A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
نویسندگان
چکیده
منابع مشابه
A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
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.
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/060665191