First- and second-order epi-differentiability in eigenvalue optimization
type: Item
instance of: scholarly article
title: First- and second-order epi-differentiability in eigenvalue optimization
zbMATH Open document ID: 1016.90061
author: Mounir Torki
published in: Journal of Mathematical Analysis and Applications
publication date: 1999-09-12T00:00:00Z
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 49J52
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 1334718
zbMATH Keywords: parameterized real symmetric matrices
zbMATH Keywords: optimality conditions
zbMATH Keywords: sensitivity
zbMATH Keywords: spectral functions
zbMATH Keywords: epi-differentiability
MaRDI profile type: Publication
full work available at URL: jmaa.1999.6320
OpenAlex ID: W2035258331
cites work: Q4000274
cites work: On Pseudo-Differentiability
cites work: The Clarke and Michel-Penot subdifferentials of the eigenvalues of a symmetric matrix
cites work: Calculus rules on a new set—valued second order derivative for convex functions
cites work: Sensitivity analysis of all eigenvalues of a symmetric matrix
cites work: Q5526485
cites work: Derivatives of Spectral Functions
cites work: Q5690370
cites work: Second order epi derivatives and the Dupin indicatrix for nonsmooth functions
cites work: The $\U$-Lagrangian of the Maximum Eigenvalue Function
cites work: Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
cites work: Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
cites work: Q5599348
cites work: Maximal monotone relations and the second derivatives of nonsmooth functions
cites work: First- and Second-Order Epi-Differentiability in Nonlinear Programming
cites work: Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
cites work: Generalized Second Derivatives of Convex Functions and Saddle Functions
cites work: Limiting behavior of the approximate second-order subdifferential of a convex function
cites work: Convex Analysis of Spectrally Defined Matrix Functions
cites work: Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
cites work: On Eigenvalue Optimization
cites work: Second-order directional derivatives of all eigenvalues of a symmetric matrix
DOI: 10.1006/JMAA.1999.6320
description: scientific article; zbMATH DE number 1334718