Eigoptc : Software for Optimization Subject to Eigenvalue Constraints

(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.at.ku.edu.tr

[1] E. Mengi. A support function based algorithm for optimization with eigenvalue constraints. Submitted to SIAM J. Opt.