Max - Min Eigenvalue Problems , Primal -

نویسندگان

  • Franz Rendl
  • Robert J. Vanderbei
چکیده

Two Primal-dual interior point algorithms are presented for the problem of maximizing the smallest eigenvalue of a symmetric matrix over diagonal perturbations. These algorithms prove to be simple, robust, and eecient. Both algorithms are based on transforming the problem to one over the cone of positive semideenite matrices. One of the algorithms does this transformation through an intermediate transformation to a trust region subproblem. This allows the removal of a dense row.

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

Rayleigh Quotient Based Optimization Methods For Eigenvalue Problems

Four classes of eigenvalue problems that admit similar min-max principles and the Cauchy interlacing inequalities as the symmetric eigenvalue problem famously does are investigated. These min-max principles pave ways for efficient numerical solutions for extreme eigenpairs by optimizing the so-called Rayleigh quotient functions. In fact, scientists and engineers have already been doing that for...

متن کامل

An Interior-point Method for Semideenite Programming

We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semideenite matrices. We show that the approach is very eecient for graph bisection problems, such as max-cut. Other applications include max-min eigenvalue problems and relaxations for the stable set problem.

متن کامل

Eigenvalue Optimization for Solving the MAX-CUT Problem

The purpose of this semester project is to investigate the Spectral Bundle Method, which is a specialized subgradient method particularly suited for solving large scale semidefinite programs that can be cast as eigenvalue optimization problems of the form min y∈R aλmax(C − m ∑ i=1 Aiyi) + b T y, where C and Ai are given real symmetric matrices, b ∈ R allows to specify a linear cost term, and a ...

متن کامل

The Hyperbolic Quadratic Eigenvalue Problem

The hyperbolic quadratic eigenvalue problem (HQEP) was shown to admit the Courant-Fischer type min-max principles in 1955 by Duffin and Cauchy type interlacing inequalities in 2010 by Veselić. It can be regarded as the closest analogue (among all kinds of quadratic eigenvalue problems) to the standard Hermitian eigenvalue problem (among all kinds of standard eigenvalue problems). In this paper,...

متن کامل

A BDDC algorithm with optimally enriched primal unknowns for multiscale problems

It is well known that the standard BDDC algorithm [1] requires a strong assumption on coefficients of the model problem related to the subdomain partition to achieve a good performance. In the works by Clemense and Scheichl [2,3], a bound of condition number of FETI algorithms has been analyzed depending on the coefficient variations inside subdomains. A similar problem was also considered in t...

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 1993