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SIAMJO
2008
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13 years 5 months ago
A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove glo...
Pierre Apkarian, Dominikus Noll, O. Prot
FOCM
2007
94views more  FOCM 2007»
13 years 5 months ago
Trust-Region Methods on Riemannian Manifolds
A general scheme for trust-region methods on Riemannian manifolds is proposed and analyzed. Among the various approaches available to (approximately) solve the trust-region subpro...
Pierre-Antoine Absil, C. G. Baker, Kyle A. Galliva...