Variational Analysis of Non-Lipschitz Spectral Functions

James V. Burke (burkemath.washington.edu)
Michael L. Overton (overtoncs.nyu.edu)

Abstract: We consider spectral functions $f \circ \lambda$, where $f$ is any permutation-invariant mapping from $\Cx^n$ to $\Rl$, and $\lambda$ is the eigenvalue map from the set of $n \times n$ complex matrices to $\Cx^n$, ordering the eigenvalues lexicographically. For example, if $f$ is the function ``maximum real part

Keywords:

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation: Math. Programming 90 (2001), pp. 317-352

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Entry Submitted: 06/01/2001
Entry Accepted: 06/12/2001
Entry Last Modified: 06/01/2001

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