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On Eigenvalue Optimization
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Stable Mappings and Their Singularities
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Newton's method for constrained optimization
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Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
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Orthogonal Procrustes Rotation for Two or More Matrices
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Weighted Minimum Trace Factor Analysis
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Directional derivatives for the value-function in semi-infinite programming
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The minimization of certain nondifferentiable sums of eigenvalues of symmetric matrices
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Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
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Extremal problems on the set of nonnegative definite matrices
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A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
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Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
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ON MATRICES DEPENDING ON PARAMETERS
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Nonlinear Programming--Sequential Unconstrained Minimization Techniques
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An Algorithm for Optimal ℓ2 Scaling of Matrices
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Semi-Definite Matrix Constraints in Optimization
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Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
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On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
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Dual Algorithm for Orthogonal Procrustes Rotations
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Algorithms for Minimum Trace Factor Analysis
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Large-Scale Optimization of Eigenvalues
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A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
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Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
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On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs
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Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Semidefinite Programming: Optimality Conditions and Stability
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