Improved Automatic Computation of Hessian Matrix Spectral Bounds

DOI10.1137/15M1025773zbMath1386.65114arXiv1507.06161MaRDI QIDQ5739795

Martin Mönnigmann, Moritz Schulze Darup

Publication date: 20 July 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.06161

zbMATH Keywords

Hessianeigenvalue boundsspectral bounds

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Interval and finite arithmetic (65G30) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (3)

An algorithmic approach to multiobjective optimization with decision uncertainty ⋮ A Branch--and--Bound-Based Algorithm for Nonconvex Multiobjective Optimization ⋮ Nonconvex constrained optimization by a filtering branch and bound

Uses Software

• INTOPT_90

Cites Work

• Certified error bounds for uncertain elliptic equations
• Automatic differentiation: techniques and applications
• Rigorous global search: continuous problems
• \(\alpha BB\): A global optimization method for general constrained nonconvex problems
• Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization
• Fast Calculation of Spectral Bounds for Hessian Matrices on Hyperrectangles
• Efficient Calculation of Bounds on Spectra of Hessian Matrices
• Positive Definiteness and Stability of Interval Matrices
• Global Optimization and Constraint Satisfaction
• Unnamed Item

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