# A Support Function Based Algorithm for Optimization with Eigenvalue Constraints

@article{Mengi2017ASF, title={A Support Function Based Algorithm for Optimization with Eigenvalue Constraints}, author={Emre Mengi}, journal={SIAM J. Optim.}, year={2017}, volume={27}, pages={246-268} }

Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalue functions and is of practical interest because of a wide range of applications in fields such as structural design and control theory. Here we focus on the optimization of a linear objective subject to a constraint on the smallest eigenvalue of an analytic and Hermitian matrix-valued function. We propose a numerical approach based on quadratic support…

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