A Support Function Based Algorithm for Optimization with Eigenvalue Constraints

DOI10.1137/140966551zbMath1359.65094arXiv1310.1563OpenAlexW2589370651MaRDI QIDQ2967609

Emre Mengi

Publication date: 1 March 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1563

zbMATH Keywords

algorithmnonsmooth optimizationfixed point theoryHermitian matriceslocal convergenceKarush-Kuhn-Tucker conditionssupport functionspseudospectraanalytical properties of eigenvalues

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Related Items (2)

Large-Scale and Global Maximization of the Distance to Instability ⋮ Approximate residual-minimizing shift parameters for the low-rank ADI iteration

Uses Software

• Eigtool
• PSAPSR

Cites Work

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