Nonsmooth analysis of eigenvalues: A summary

  • Adrian S. Lewis


I outline a unified approach to characterizing Fréchet, limiting Fréchet, and Clarke subgradients of an arbitrary function of the eigenvalues of a real symmetric matrix. In particular, I compute various subdifferentials of thek'th largest eigenvalue. This paper summarizes the results and techniques presented in detail in [4].


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    Lewis, A.S., Nonsmooth analysis of eigenvalues, forthcoming.Google Scholar
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    Lewis, A.S. andOverton, M.L.,Eigenvalue optimization, Acta Numerica, 1996, to appear.Google Scholar
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    Rockafellar, R.T. andWets, R.J.B., Variational analysis, 1996, to appear.Google Scholar

Copyright information

© Birkhäuser-Verlag 1998

Authors and Affiliations

  • Adrian S. Lewis
    • 1
  1. 1.Department of Combinatorics and OptimizationUniversity of WaterlooWaterlooCanada

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