The spectral bundle method with second-order information
نویسندگان
چکیده
منابع مشابه
The spectral bundle method with second-order information
The spectral bundle method was introduced by Helmberg and Rendl [13] to solve a class of eigenvalue optimization problems that is equivalent to the class of semidefinite programs with the constant trace property. We investigate the feasibility and effectiveness of including full or partial second-order information in the spectral bundle method, building on work of Overton and Womersley [20, 23]...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2014
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2013.858155