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Method of centers for minimizing generalized eigenvalues
quasiconvex nondifferentiable optimization generalized eigenvalue linear fractional programming analytic center method of centers interior point method logarithmic barrier Newton algorithm path-following method ellipsoidal approximations
2015/8/12
We consider the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices, each of which depends affinely on the decision variables. Although this problem may appear spe...
