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Eigenvalue Optimization Codes
Posted:
Jul 16, 1996 7:35 PM
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Are there any codes available for solving large scale eigenvalue
optimization problems? I'm interested in problems of the form:
Minimize the maximum eigenvalue of a matrix A(x)=A_0 + sum x_i A_i,
subject to linear constraints on the x's.
I'm aware that these problems can be formulated as SDP's and solved
using interior point methods. I'm interested in relatively large
problems for which interior point methods become unwieldy. I'm
looking for codes that use other strategies for convex optimization
such as the bundle trust method or Overton's successive partial linear
programming algorithm.
--
Brian Borchers borchers@nmt.edu
Department of Mathematics http://www.nmt.edu/~borchers/
New Mexico Tech Phone: 505-835-5813
Socorro, NM 87801 FAX: 505-835-5366
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