On Eigenvalue Optimization
From MaRDI portal
Publication:4852580
DOI10.1137/0805028zbMath0838.90115OpenAlexW2166325531MaRDI QIDQ4852580
Alexander Shapiro, Michael Ko-Hui Fan
Publication date: 1 November 1995
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c628d575d69435e3a429a427b568158313475ef6
nonsmooth optimizationsensitivity analysistransversalityquadratic rate of convergencefirst- and second-order optimality conditionseigenvalues of symmetric matrices
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)
Related Items
A multilevel, level-set method for optimizing eigenvalues in shape design problems ⋮ The bundle scheme for solving arbitrary eigenvalue optimizations ⋮ A way of updating the density function for the design of the drum ⋮ THE CENTRAL PATH IN SMOOTH CONVEX SEMIDEFINITE PROGRAMS ⋮ Generalized derivatives of eigenvalues of a symmetric matrix ⋮ Bilinear Quadratures for Inner Products ⋮ A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations ⋮ Building Kohn-Sham potentials for ground and excited states ⋮ Eigenvalue multiplicity estimate in semidefinite programming ⋮ The spectral bundle method with second-order information ⋮ RAP-method (random perturbation method) for minimax \(G\)-filter ⋮ A space decomposition scheme for maximum eigenvalue functions and its applications ⋮ Harnessing Structure in Composite Nonsmooth Minimization ⋮ First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition ⋮ Newton's method for computing the nearest correlation matrix with a simple upper bound ⋮ The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications ⋮ A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems ⋮ On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming ⋮ Weak notions of nondegeneracy in nonlinear semidefinite programming ⋮ Maximization of Neumann eigenvalues ⋮ $LDL^T$ Direction Interior Point Method for Semidefinite Programming ⋮ Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications ⋮ A sensitivity result for semidefinite programs. ⋮ The space decomposition theory for a class of eigenvalue optimizations ⋮ Unnamed Item ⋮ Perron vector optimization applied to search engines ⋮ The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations ⋮ Greedy algorithms for eigenvalue optimization problems in shape design of two-density inhomogeneous materials ⋮ On the semismoothness of projection mappings and maximum eigenvalue functions ⋮ Statistical inference of semidefinite programming ⋮ Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems ⋮ \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications ⋮ Cone-LP's and semidefinite programs: Geometry and a simplex-type method ⋮ A fast space-decomposition scheme for nonconvex eigenvalue optimization ⋮ 𝒱𝒰-smoothness and proximal point results for some nonconvex functions ⋮ Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming ⋮ Equivalence of two nondegeneracy conditions for semidefinite programs ⋮ Smooth convex approximation to the maximum eigenvalue function ⋮ Compact Two-Sided Krylov Methods for Nonlinear Eigenvalue Problems ⋮ Lower-order penalization approach to nonlinear semidefinite programming ⋮ RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients ⋮ A Decomposition Algorithm for the Sums of the Largest Eigenvalues ⋮ On the connections between semidefinite optimization and vector optimization ⋮ A sequential quadratic penalty method for nonlinear semidefinite programming ⋮ A sequential quadratic penalty method for nonlinear semidefinite programming ⋮ Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming ⋮ First- and second-order epi-differentiability in eigenvalue optimization ⋮ Input design for linear dynamic systems using maxmin criteria ⋮ Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ A Method for Constructing a Robust System Against Unexpected Parameter Variation ⋮ Does optimality imply ill-posedness? some remarks about certain min-max optimization problems ⋮ Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
