Maréchal, Pierre and Ye, Jane Optimizing condition numbers. (2009) SIAM Journal on Optimization (SIOPT), 20 (2). 935-947. ISSN 1052-6234
|
(Document in English)
PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader 301kB |
Official URL: http://dx.doi.org/10.1137/080740544
Abstract
In this paper we study the problem of minimizing condition numbers over a compact convex subset of the cone of symmetric positive semidefinite $n\times n$ matrices. We show that the condition number is a Clarke regular strongly pseudoconvex function. We prove that a global solution of the problem can be approximated by an exact or an inexact solution of a nonsmooth convex program. This asymptotic analysis provides a valuable tool for designing an implementable algorithm for solving the problem of minimizing condition numbers.
Item Type: | Article |
---|---|
Audience (journal): | International peer-reviewed journal |
Uncontrolled Keywords: | |
Institution: | Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE) Other partners > Victoria University (CANADA) |
Laboratory name: | |
Statistics: | download |
Deposited On: | 14 May 2013 15:08 |
Repository Staff Only: item control page