On Minimizing the Special Radius of a Nonsymmetric Matrix Function: Optimality Conditions and Duality Theory

DOI10.1137/0609040zbMath0684.65062MaRDI QIDQ4734690

Michael L. Overton, Robert S. Womersley

Publication date: 1988

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0609040

zbMATH Keywords

nonsmooth optimization; duality theory; eigenvalue minimization; minimum spectral radius; nonsymmetric real affine matrix function

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65K05: Numerical mathematical programming methods

90C25: Convex programming

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