A second-order bundle method to minimize the maximum eigenvalue function.
From MaRDI portal
Publication:5926329
DOI10.1007/s101070000166zbMath1033.90080MaRDI QIDQ5926329
Publication date: 18 February 2004
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
convex optimizationeigenvalue optimizationnonsmooth algorithmsecond-order bundle methodssemidefinite programmingstrict complementarity
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Semidefinite programming (90C22) Inequalities involving eigenvalues and eigenvectors (15A42) Convex functions and convex programs in convex geometry (52A41)
Related Items (27)
Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization ⋮ On the relation between \(\mathcal U\)-Hessians and second-order epi-derivatives ⋮ Using the eigenvalue relaxation for binary least-squares estimation problems ⋮ IQC analysis and synthesis via nonsmooth optimization ⋮ Composite proximal bundle method ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ A space decomposition scheme for maximum eigenvalue functions and its applications ⋮ A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem ⋮ Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates ⋮ Optimal Convergence Rates for the Proximal Bundle Method ⋮ The space decomposition theory for a class of eigenvalue optimizations ⋮ Convex proximal bundle methods in depth: a unified analysis for inexact oracles ⋮ Least Squares Reconstruction of Binary Images using Eigenvalue Optimization ⋮ An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems ⋮ \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications ⋮ A fast space-decomposition scheme for nonconvex eigenvalue optimization ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming ⋮ A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem ⋮ Smooth convex approximation to the maximum eigenvalue function ⋮ A conjugate gradient algorithm and its application in large-scale optimization problems and image restoration ⋮ An approximate proximal bundle method to minimize a class of maximum eigenvalue functions ⋮ A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ Semidefinite programming ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle
This page was built for publication: A second-order bundle method to minimize the maximum eigenvalue function.
