Smooth convex approximation to the maximum eigenvalue function
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- A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions
- A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems
- A non-interior continuation method for generalized linear complementarity problems
- A regularization Newton method for solving nonlinear complementarity problems
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- An aggregate function method for nonlinear programming
- Beyond Monotonicity in Regularization Methods for Nonlinear Complementarity Problems
- Derivatives of Spectral Functions
- Matrix Analysis
- Non-interior continuation methods for solving semidefinite complementarity problems
- On Eigenvalue Optimization
- On the convergence of the exponential multiplier method for convex programming
- Penalty and Barrier Methods: A Unified Framework
- Regularization of \(P_{0}\)-functions in box variational inequality problems
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- Structural and stability properties of \(P_0\) nonlinear complementarity problems
- The $\U$-Lagrangian of the Maximum Eigenvalue Function
- Tikhonov regularization methods for variational inequality problems
- Twice differentiable spectral functions
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- Compensated convexity and its applications
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- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Convex analysis based smooth approximations of maximum functions and squared-distance functions
- A relax inexact accelerated proximal gradient method for the constrained minimization problem of maximum eigenvalue functions
- Buckling mode constraints for topology optimization using eigenvector aggregates
- A smoothing SQP method for nonlinear programs with stability constraints arising from power systems
- A family of generalized NCP-functions and a smoothing reformulation of D-eigenvalues
- A \(\mathcal{UV}\)-method for a class of constrained minimized problems of maximum eigenvalue functions
- Minimum rank solutions to the matrix approximation problems in the spectral norm
- Semismoothness of the maximum eigenvalue function of a symmetric tensor and its application
- A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
- RAP-method (random perturbation method) for minimax \(G\)-filter
- The largest eigenvalue of a convex function, duality, and a theorem of Slodkowski
- RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients
- On the semismoothness of projection mappings and maximum eigenvalue functions
- Multiobjective DC programs with infinite convex constraints
- A homotopy method based on penalty function for nonlinear semidefinite programming
- A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
- On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
- A new approach of available transfer capability incorporating wind generation
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