Mert Gurbuzbalaban The root radius of a polynomial is the maximum of the moduli of its roots (zeros). We consider the following optimization problem: minimize the root radius over monic polynomials of degree $n$, with either real or complex coefficients, subject to $k$ consistent affine constraints on the coefficients. We show that there always exists an optimal … Read more
Given a family of real or complex monic polynomials of fixed degree with one affine constraint on their coefficients, consider the problem of minimizing the root radius (largest modulus of the roots) or root abscissa (largest real part of the roots). We give constructive methods for efficiently computing the globally optimal value as well as … Read more
The $\epsilon$-pseudospectral abscissa $\alpha_\epsilon$ and radius $\rho_\epsilon$ of an n x n matrix are respectively the maximal real part and the maximal modulus of points in its $\epsilon$-pseudospectrum, defined using the spectral norm. It was proved in [A.S. Lewis and C.H.J. Pang. Variational analysis of pseudospectra. SIAM Journal on Optimization, 19:1048-1072, 2008] that for fixed … Read more
We discuss two nonsmooth functions on R^n introduced by Nesterov. We show that the first variant is partly smooth in the sense of [A.S. Lewis. Active sets, nonsmoothness and sensitivity. SIAM Journal on Optimization, 13:702–725, 2003.] and that its only stationary point is the global minimizer. In contrast, we show that the second variant has … Read more