Max - Min Eigenvalue Problems , Primal -
نویسندگان
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.
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