Derivatives of spectral functions
Mathematics of Operations Research
Distance Matrix Completion by Numerical Optimization
Computational Optimization and Applications
Twice Differentiable Spectral Functions
SIAM Journal on Matrix Analysis and Applications
Newton's Method for Large Bound-Constrained Optimization Problems
SIAM Journal on Optimization
Editorial: 2nd Special issue on matrix computations and statistics
Computational Statistics & Data Analysis
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Multidimensional scaling (MDS) is a collection of data analytic techniques for constructing configurations of points from dissimilarity information about interpoint distances. Classsical MDS assumes a fixed matrix of dissimilarities. However, in some applications, e.g., the problem of inferring 3-dimensional molecular structure from bounds on interatomic distances, the dissimilarities are free to vary, resulting in optimization problems with a spectral objective function. A perturbation analysis is used to compute first- and second-order directional derivatives of this function. The gradient and Hessian are then inferred as representers of the derivatives. This coordinate-free approach reveals the matrix structure of the objective and facilitates writing customized optimization software. Also analyzed is the spectrum of the Hessian of the objective.