Large-Scale Optimization of Eigenvalues
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Publication:4018387
DOI10.1137/0802007zbMath0757.65072MaRDI 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 optimization; sensitivity analysis; eigenvalues; nondifferentiable optimization; symmetric matrix; generalized gradient; large scale optimization; eigenvalue perturbation; Numerical results; minimizing the maximum eigenvalue; successive partial linear programming method
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C26: Nonconvex programming, global optimization
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