Variational analysis of spectral functions simplified

نویسنده

  • D. Drusvyatskiy
چکیده

Spectral functions of symmetric matrices – those depending on matrices only through their eigenvalues – appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their subdifferentials to the subdifferentials of their diagonal restrictions. This paper presents a new, short, and revealing derivation of this result. We then round off the paper with an illuminating derivation of the second derivative of C-smooth spectral functions, highlighting the underlying geometry. All of our arguments have direct analogues for spectral functions of Hermitian matrices, and for singular value functions of rectangular matrices.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Non Uniform Rational B Spline (NURBS) Based Non-Linear Analysis of Straight Beams with Mixed Formulations

Displacement finite element models of various beam theories have been developed traditionally using conventional finite element basis functions (i.e., cubic Hermite, equi-spaced Lagrange interpolation functions, or spectral/hp Legendre functions). Various finite element models of beams differ from each other in the choice of the interpolation functions used for the transverse deflection w, tota...

متن کامل

Vector Optimization Problems and Generalized Vector Variational-Like Inequalities

In this paper, some properties of  pseudoinvex functions, defined by means of  limiting subdifferential, are discussed. Furthermore, the Minty vector variational-like inequality,  the Stampacchia vector variational-like inequality, and the  weak formulations of these two inequalities  defined by means of limiting subdifferential are studied. Moreover, some relationships  between the vector vari...

متن کامل

Simulation of Simplified Computational Model of Jacket Structure with Timoshenko Cantilever Beam and Experimental Signature

Today many complex models, typically finite element models, have been employed in the analysis of jacket offshore structures. However, these comprehensive models are not readily adopted in engineering practice, especially during the preliminary design stage. As the dynamic analysis of jacket platforms is very complicated, it will be very advantageous to make a simplified computational method to...

متن کامل

A numerical technique for solving a class of 2D variational problems using Legendre spectral method

An effective numerical method based on Legendre polynomials is proposed for the solution of a class of variational problems with suitable boundary conditions. The Ritz spectral method is used for finding the approximate solution of the problem. By utilizing the Ritz method, the given nonlinear variational problem reduces to the problem of solving a system of algebraic equations. The advantage o...

متن کامل

A variational approach to the problem of oscillations of an elastic half cylinder

This paper is devoted to the spectral theory (more precisely, tothe variational theory of the spectrum) of guided waves in anelastic half cylinder.  We use variational methods to investigateseveral aspects of propagating waves, including localization (seeFigure 1), existence criteria and the formulas to find them. Weapproach the problem using two complementary methods: Thevariational methods fo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015