Eigopt : Software for Eigenvalue Optimization 

(Last Modifed on June 26, 2014)

These are Matlab routines based on quadratic support functions intended for (especially non-convex) eigenvalue optimization. The user is expected to write the routines calculating the eigenvalue function and its gradient. In the tar files below these routines are provided for some common eigenvalue optimization problems, such as the numerical radius, H-infinity norm, distance to uncontrollability, minimization of the largest eigenvalue of a quadratic matrix-valued function.

For details on how to use the routines please see the brief guide below.
Please send questions to emengi.at.ku.edu.tr