On The Need for Special Purpose Algorithms for Minimax Eigenvalue Problems.
On The Need for Special Purpose Algorithms for Minimax Eigenvalue Problems.
Loading...
Files
Publication or External Link
Date
1988
Authors
Panier, E.
Advisor
Citation
DRUM DOI
Abstract
It has been recently reported that minimax eigenvalue problems can be formulated as nonlinear optimization problems involving smooth objective and constraint functions. This result seems very appealing since minimax eigenvalue problems are known to be typically nondifferentiable. In this paper, we show however that general purpose nonlinear optimization algorithms usually fail to find a solution to these smooth problems even in the simple case of minimization of the maximum eigenvalue of an affine family of symmetric matrices, a convex problem for which efficient algorithms are available.