A support function based algorithm for optimization with eigenvalue constraints. (English) Zbl 1359.65094


65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization


PSAPSR; Eigtool
Full Text: DOI arXiv Link


[1] W. Achtziger and M. Kocvara, Structural topology optimization with eigenvalues, SIAM J. Optim., 18 (2007), pp. 1129–1164. · Zbl 1149.74044
[2] V. Blondel, M. Gevers, and A. Lindquist, Survey on the state of systems and control, Eur. J. Control, 1 (1995), pp. 5–23. · Zbl 1177.93001
[3] J. M. Borwein and A. S. Lewis, Convex and Nonlinear Optimization, Springer-Verlag, Berlin, 2000. · Zbl 0953.90001
[4] S. Boyd and L. Vandenberghe, Convex Optimization, 7th ed., Cambridge University Press, New York, 2009. · Zbl 1058.90049
[5] J. V. Burke, A. S. Lewis, and M. L. Overton, Robust stability and a criss-cross algorithm for pseudospectra, IMA J. Numer. Anal., 23 (2003), pp. 359–375. · Zbl 1042.65060
[6] E. W. Cheney and A. A. Goldstein, Newton’s method for convex programming and Tchebycheff approximation, Numer. Math., 1 (1959), pp. 253–268. · Zbl 0113.10703
[7] F. H. Clarke, Generalized gradients and applications, Trans. Amer. Math. Soc., 205 (1975), pp. 247–262. · Zbl 0307.26012
[8] F. H. Clarke, Optimization and Nonsmooth Analysis, SIAM, Philadelphia, 1990. · Zbl 0696.49002
[9] S. J. Cox and M. L. Overton, On the optimal design of columns against buckling, SIAM J. Math. Anal., 23 (1992), pp. 287–325. · Zbl 0793.73070
[10] N. Guglielmi and M. L. Overton, Fast algorithms for the approximation of the pseudospectral abscissa and pseudospectral radius of a matrix, SIAM J. Matrix Anal. Appl., 32 (2011), pp. 1166–1192. · Zbl 1248.65034
[11] W. Hare and C. Sagastizabal, A redistributed proximal bundle method for nonconvex optimization, SIAM J. Optim., 20 (2010), pp. 2442–2473. · Zbl 1211.90183
[12] R. A. Horn and C. A. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, UK, 1990. · Zbl 0704.15002
[13] J. E. Kelley, The cutting-plane method for solving convex programs, J. SIAM, 8 (1960), pp. 703–712, . · Zbl 0098.12104
[14] K. C. Kiwiel, Methods of Descent for Nondifferentiable Optimization, Lecture Notes in Math. 1133, Springer-Verlag, New York, 1985. · Zbl 0561.90059
[15] P. Lancaster, On eigenvalues of matrices dependent on a parameter, Numer. Math., 6 (1964), pp. 377–387. · Zbl 0133.26201
[16] C. Lemaréchal, A. Nemirovskii, and Y. Nesterov, New variants of bundle methods, Math. Program., 69 (1995), pp. 111–147. · Zbl 0857.90102
[17] M. Mäkelä, Survey of bundle methods for nonsmooth optimization, Optim. Methods Softw., 17 (2002), pp. 1–29, .
[18] E. Mengi and M. L. Overton, Algorithms for the computation of the pseudospectral radius and the numerical radius of a matrix, IMA J. Numer. Anal., 25 (2005), pp. 648–669. · Zbl 1082.65043
[19] E. Mengi, E. A. Yildirim, and M. Kilic, Numerical optimization of eigenvalues of Hermitian matrix functions, SIAM J. Matrix Anal. Appl., 35 (2014), pp. 699–724. · Zbl 1307.65043
[20] J. E. Mitchell, Cutting Plane Methods and Subgradient Methods, INFORMS Tutorials in Operations Research, INFORMS, 2009.
[21] F. Rellich, Perturbation Theory of Eigenvalue Problems, Gordon and Breach, London, 1969. · Zbl 0181.42002
[22] J. Shen and J. Lam, On static output-feedback stabilization for multi-input multi-output positive systems, Internat. J. Robust Nonlinear Control, 25 (2015), pp. 3154–3162, . · Zbl 1327.93318
[23] L. N. Trefethen and M. Embree, Spectra and Pseudospectra. The Behavior of Nonnormal Matrices and Operators, Princeton University Press, Princeton, NJ, 2005. · Zbl 1085.15009
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.