On Maximizing the Minimum Eigenvalue of a Linear Combination of Symmetric Matrices

DOI10.1137/0610026zbMath0685.15015OpenAlexW2045055533MaRDI QIDQ4735287

J. C. Allwright

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610026

zbMATH Keywords

eigenvalue optimizationconvex programmingpositive semidefinite matricesminimum eigenvalueweighted sum of symmetric matrices

Mathematics Subject Classification ID

Convex programming (90C25) Inequalities involving eigenvalues and eigenvectors (15A42) Inequalities and extremum problems involving convexity in convex geometry (52A40)

Related Items (5)

Yuan's alternative theorem and the maximization of the minimum eigenvalue function ⋮ On minimizing the largest eigenvalue of a symmetric matrix ⋮ Solutions to a quadratic inverse eigenvalue problem ⋮ Method of centers for minimizing generalized eigenvalues ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix

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