Optimality Conditions And Duality Theory for Minimizing Sums of the Largest Eige
Optimality Conditions And Duality Theory for Minimizing Sums of the Largest Eige
Michael L Overton
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The dual matrix U provides the information which leads to the generation of a descent direction, just as negative Lagrange multipliers provide similar information in constrained optimization. The distinction between the cases ^ 1 is as follows: if ^ 1 one eigenvalue is separated from the others by an increase, again reducing the approximate mul- tiplicity but increasing the number of larger eigenvalues (to first order). In either case the theorem guarantees an overall reduction in /„. 20 Case... 2 applies generically ii m + 1 = t{t + l)/2, i. E. The generic dimension of the manifold defined by (3. 53) consists of a single point. It also applies if x minimizes /k on this manifold; see Overton (1988) for a further explanation. Case 3. Neither of Cases 1 and 2 apply.
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