An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
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Publication:3141559
DOI10.1137/0331064zbMath0780.65023OpenAlexW2034235667MaRDI QIDQ3141559
Publication date: 23 January 1994
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0331064
algorithmnumerical resultslargest eigenvaluesymmetric matricesimplementationconvex programpredictor-corrector interior-point method
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Convex programming (90C25)
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