Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
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Cites work
- scientific article; zbMATH DE number 3554030 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3342967 (Why is no real title available?)
- An Extremum Property of Sums of Eigenvalues
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
- Convex analysis and monotone operator theory in Hilbert spaces
- Convex spectral functions
- Derivatives of Spectral Functions
- First- and Second-Order Epi-Differentiability in Nonlinear Programming
- First- and second-order epi-differentiability in eigenvalue optimization
- Generalized Hessian Properties of Regularized Nonsmooth Functions
- Generalized Second Derivatives of Convex Functions and Saddle Functions
- Generalized Second-Order Derivatives of Convex Functions in Reflexive Banach Spaces
- Lagrange Multipliers and Optimality
- Large-Scale Optimization of Eigenvalues
- Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
- On Eigenvalue Optimization
- On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
- Prox-regular functions in variational analysis
- Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
- Second-order directional derivatives of all eigenvalues of a symmetric matrix
- Semi-Definite Matrix Constraints in Optimization
- Sensitivity analysis of all eigenvalues of a symmetric matrix
- Signal Recovery by Proximal Forward-Backward Splitting
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Twice differentiable spectral functions
- Variational Analysis
Cited in
(4)- Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
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