Variational analysis of an extended eigenvalue problem

DOI10.1016/0024-3795(92)00016-FMaRDI QIDQ1893098zbMATH OpenFDO

Authors Yanyan Li

Publication date 7 November 1995

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

mathematical programmingnonsmooth analysisLagrange multipliersymmetric matrixquadratic problemextended eigenvalue problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• Sensitivity analysis of all eigenvalues of a symmetric matrix
• Eigenvalues and nonsmooth optimization
• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• On Eigenvalue Optimization

Cites work

• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• A constrained eigenvalue problem
• Computing a Trust Region Step
• Least squares with a quadratic constraint
• Newton’s Method with a Model Trust Region Modification
• On the Stationary Values of a Second-Degree Polynomial on the Unit Sphere
• Quadratically constrained least squares and quadratic problems
• Some Modified Matrix Eigenvalue Problems
• Trust Region Problems and Nonsymmetric Eigenvalue Perturbations

Cited in

(4)

• scientific article; zbMATH DE number 3878288 (Why is no real title available?)
• Eigenvalues and nonsmooth optimization
• Regularization using a parameterized trust region subproblem
• scientific article; zbMATH DE number 5130054 (Why is no real title available?)

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• GQTPAR

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