DocumentCode
294362
Title
Eigenvalue multiplicity estimate in semidefinite programming
Author
Fan, Michael K H ; Gong, Yun
Author_Institution
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Volume
3
fYear
1995
fDate
13-15 Dec 1995
Firstpage
3108
Abstract
Proposes a non-heuristic scheme to estimate the eigenvalue multiplicity at solution in semidefinite programming. With some mild assumptions, it is shown that there exists an open neighborhood around the solution so that the authors´ scheme applied to any point in this neighborhood will always give the correct eigenvalue multiplicity at solution. The authors also show how to incorporate this result into a generalization of an existing local method for solving the semidefinite programming problem
Keywords
eigenvalues and eigenfunctions; mathematical programming; eigenvalue multiplicity estimate; nonheuristic scheme; open neighborhood; semidefinite programming; Control systems; Eigenvalues and eigenfunctions; Linear matrix inequalities; Linear programming; Mathematical programming; Quadratic programming; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.478623
Filename
478623
Link To Document