The space decomposition theory for a class of eigenvalue optimizations
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- scientific article; zbMATH DE number 7313894
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Cites work
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
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- scientific article; zbMATH DE number 872150 (Why is no real title available?)
- scientific article; zbMATH DE number 967335 (Why is no real title available?)
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A \(\mathcal{VU}\)-algorithm for convex minimization
- A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem
- A second-order bundle method to minimize the maximum eigenvalue function.
- A semidefinite programming approach to the quadratic knapsack problem
- A simpler approach to matrix completion
- A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
- A superlinear space decomposition algorithm for constrained nonsmooth convex program
- Convex Analysis
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- Exact matrix completion via convex optimization
- Extremal eigenvalue problems for two-phase conductors
- First and second order analysis of nonlinear semidefinite programs
- Large-Scale Optimization of Eigenvalues
- On Eigenvalue Optimization
- On \(\mathcal{VU}\)-theory for functions with primal-dual gradient structure
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- Recovering Low-Rank Matrices From Few Coefficients in Any Basis
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- Semidefinite Programming
- Sensitivity analysis of all eigenvalues of a symmetric matrix
- Solutions to shape and topology eigenvalue optimization problems using a homogenization method
- 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 $\U$-Lagrangian of the Maximum Eigenvalue Function
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
- The 𝒰-Lagrangian of a convex function
- Variational Analysis
- 𝒱𝒰-smoothness and proximal point results for some nonconvex functions
Cited in
(13)- The bundle scheme for solving arbitrary eigenvalue optimizations
- scientific article; zbMATH DE number 7313894 (Why is no real title available?)
- \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
- Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
- A UV-decomposition method for a class of maximum eigenvalue optimizations
- The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
- Some results on the \(\mathcal U\)-Langrangian of a class of maximum eigenvalue functions
- A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information
- On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
- A decomposition algorithm for the sums of the largest eigenvalues
- A space decomposition scheme for maximum eigenvalue functions and its applications
- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
- A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
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