On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues

Mathematics of Operations Research

Volumn 23, Issue 2, 1998, Pages 339-358

  Pataki, Gábor ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Eigenvalue optimization; Maximum eigenvalue; Nonsmooth optimization; Semidefinite programming; Sum of eigenvalues

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; FUNCTIONS; MATRIX ALGEBRA; OPTIMIZATION;

BOUNDS; CLUSTERING; MULTIPLICITY; SEMIDEFINITE PROGRAMMING PROBLEM;

LINEAR PROGRAMMING;

EID: 0032070507     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.23.2.339     Document Type: Article

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