A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix

Batool Nekooie, Michael K. H. Fan. A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix. Comp. Opt. and Appl., 2(2):107-127, 1993. [doi]

Authors

Batool Nekooie

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Michael K. H. Fan

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