Article ID: | iaor2014697 |
Volume: | 58 |
Issue: | 2 |
Start Page Number: | 423 |
End Page Number: | 454 |
Publication Date: | Jun 2014 |
Journal: | Computational Optimization and Applications |
Authors: | Xia Zun-Quan, Huang Ming, Pang Li-Ping |
Keywords: | matrices |
In this paper we study optimization problems involving eigenvalues of symmetric matrices. One of the difficulties with numerical analysis of such problems is that the eigenvalues, considered as functions of a symmetric matrix, are not differentiable at those points where they coalesce. Here we apply the