Eigopt : Software for Eigenvalue Optimization
(Last Modifed on June 26, 2014)
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