Spectral self-concordant functions in the space of two-by-two symmetric matrices

DOI10.1080/02331930903349466zbMath1232.65092OpenAlexW2005391161MaRDI QIDQ3093073

Hristo S. Sendov, Javier F. Peña

Publication date: 12 October 2011

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930903349466

zbMATH Keywords

eigenvaluespectral functionsymmetric matrixself-concordant barrierself-concordant function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Eigenvalues, singular values, and eigenvectors (15A18) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Uses Software

• fenchel

Cites Work

• Symbolic Fenchel conjugation
• ``Cone-free primal-dual path-following and potential-reduction polynomial time interior-point methods
• Twice Differentiable Spectral Functions
• Convex Analysis on the Hermitian Matrices
• Symbolic computation of Fenchel conjugates

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