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 :
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