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- W1965514580 abstract "Optimization involving eigenvalues arise in many engineering problems. We propose a new algorithm on minimizing the largest eigenvalue over an affine family of symmetric matrices. Under certain assumptions it is shown that, if started close enough to the minimizer x∗, the proposed algorithm converges to x∗ quadratically. The proposed algorithm can be readily extended to minimizing the largest eigenvalue over an affine family of Hermitian matrices. Also, it has been extended to minimizing sums of the largest eigenvalues of a symmetric or Hermitian matrix." @default.
- W1965514580 created "2016-06-24" @default.
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- W1965514580 date "1993-07-01" @default.
- W1965514580 modified "2023-09-26" @default.
- W1965514580 title "A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix" @default.
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- W1965514580 doi "https://doi.org/10.1016/0024-3795(93)90470-9" @default.
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