Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices

DOI10.1137/S089547989324598XzbMath0832.65036MaRDI QIDQ4842559

Michael L. Overton, Robert S. Womersley

Publication date: 5 March 1996

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

zbMATH Keywords

nonsmooth optimizationquadratic programmingiterative methodNewton iterationlocal quadratic convergencemaximum eigenvaluemultiple eigenvaluessecond derivativeeigenprojectionsprescribed multiplicity

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)

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