Variational Analysis of Non-Lipschitz Spectral Functions

We consider spectral functions $f \circ \lambda$, where $f$ is any permutation-invariant mapping from $\Cx^n$ to $\Rl$, and $\lambda$ is the eigenvalue map from the set of $n \times n$ complex matrices to $\Cx^n$, ordering the eigenvalues lexicographically. For example, if $f$ is the function ``maximum real part

Citation

Math. Programming 90 (2001), pp. 317-352