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Method of centers for minimizing generalized eigenvalues
quasiconvex nondifferentiable optimization generalized eigenvalue linear fractional programming analytic center method of centers interior point method logarithmic barrier Newton algorithm path-following method ellipsoidal approximations
2015/8/12
We consider the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices, each of which depends affinely on the decision variables. Although this problem may appear spe...
Method of centers for minimizing generalized eigenvalues
quasiconvex nondifferentiable optimization generalized eigenvalue
2015/7/13
We consider the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices, each of which depends affinely on the decision variables. Although this problem may appear spe...