The Space Decomposition Theory for a Class of Semi‐Infinite Maximum Eigenvalue Optimizations

Ming Huang, Li-Ping Pang, Xi-Jun Liang and Zun-Quan Xia

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

Abstract: We study optimization problems involving eigenvalues of symmetric matrices. We present a nonsmooth optimization technique for a class of nonsmooth functions which are semi‐infinite maxima of eigenvalue functions. Our strategy uses generalized gradients and 𝒰𝒱 space decomposition techniques suited for the norm and other nonsmooth performance criteria. For the class of max‐functions, which possesses the so‐called primal‐dual gradient structure, we compute smooth trajectories along which certain second‐order expansions can be obtained. We also give the first‐ and second‐order derivatives of primal‐dual function in the space of decision variables Rm under some assumptions.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2014/845017

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:845017

Access Statistics for this article

More articles in Abstract and Applied Analysis from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().