Eigenvalue multiplicity estimate in semidefinite programming

DOI10.1023/A:1022603518289zbMath0886.90096MaRDI QIDQ1367784

Bernhard Rupp

Publication date: 19 April 1998

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

zbMATH Keywords

semidefinite programminglinear matrix inequalityconvex programmingNewton methodquadratic rate of convergenceeigenvalue multiplicity estimate

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05)

Cites Work

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• A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
• A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix
• On analyticity of functions involving eigenvalues
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• Linear Matrix Inequalities in System and Control Theory
• On Eigenvalue Optimization