The Clarke and Michel-Penot subdifferentials of the eigenvalues of a symmetric matrix

DOI10.1023/A:1008644520093zbMath1040.49500OpenAlexW2121114515MaRDI QIDQ1294817

Jean-Baptiste Hiriart-Urruty, Adrian S. Lewis

Publication date: 1999

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

Full work available at URL: https://doi.org/10.1023/a:1008644520093

zbMATH Keywords

nonsmooth analysiseigenvalue optimizationClarke subdifferentialgeneralized derivativeMichel-Penot subdifferential

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonsmooth analysis (49J52) Eigenvalue problems for linear operators (47A75)

Related Items (6)

Generalized subdifferentials of the sign change counting function ⋮ First order sensitivity analysis of symplectic eigenvalues ⋮ What is quasiconvex analysis? ⋮ Optimality conditions for an exhausterable function on an exhausterable set ⋮ Measuring dependence between random vectors via optimal transport ⋮ First- and second-order epi-differentiability in eigenvalue optimization

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