## The Mathematics Of Eigenvalue Optimization (2003)

Citations: | 92 - 13 self |

### BibTeX

@MISC{Lewis03themathematics,

author = {A. S. Lewis and Von Neumann},

title = {The Mathematics Of Eigenvalue Optimization},

year = {2003}

}

### Years of Citing Articles

### OpenURL

### Abstract

Optimization problems involving the eigenvalues of symmetric and nonsymmetric matrices present a fascinating mathematical challenge. Such problems arise often in theory and practice, particularly in engineering design, and are amenable to a rich blend of classical mathematical techniques and contemporary optimization theory. This essay presents a personal choice of some central mathematical ideas, outlined for the broad optimization community. I discuss the convex analysis of spectral functions and invariant matrix norms, touching briey on semide nite representability, and then outlining two broader algebraic viewpoints based on hyperbolic polynomials and Lie algebra. Analogous nonconvex notions lead into eigenvalue perturbation theory. The last third of the article concerns stability, for polynomials, matrices, and associated dynamical systems, ending with a section on robustness. The powerful and elegant language of nonsmooth analysis appears throughout, as a unifying narrative thread.