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A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix

  • Published:1993-07 Issue: Volume:188-189 Page:231-253
  • ISSN:0024-3795
  • Container-title:Linear Algebra and its Applications
  • language:en
  • Short-container-title:Linear Algebra and its Applications

Author:

Fan Michael K.H.

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference41 articles.

1. Topics in Relaxation and Ellipsoidal Methods;Akgul;Pitman Notes Math. Ser.,1984

2. Optimization over the positive definite cone: Interior-point methods and combinatorial applications;Alizadeh,1991

3. Combinatorial optimization with semidefinite matrices;Alizadeh,1991

4. LQP: Dominant output feedback;Allwright;IEEE Trans. Automat. Control,1982

5. On maximizing the minimum eigenvalue of a linear combination of symmetric matrices;Allwright;SIAM J. Matrix Anal. Appl.,1989

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