A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
نویسندگان
چکیده
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove global convergence of our method in the sense that for an arbitrary starting point, every accumulation point of the sequence of iterates is critical. The method is tested on several problems in feedback control synthesis.
منابع مشابه
Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
We present a non-smooth optimization technique for non-convex maximum eigenvalue functions and for non-smooth functions which are infinite maxima of eigenvalue functions. We prove global convergence of our method in the sense that for an arbitrary starting point, every accumulation point of the sequence of iterates is critical. The method is tested on several problems in feedback control synthe...
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 19 شماره
صفحات -
تاریخ انتشار 2008