Variational analysis of an extended eigenvalue problem

DOI10.1016/0024-3795(92)00016-FzbMath0823.15008MaRDI QIDQ1893098

Yanyan Li

Publication date: 7 November 1995

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

nonsmooth analysisLagrange multipliermathematical programmingsymmetric matrixquadratic problemextended eigenvalue problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items

Regularization using a parameterized trust region subproblem

Uses Software

• GQTPAR

Cites Work

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• A constrained eigenvalue problem
• Least squares with a quadratic constraint
• Quadratically constrained least squares and quadratic problems
• Computing a Trust Region Step
• Newton’s Method with a Model Trust Region Modification
• Trust Region Problems and Nonsymmetric Eigenvalue Perturbations
• On the Stationary Values of a Second-Degree Polynomial on the Unit Sphere
• Some Modified Matrix Eigenvalue Problems