On minimax eigenvalue problems via constrained optimization

DOI10.1007/BF00939329zbMath0619.90067MaRDI QIDQ1090242

C. J. Goh, Kok Lay Teo

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

maximum eigenvaluesnonlinearly constrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (4)

Simultaneous stabilization of linear single-input systems by linear state feedback control ⋮ On the need for special purpose algorithms for minimax eigenvalue problems ⋮ Method of centers for minimizing generalized eigenvalues ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix

Uses Software

• NLPQL

Cites Work

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• Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
• A globally convergent method for nonlinear programming
• The prerestorative step in the sequential gradient-restoration algorithm for mathematical programming problems with inequality constraints
• Sequential gradient-restoration algorithm for the minimization of constrained functions. Ordinary and conjugate gradient versions
• Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problem
• Algorithm Models for Nondifferentiable Optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems

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