Condition Number Minimization in Euclidean Jordan Algebras

DOI10.1137/21M1400705OpenAlexW4225014173WikidataQ114074089 ScholiaQ114074089MaRDI QIDQ5072593

Alberto Seeger

Publication date: 29 April 2022

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

Full work available at URL: https://doi.org/10.1137/21m1400705

zbMATH Keywords

nonsmooth analysiscondition numbernonconvex optimizationspectral functionEuclidean Jordan algebra

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Eigenvalues, singular values, and eigenvectors (15A18) Conditioning of matrices (15A12) Associated geometries of Jordan algebras (17C37)

Cites Work

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• On general minimax theorems
• On functions representable as a difference of convex functions
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• Minimizing the condition number of a positive definite matrix by completion
• Extension of primal-dual interior point algorithms to symmetric cones
• Commutation Principle for Variational Problems on Euclidean Jordan Algebras
• Minimizing the Condition Number of a Gram Matrix
• Optimizing Condition Numbers
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• Optimization and nonsmooth analysis
• Large-Scale Optimization of Eigenvalues
• Simultaneous diagonalization on simple Euclidean Jordan algebras and its applications
• Commutation Principles in Euclidean Jordan Algebras and Normal Decomposition Systems
• Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras
• Minimizing the Condition Number to Construct Design Points for Polynomial Regression Models
• Minimizing the Condition Number for Small Rank Modifications
• Convex Analysis
• Simultaneous spectral decomposition in Euclidean Jordan algebras and related systems
• Notions of convexity