(Last Modifed on September 19, 2015)
These Matlab routines are implementations of the algorithm in [1]. Their intended use is the solution of optimization problems with linear objectives subject to an upper bound constraint on the smallest eigenvalue or the largest eigenvalue of a Hermitian matrix-valued function.
For details on how to use the routines please see this readme file which includes sample calls.
Please send questions to emengi@ku.edu.tr
References:
[1] E. Mengi. A support function based algorithm for optimization with eigenvalue constraints. Submitted to SIAM J. Opt.