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

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 fo...

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Bibliographic Details
Main Authors: Ming Huang, Li-Ping Pang, Xi-Jun Liang, Zun-Quan Xia
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/845017