Timeline for Minimizing the largest eigenvalue of matrix product
Current License: CC BY-SA 4.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 18, 2022 at 1:02 | comment | added | Mark L. Stone | Yes, this is basically the standard formulation for the spectral norm (squared) of an affine function of the optimization variable. So using a convex optimization tool such as CVXPY, you could just use the built-in spectral norm function applied to A+BXC, and add the other constraints. Then square the optimal objective value. | |
| Apr 17, 2022 at 14:39 | history | answered | DSM | CC BY-SA 4.0 |