• 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