Variational analysis of the spectral abscissa at a matrix with a nongeneric multiple eigenvalue

DOI10.1007/S11228-013-0234-7MaRDI QIDQ456981zbMATH OpenOpenAlexFDO

Authors Sara Grundel, Michael L. Overton

Publication date 26 September 2014

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11228-013-0234-7

zbMATH Keywords

defective multiple eigenvaluedegenerate eigenvaluederogatory eigenvaluenon-generic multiple eigenvaluespectral abscissasubgradientvariational analysis

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Review text

The article by \textit{J. V. Burke} and \textit{M. L. Overton} [Math. Program. 90, No. 2 (A), 317--351 (2001; Zbl 0988.15005)] on variational analysis of the spectral abscissa included complete characterizations of all subgradients of the spectral abscissa \(\alpha\) at a matrix \(X\) for the case that all active eigenvalues of \(X\) are non-derogatory or non-defective. In this paper, the authors give some extensions of these results for the spectral abscissa mentioned above, establishing necessary and sufficient conditions for the simplest example of a matrix \(X\) with a derogatory, defective active eigenvalue together with discussions on the horizon subgradients.

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Cites work

• Maximum principle in the problem of time optimal response with nonsmooth constraints
• ON MATRICES DEPENDING ON PARAMETERS
• On Minimizing the Special Radius of a Nonsymmetric Matrix Function: Optimality Conditions and Duality Theory
• Optimizing matrix stability
• Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
• Stabilization via Nonsmooth, Nonconvex Optimization
• Variational Analysis
• Variational analysis of non-Lipschitz spectral functions

Cited in

(3)

• Variational analysis of convexly generated spectral max functions
• Optimizing matrix stability
• On an invariance property of the spectral abscissa of a matrix with respect to a vector

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