Name
Title | ||
|---|---|---|
Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods |
Abstract | ||
|---|---|---|
Many challenging problems in automatic control may be cast as optimization programs subject to matrix inequality constraints. Here we investigate an approach which converts such problems into non-convex eigenvalue optimization programs and makes them amenable to non-smooth analysis techniques like bundle or cutting plane methods. We prove global convergence of a first-order bundle method for programs with non-convex maximum eigenvalue functions. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1007/s10107-005-0634-z | Math. Program. |
Keywords | DocType | Volume |
first-order bundle method,first-order spectral bundle method,linear matrix inequality lmi,spectral bundle method,ǫ-subgradient.,automatic control,non-convex eigenvalue optimization program,bilinear matrix inequality bmi,eigenvalue opti- mization,inequality constraint,non-convex maximum eigenvalue function,analysis technique,global convergence,optimization program,first-order method,challenging problem,plane method | Journal | 104 |
Issue | ISSN | Citations |
2 | 1436-4646 | 13 |
PageRank | References | Authors |
1.76 | 30 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Dominikus Noll | 1 | 328 | 41.74 |
| Pierre Apkarian | 2 | 635 | 108.90 |