Pages that link to "Item:Q4842559"

The following pages link to Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices (Q4842559):

Displaying 31 items.

• A Lipschitzian error bound for convex quadratic symmetric cone programming (Q312538) (← links)
• Principal components: a descent algorithm (Q349019) (← links)
• The space decomposition theory for a class of eigenvalue optimizations (Q457214) (← links)
• A fast space-decomposition scheme for nonconvex eigenvalue optimization (Q526388) (← links)
• Derivatives of functions of eigenvalues and eigenvectors for symmetric matrices (Q530322) (← links)
• Regularization using a parameterized trust region subproblem (Q959940) (← links)
• Lower-order penalization approach to nonlinear semidefinite programming (Q995945) (← links)
• First- and second-order epi-differentiability in eigenvalue optimization (Q1301867) (← links)
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization (Q1664251) (← links)
• Smooth convex approximation to the maximum eigenvalue function (Q1777442) (← links)
• Generalized derivatives of eigenvalues of a symmetric matrix (Q2151564) (← links)
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications (Q2190318) (← links)
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications (Q2240656) (← links)
• A space decomposition scheme for maximum eigenvalue functions and its applications (Q2407989) (← links)
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs (Q2505379) (← links)
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods (Q2576741) (← links)
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods (Q2576742) (← links)
• The spectral bundle method with second-order information (Q2926057) (← links)
• Bilinear Quadratures for Inner Products (Q3186116) (← links)
• A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations (Q3188440) (← links)
• A sequential quadratic penalty method for nonlinear semidefinite programming (Q4470655) (← links)
• A sequential quadratic penalty method for nonlinear semidefinite programming (Q4470658) (← links)
• THE CENTRAL PATH IN SMOOTH CONVEX SEMIDEFINITE PROGRAMS (Q4548041) (← links)
• Faster and More Accurate Computation of the $\mathcal{H}_\infty$ Norm via Optimization (Q4553790) (← links)
• The 𝒰-Lagrangian of a convex function (Q4699613) (← links)
• A Decomposition Algorithm for the Sums of the Largest Eigenvalues (Q4985169) (← links)
• Extended and Improved Criss-Cross Algorithms for Computing the Spectral Value Set Abscissa and Radius (Q5203963) (← links)
• Computing the Kreiss Constant of a Matrix (Q5854656) (← links)
• Quadratic expansions of spectral functions (Q5956243) (← links)
• A hierarchy of spectral relaxations for polynomial optimization (Q6062883) (← links)
• Root-Max Problems, Hybrid Expansion-Contraction, and Quadratically Convergent Optimization of Passive Systems (Q6166052) (← links)