Reformulation strategies for eigenvalue optimization using Sylvester's criterion and Cholesky decomposition

• Published in: 23rd European Symposium on Computer Aided Process Engineering Vol. 32; pp. 487 - 492
• Main Authors: Wicaksono, Danan S., Marquardt, Wolfgang
• Format: Book Chapter Reference
• Language: English
• Published: 2013
• Subjects: applied linear algebra; symbolic-numeric computation; applied linear algebra; symbolic-numeric computation
• ISBN: 0444632344; 9780444632340
• ISSN: 1570-7946
• DOI: 10.1016/B978-0-444-63234-0.50082-8

Only a few solvers are currently available to solve eigenvalue optimization problems. In case of nonlinear objective and/or constraints, the capabilities of existing methods are still limited. This contribution addresses two classes of eigenvalue optimization problems: the maximization (minimization...