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Max-min eigenvalue problems, primal-dual Interior point algorithms, and Trust region subproblemst††

 

作者: Franz Rendi,   RobertJ. Vanderbei,   Henry Wolkowicz,  

 

期刊: Optimization Methods and Software  （Taylor Available online 1995）
卷期: Volume 5, issue 1  

页码: 1-16

 

ISSN:1055-6788

 

年代: 1995

 

DOI:10.1080/10556789508805599

 

出版商: Gordon and Breach Science Publishers

 

关键词: Max-min Eigenvalue Problems;Trust Region Subproblems;Löwner Partial Order;Primal-Dual Interior Point Methods;Quadratic 0,1 Programming;Graph Bisection

 

数据来源: Taylor

 

摘要:

Two Primal-dual interior point algorithms are presented for the problem of maximizing the smallest eigenvalue of a symmetric matrix over diagonal perturbations. These algorithms prove to be simple, robust, and efficient. Both algorithms are based on transforming the problem to one with constraints over the cone of positive semidefinite matrices, i.e. Löwner order constraints. One of the algorithms does this transformation through an intermediate transformation to a trust region subproblem. This allows the removal of a dense row

 

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