The spectral bundle method with second-order information

DOI10.1080/10556788.2013.858155MaRDI QIDQ2926057zbMATH OpenOpenAlexFDO

Authors Christoph Helmberg, Michael L. Overton, Franz Rendl

Publication date 29 October 2014

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2013.858155

zbMATH Keywords

eigenvalue optimizationsemidefinite optimizationbundle methods

Mathematics Subject Classification ID

Semidefinite programming (90C22)

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Cites work

• A Spectral Bundle Method for Semidefinite Programming
• A Study of Indicators for Identifying Zero Variables in Interior-Point Methods
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• A spectral bundle method with bounds
• A study of search directions in primal-dual interior-point methods for semidefinite programming
• An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
• Benchmarking optimization software with performance profiles.
• Exact ground states of Ising spin glasses: new experimental results with a branch-and-cut algorithm
• Large-Scale Optimization of Eigenvalues
• Numerical evaluation of SBmethod
• On Eigenvalue Optimization
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• On eigenvalues of matrices dependent on a parameter
• On the Sum of the Largest Eigenvalues of a Symmetric Matrix
• On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
• Problems of distance geometry and convex properties of quadratic maps
• Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
• Semi-Definite Matrix Constraints in Optimization
• Semidefinite optimization
• The \U-Lagrangian of the Maximum Eigenvalue Function
• The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
• The Geometry of Algorithms with Orthogonality Constraints

Cited in

(15)

• A preconditioned iterative interior point approach to the conic bundle subproblem
• Mathematical programming models and exact algorithms
• Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems
• Low-rank spectral optimization via gauge duality
• Approximation algorithms from inexact solutions to semidefinite programming relaxations of combinatorial optimization problems
• Exploiting constant trace property in large-scale polynomial optimization
• A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
• Harnessing Structure in Composite Nonsmooth Minimization
• Generalized derivatives of eigenvalues of a symmetric matrix
• A hierarchy of spectral relaxations for polynomial optimization
• An overview and comparison of spectral bundle methods for primal and dual semidefinite programs
• A Spectral Bundle Method for Semidefinite Programming
• Numerical evaluation of SBmethod
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates

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