An inexact spectral bundle method for convex quadratic semidefinite programming
Computational Optimization and Applications
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We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove global convergence of our method in the sense that for an arbitrary starting point, every accumulation point of the sequence of iterates is critical. The method is tested on several problems in feedback control synthesis.