Spectral bundle methods for non-convex maximum eigenvalue functions: Second-order methods

Mathematical Programming

Volumn 104, Issue 2-3, 2005, Pages 729-747

  Noll, Dominikus ^a   Apkarian, Pierre ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b ONERA   (France)

Author keywords

subgradients; Bilinear matrix inequality (BMI); Eigenvalue optimization; First and second order spectral bundle method; Linear matrix inequality (LMI); Semidefinite programming (SDP); Superlinear and quadratic convergence

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA; OPTIMIZATION;

Ε-SUBGRADIENTS; BILINEAR MATRIX INEQUALITY (BMI); EIGENVALUE OPTIMIZATION; FIRST AND SECOND-ORDER SPECTRAL BUNDLE METHOD; LINEAR MATRIX INEQUALITY (LMI); SEMIDEFINITE PROGRAMMING (SDP); SUPERLINEAR AND QUADRATIC CONVERGENCE;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 27244457351     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-005-0635-y     Document Type: Article

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