Reconstructing a matrix from a partial sampling of Pareto eigenvalues
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References listed on IDEAS
- A. Pinto da Costa & A. Seeger, 2010. "Cone-constrained eigenvalue problems: theory and algorithms," Computational Optimization and Applications, Springer, vol. 45(1), pages 25-57, January.
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- Alberto Seeger & David Sossa, 2015. "Complementarity problems with respect to Loewnerian cones," Journal of Global Optimization, Springer, vol. 62(2), pages 299-318, June.
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KeywordsCone-constrained eigenvalue problem; Pareto spectrum; Inverse Pareto eigenvalue problem; Newton method; Normal flow algorithm; Underdetermined system of equations;
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