Optimization Online


Numerical Investigation of Crouzeix's Conjecture

Anne Greenbaum(greenbaum***at***uw.edu)
Michael Overton(mo1***at***nyu.edu)

Abstract: Crouzeix's conjecture states that for all polynomials p and matrices A, the inequality ||p(A)||<=2||p||_W(A) holds, where the quantity on the left is the 2-norm of the matrix p(A) and the norm on the right is the maximum modulus of the polynomial p on W(A), the field of values of A. We report on some extensive numerical experiments investigating the conjecture via nonsmooth minimization of the Crouzeix ratio f=||p||_W(A)/||p(A)||, using Chebfun to evaluate this quantity accurately and efficiently and the BFGS method to search for its minimal value, which is 0.5 if Crouzeix's conjecture is true. Almost all of our optimization searches deliver final polynomial-matrix pairs that are very close to nonsmooth stationary points of f with stationary value 0.5 (for which W(A) is a disk) or smooth stationary points of f with stationary value 1 (for which W(A) has a corner). Our observations have led us to some additional conjectures as well as some new theorems. We hope that these give insight into Crouzeix's conjecture, which is strongly supported by our results.

Keywords: nonsmooth optimization, bfgs, polynomial, matrix, field of values, numerical range, chebfun

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation: http://cs.nyu.edu/overton/papers/pdffiles/NumerInvestCrouzeixConj.pdf (Courant Institute of Mathematical Sciences, New York University, November 2016)

Download: [PDF]

Entry Submitted: 11/01/2016
Entry Accepted: 11/01/2016
Entry Last Modified: 11/01/2016

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society