IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v30y2004i2p253-270.html
   My bibliography  Save this article

Smooth Convex Approximation to the Maximum Eigenvalue Function

Author

Listed:
  • Xin Chen
  • Houduo Qi
  • Liqun Qi
  • Kok-Lay Teo

Abstract

No abstract is available for this item.

Suggested Citation

  • Xin Chen & Houduo Qi & Liqun Qi & Kok-Lay Teo, 2004. "Smooth Convex Approximation to the Maximum Eigenvalue Function," Journal of Global Optimization, Springer, vol. 30(2), pages 253-270, November.
    • Handle: RePEc:spr:jglopt:v:30:y:2004:i:2:p:253-270
    DOI: 10.1007/s10898-004-8271-2
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10898-004-8271-2
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10898-004-8271-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. H. D. Qi, 1999. "Tikhonov Regularization Methods for Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 193-201, July.
    2. Francisco Facchinei, 1998. "Structural and Stability Properties of P 0 Nonlinear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 23(3), pages 735-745, August.
    3. A. S. Lewis, 1996. "Derivatives of Spectral Functions," Mathematics of Operations Research, INFORMS, vol. 21(3), pages 576-588, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xiaojiao Tong & Liqun Qi & Soon-Yi Wu & Felix Wu, 2012. "A smoothing SQP method for nonlinear programs with stability constraints arising from power systems," Computational Optimization and Applications, Springer, vol. 51(1), pages 175-197, January.
    2. Yong-Jin Liu & Jing Yu, 2023. "A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem," Computational Optimization and Applications, Springer, vol. 85(2), pages 547-582, June.
    3. Li Yang & Bo Yu & YanXi Li, 2015. "A homotopy method based on penalty function for nonlinear semidefinite programming," Journal of Global Optimization, Springer, vol. 63(1), pages 61-76, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yun-Bin Zhao & Duan Li, 2001. "On a New Homotopy Continuation Trajectory for Nonlinear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 119-146, February.
    2. Y. B. Zhao & D. Li, 2000. "Strict Feasibility Conditions in Nonlinear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 107(3), pages 641-664, December.
    3. Yong-Jin Liu & Jing Yu, 2022. "A Semismooth Newton-based Augmented Lagrangian Algorithm for Density Matrix Least Squares Problems," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 749-779, December.
    4. Chao Kan & Wen Song, 2015. "Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems," Journal of Global Optimization, Springer, vol. 63(1), pages 77-97, September.
    5. B. Chen, 2001. "Error Bounds for R0-Type and Monotone Nonlinear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 108(2), pages 297-316, February.
    6. Michael W. Trosset, 2002. "Extensions of Classical Multidimensional Scaling via Variable Reduction," Computational Statistics, Springer, vol. 17(2), pages 147-163, July.
    7. Yu-Fei Yang & Liqun Qi, 2005. "Smoothing Trust Region Methods for Nonlinear Complementarity Problems with P 0 -Functions," Annals of Operations Research, Springer, vol. 133(1), pages 99-117, January.
    8. Bigot, Jérémie & Deledalle, Charles, 2022. "Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
    9. Defeng Sun & Jie Sun, 2008. "Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras," Mathematics of Operations Research, INFORMS, vol. 33(2), pages 421-445, May.
    10. Lewis, R.M. & Trosset, M.W., 2006. "Sensitivity analysis of the strain criterion for multidimensional scaling," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 135-153, January.
    11. Yong-Jin Liu & Jing Yu, 2023. "A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem," Computational Optimization and Applications, Springer, vol. 85(2), pages 547-582, June.
    12. Civitarese, Jamil, 2016. "Volatility and correlation-based systemic risk measures in the US market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 459(C), pages 55-67.
    13. J. Sun & L. W. Zhang & Y. Wu, 2006. "Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization," Journal of Optimization Theory and Applications, Springer, vol. 129(3), pages 437-456, June.
    14. E. Allevi & A. Gnudi & I. Konnov, 2006. "The Proximal Point Method for Nonmonotone Variational Inequalities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(3), pages 553-565, July.
    15. Shujun Bi & Le Han & Shaohua Pan, 2013. "Approximation of rank function and its application to the nearest low-rank correlation matrix," Journal of Global Optimization, Springer, vol. 57(4), pages 1113-1137, December.
    16. Ming Huang & Yue Lu & Li Ping Pang & Zun Quan Xia, 2017. "A space decomposition scheme for maximum eigenvalue functions and its applications," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(3), pages 453-490, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:30:y:2004:i:2:p:253-270. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.