The \U-Lagrangian of the Maximum Eigenvalue Function

DOI10.1137/S1052623496311776MaRDI QIDQ4702298zbMATH OpenFDO

Authors François Oustry

Publication date 24 November 1999

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623496311776

zbMATH Keywords

algorithmsconvex optimizationeigenvalue optimizationgeneralized derivativenonsmooth analysissecond-order derivativesequential quadratic programming

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Linear programming (90C05) Convex programming (90C25)

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Cited in

(23)

• First- and second-order epi-differentiability in eigenvalue optimization
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• Smooth convex approximation to the maximum eigenvalue function
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
• A \(\mathcal{UV}\)-method for a class of constrained minimized problems of maximum eigenvalue functions
• A space decomposition scheme for maximum eigenvalue functions and its applications
• 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
• The bundle scheme for solving arbitrary eigenvalue optimizations
• Some results on the U-Langrangian of a class of maximum eigenvalue functions
• The spectral bundle method with second-order information
• A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
• Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
• The space decomposition theory for a class of eigenvalue optimizations
• The 𝒰-Lagrangian of a convex function
• Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
• A decomposition algorithm for the sums of the largest eigenvalues
• On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
• A fast space-decomposition scheme for nonconvex eigenvalue optimization
• Growth conditions and \(U\)-Lagrangians
• Harnessing Structure in Composite Nonsmooth Minimization

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