Variational analysis of convexly generated spectral max functions

DOI10.1007/S10107-016-1088-1MaRDI QIDQ2413081zbMATH OpenOpenAlexFDO

Authors James V. Burke, Julia Eaton

Publication date 6 April 2018

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.03687

zbMATH Keywords

spectral abscissaspectral radiusspectral functionvariational analysischain rulesubdifferential regularityArnold formspectral max functions

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Asymptotic properties of solutions to ordinary differential equations (34D05) Optimality conditions (49K99)

Abstract: The spectral abscissa is the largest real part of an eigenvalue of a matrix and the spectral radius is the largest modulus. Both are examples of spectral max functions---the maximum of a real-valued function over the spectrum of a matrix. These mappings arise in the control and stabilization of dynamical systems. In 2001, Burke and Overton characterized the regular subdifferential of the spectral abscissa and showed that the spectral abscissa is subdifferentially regular in the sense of Clarke when all active eigenvalues are nonderogatory. In this paper we develop new techniques to obtain these results for the more general class of convexly generated spectral max functions. In particular, we extend the Burke-Overton subdifferential regularity result to this class. These techniques allow us to obtain new variational results for the spectral radius.

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Cited in

(4)

• Variational analysis of functions of the roots of polynomials
• Variational analysis of the spectral abscissa at a matrix with a nongeneric multiple eigenvalue
• Variational analysis of non-Lipschitz spectral functions
• Variational analysis of convexly generated spectral max functions

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