A matrix generation approach for eigenvalue optimization

DOI10.1007/s10107-006-0727-3zbMath1171.90499OpenAlexW2021818992MaRDI QIDQ868452

Jean-Louis Goffin, Mohammad R. Oskoorouchi

Publication date: 5 March 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0727-3

zbMATH Keywords

Column generationEigenvalue optimizationAnalytic centerCutting plane techniqueSemidefinite inequality

Mathematics Subject Classification ID

Semidefinite programming (90C22)

Related Items (1)

A second-order cone cutting surface method: Complexity and application

Uses Software

• SDPT3
• ARPACK
• COL

Cites Work

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