\infty /H_\infty \) synthesis

This page was built for publication: A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608983)