Large-Scale Optimization of Eigenvalues
From MaRDI portal
Publication:4018387
DOI10.1137/0802007zbMath0757.65072OpenAlexW1982604350MaRDI QIDQ4018387
Publication date: 16 January 1993
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0802007
nonsmooth optimizationsensitivity analysiseigenvaluesnondifferentiable optimizationsymmetric matrixgeneralized gradientlarge scale optimizationeigenvalue perturbationNumerical resultsminimizing the maximum eigenvaluesuccessive partial linear programming method
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)
Related Items
A multilevel, level-set method for optimizing eigenvalues in shape design problems, Robust performance of linear parametrically varying systems using parametrically-dependent linear feedback, Learning linear PCA with convex semi-definite programming, A second-order cone cutting surface method: Complexity and application, A way of updating the density function for the design of the drum, On minimizing the largest eigenvalue of a symmetric matrix, Generalized derivatives of eigenvalues of a symmetric matrix, A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations, Some geometric results in semidefinite programming, A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming, A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality, Condition Number Minimization in Euclidean Jordan Algebras, Computing the numerical radius, The spectral bundle method with second-order information, A matrix generation approach for eigenvalue optimization, Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling, Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization, A space decomposition scheme for maximum eigenvalue functions and its applications, A primal-dual potential reduction method for problems involving matrix inequalities, A hierarchy of spectral relaxations for polynomial optimization, The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications, A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems, A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem, Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates, Spectral methods for graph bisection problems., The Lagrange problem on an optimal column: old and new results, The space decomposition theory for a class of eigenvalue optimizations, Perron vector optimization applied to search engines, Greedy algorithms for eigenvalue optimization problems in shape design of two-density inhomogeneous materials, Synchronisation and control of proliferation in cycling cell population models with age structure, An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems, A homotopy method based on penalty function for nonlinear semidefinite programming, Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems, Stable perturbations of nonsymmetric matrices, \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications, Cone-LP's and semidefinite programs: Geometry and a simplex-type method, RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations, A fast space-decomposition scheme for nonconvex eigenvalue optimization, An inexact spectral bundle method for convex quadratic semidefinite programming, Some numerical methods for the study of the convexity notions arising in the calculus of variations, Semidefinite programming and combinatorial optimization, Minimizing memory effects of a system, Nonlinear dynamic systems design based on the optimization of the domain of attraction, The chain rule for VU-decompositions of nonsmooth functions, Local convergence of an augmented Lagrangian method for matrix inequality constrained programming, Compact Two-Sided Krylov Methods for Nonlinear Eigenvalue Problems, Fast linear iterations for distributed averaging, Second-order directional derivatives of all eigenvalues of a symmetric matrix, A unifying framework for several cutting plane methods for semidefinite programming, Estimating Hadamard operator norms, with application to triangular truncation, Low-Rank Spectral Optimization via Gauge Duality, Method of centers for minimizing generalized eigenvalues, A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix, Approximate residual-minimizing shift parameters for the low-rank ADI iteration, A primal-dual interior-point algorithm with arc-search for semidefinite programming, A Decomposition Algorithm for the Sums of the Largest Eigenvalues, Support vector machine classification with indefinite kernels, A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems, Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods, Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods, Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods, Semidefinite programming, Gain scheduling via linear fractional transformations, An interior method for nonconvex semidefinite programs, Finite element approximation to the extremal eigenvalue problem for inhomogenous materials, An optimization problem on subsets of the symmetric positive-semidefinite matrices, Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
