A hybrid algorithm for optimizing eigenvalues of symmetrical definite pencils

J.P.A. Haeberly, Michael Overton

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1141-1156
JournalSIAM Journal on Matrix Analysis and Applications
Volume15
Issue number4
StatePublished - Oct 1994

Keywords

  • NONSMOOTH OPTIMIZATION
  • GENERALIZED EIGENVALUE PROBLEM
  • MATRIX PENCIL
  • LYAPUNOV EQUATIONS

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