On the need for special purpose algorithms for minimax eigenvalue problems
type: Item
instance of: scholarly article
title: On the need for special purpose algorithms for minimax eigenvalue problems
zbMATH Open document ID: 0652.49010
DOI: 10.1007/BF00941058
author: E. R. Panier
published in: Journal of Optimization Theory and Applications
publication date: 1989-01-01T00:00:00Z
review text: It has been recently reported that minimax eigenvalue problems can be formulated as nonlinear optimization problems involving smooth objective and constraint functions. This result seems very appealing since minimax eigenvalue problems are known to be typically nondifferentiable. In this paper, we show however that general purpose nonlinear optimization algorithms usually fail to find a solution to these smooth problems even in the simple case of minimization of the maximum eigenvalue of an affine family of symmetric matrices, a convex problem for which efficient algorithms are available.
Mathematics Subject Classification ID: 49J35
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 49R50
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 4063885
zbMATH Keywords: minimax eigenvalue problems
zbMATH Keywords: nonlinear optimization
zbMATH Keywords: algorithms
describes a project that uses: HSL
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00941058
OpenAlex ID: W2145073602
description: scientific article; zbMATH DE number 4063885