A second-order bundle method to minimize the maximum eigenvalue function. (Q5926329)
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scientific article; zbMATH DE number 1571012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order bundle method to minimize the maximum eigenvalue function. |
scientific article; zbMATH DE number 1571012 |
Statements
A second-order bundle method to minimize the maximum eigenvalue function. (English)
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18 February 2004
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eigenvalue optimization
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semidefinite programming
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convex optimization
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second-order bundle methods
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nonsmooth algorithm
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strict complementarity
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