A second-order bundle method to minimize the maximum eigenvalue function
نویسنده
چکیده
A second-order bundle method to minimize the maximum eigenvalue function François Oustry
منابع مشابه
A Proximity Control Algorithm to Minimize Nonsmooth and Nonconvex Semi-infinite Maximum Eigenvalue Functions
Proximity control is a well-known mechanism in bundle method for nonsmooth optimization. Here we show that it can be used to optimize a large class of nonconvex and nonsmooth functions with additional structure. This includes for instance nonconvex maximum eigenvalue functions, and also infinite suprema of such functions.
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ورودعنوان ژورنال:
- Math. Program.
دوره 89 شماره
صفحات -
تاریخ انتشار 2000