The \U-Lagrangian of the Maximum Eigenvalue Function

DOI10.1137/S1052623496311776MaRDI QIDQ4702298zbMATH OpenFDO

Authors François Oustry

Publication date 24 November 1999

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

zbMATH Keywords

algorithmsconvex optimizationsequential quadratic programmingeigenvalue optimizationnonsmooth analysisgeneralized derivativesecond-order derivative

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41)

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Cited in

(23)

• Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• The 𝒰-Lagrangian of a convex function
• A \(\mathcal{UV}\)-method for a class of constrained minimized problems of maximum eigenvalue functions
• Harnessing Structure in Composite Nonsmooth Minimization
• Growth conditions and \(U\)-Lagrangians
• The space decomposition theory for a class of eigenvalue optimizations
• A fast space-decomposition scheme for nonconvex eigenvalue optimization
• The spectral bundle method with second-order information
• Some results on the \(\mathcal U\)-Langrangian of a class of maximum eigenvalue functions
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
• Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods
• First- and second-order epi-differentiability in eigenvalue optimization
• A space decomposition scheme for maximum eigenvalue functions and its applications
• The bundle scheme for solving arbitrary eigenvalue optimizations
• Smooth convex approximation to the maximum eigenvalue function
• On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
• A decomposition algorithm for the sums of the largest eigenvalues
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods

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