Optimizing matrix stability

DOI10.1090/S0002-9939-00-05985-2zbMath0965.15020MaRDI QIDQ2706575

Michael L. Overton, James V. Burke, Adrian S. Lewis

Publication date: 20 March 2001

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

nonsmooth analysiseigenvalue optimizationinequalities involving eigenvaluesJordan formspectral abscissamatrix stability

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Canonical forms, reductions, classification (15A21) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (14)

Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems ⋮ Variational analysis of convexly generated spectral max functions ⋮ Generalized weak sharp minima in cone-constrained convex optimization with applications ⋮ Variational analysis of the spectral abscissa at a matrix with a nongeneric multiple eigenvalue ⋮ On the subdifferential regularity of max root functions for polynomials ⋮ Complete characterizations of local weak sharp minima with applications to semi-infinite optimization and complementarity ⋮ Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler ⋮ Large-Scale and Global Maximization of the Distance to Instability ⋮ Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty ⋮ Control design in the time and frequency domain using nonsmooth techniques ⋮ A note on finite termination of iterative algorithms in mathematical programming ⋮ Generalized weak sharp minima in cone-constrained convex optimization on Hadamard manifolds ⋮ Variational analysis of functions of the roots of polynomials ⋮ Two numerical methods for optimizing matrix stability

Cites Work

• Variational Analysis
• Pseudospectra of Linear Operators
• Variational analysis of non-Lipschitz spectral functions
• Optimal stability and eigenvalue multiplicity

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