论文信息 - On minimax eigenvalue problems via constrained optimization

On minimax eigenvalue problems via constrained optimization

In this paper, we consider the problem of minimizing the maximum eigenvalues of a matrix. The aim is to show that this optimization problem can be transformed into a standard nonlinearly constrained optimization problem, and hence is solvable by existing software packages. For illustration, two examples are solved by using the proposed method.

C. Goh | K. Teo

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