ON MINIMIZING THE MAXIMUM EIGENVALUE OF A SYMMETRIC MATRIX

被引:140
作者
OVERTON, ML
机构
[1] AUSTRALIAN NATL UNIV,MATH SCI RES INST,CANBERRA,ACT 2600,AUSTRALIA
[2] AUSTRALIAN NATL UNIV,CTR MATH ANAL,CANBERRA,ACT 2600,AUSTRALIA
关键词
D O I
10.1137/0609021
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:256 / 268
页数:13
相关论文
共 14 条
[1]  
Cullum J., 1975, MATH PROGRAMMING STU, P35
[2]   ANALYSIS OF FEEDBACK-SYSTEMS WITH STRUCTURED UNCERTAINTIES [J].
DOYLE, J .
IEE PROCEEDINGS-D CONTROL THEORY AND APPLICATIONS, 1982, 129 (06) :242-250
[3]  
DOYLE J, 1986, COMMUNICATION
[4]   SEMI-DEFINITE MATRIX CONSTRAINTS IN OPTIMIZATION [J].
FLETCHER, R .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1985, 23 (04) :493-513
[5]   THE FORMULATION AND ANALYSIS OF NUMERICAL-METHODS FOR INVERSE EIGENVALUE PROBLEMS [J].
FRIEDLAND, S ;
NOCEDAL, J ;
OVERTON, ML .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1987, 24 (03) :634-667
[6]  
GILL PE, 1984, USERS GUIDE QPSOL FO
[7]   A PROJECTED LAGRANGIAN ALGORITHM FOR NON-LINEAR MINIMAX OPTIMIZATION [J].
MURRAY, W ;
OVERTON, ML .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1980, 1 (03) :345-370
[8]   PROJECTED HESSIAN UPDATING ALGORITHMS FOR NONLINEARLY CONSTRAINED OPTIMIZATION [J].
NOCEDAL, J ;
OVERTON, ML .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1985, 22 (05) :821-850
[9]  
OLHOFF N, 1983, J APPL MECH, V50, P1138
[10]   A QUADRATICALLY CONVERGENT METHOD FOR MINIMIZING A SUM OF EUCLIDEAN NORMS [J].
OVERTON, ML .
MATHEMATICAL PROGRAMMING, 1983, 27 (01) :34-63