Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization

DOI10.1016/j.amc.2015.05.119zbMath1410.90148OpenAlexW561477130MaRDI QIDQ1664251

Jian Lv, Jin-He Wang, Li-Ping Pang

Publication date: 24 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.05.119

zbMATH Keywords

eigenvalue optimizationnonconvex optimizationbundle methodsbilinear matrix problemsproximity control

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Nonsmooth analysis (49J52)

Related Items (6)

Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ An approximate bundle method for solving nonsmooth equilibrium problems ⋮ An incremental bundle method for portfolio selection problem under second-order stochastic dominance ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle

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