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A Support Function Based Algorithm for Optimization with Eigenvalue Constraints

Published in SIAM Journal on Optimization • Jan 1, 2017
Authors:
Emre Mengi

Abstract

Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalue functions and is of practical interest because of a wide range of applications in fields such as structural design and control theory. Here we focus on the optimiz...

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