Optimization of Eigenvalues of Nonsymmetric Matrices and Roots of Polynomials
- O.N. Kirillov and M.L. Overton,
Finding the Strongest Stable Massless Column with a Follower Load and Relocatable Concentrated Masses
Quart. J. Mech. Appl. Math. 74 (2021), pp. 223-250
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- J. Eaton, S. Grundel, M. Gürbüzbalaban and M.L. Overton,
Polynomial Root Radius Optimization with Affine Constraints
Math. Programming 165 (2017), pp. 509–528
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- O. Kirillov and M.L. Overton,
Robust Stability at the Swallowtail Singularity
Frontiers in Mathematical Physics 1 (2013), Article 24, doi: 10.3389/fphy.2013.00024
Published Article
- M.L. Overton,
Stability Optimization for Polynomials and Matrices
In: Nonlinear Physical Systems: Spectral Analysis, Stability and
Bifurcations (O. Kirillov and D. Pelinovsky, eds.), Wiley, 2014, pp. 351-375.
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- S. Grundel and M.L. Overton,
Variational Analysis of the Spectral Abscissa at a Matrix with a Nongeneric Multiple Eigenvalue
Set-Valued and Variational Analysis 22 (2014), pp. 19-43
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- V.D. Blondel, M. Gürbüzbalaban, A. Megretski and M.L. Overton,
Explicit Solutions for Root Optimization of a Polynomial Family with One Affine Constraint
IEEE Trans. Auto. Control 57 (2012), pp. 3078 - 3089
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- V.D. Blondel, M. Gurbuzbalaban, A. Megretski and M.L. Overton,
Explicit Solutions for Root Optimization of a Polynomial Family
In: Proceedings of
49th IEEE Conference on Decision and Control (CDC 2010)
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- D. Henrion and M.L. Overton,
Maximizing the Closed Loop Asymptotic Decay Rate for the
Two-Mass-Spring Control Problem
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- J.V. Burke, D. Henrion, A.S. Lewis and M.L. Overton,
Stabilization via Nonsmooth, Nonconvex Optimization
IEEE Transactions on Automatic Control 51 (2006) pp. 1760-1769
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(revised version sent to publisher)
- J.V. Burke, A.S. Lewis and M.L. Overton,
Variational Analysis of Functions of the Roots of Polynomials
Math Programming 104 (2005), pp. 263-292
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- K. K. Gade and M.L. Overton,
Optimizing the Asymptotic Convergence Rate of the Diaconis-Holmes-Neal Sampler
Advances in Applied Mathematics 38 (2007) pp. 382-403
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- J.V. Burke, A.S. Lewis and M.L. Overton,
A Nonsmooth, Nonconvex Optimization Approach to Robust Stabilization by
Static Output Feedback and Low-Order Controllers
In: Proceedings of
ROCOND 2003, Milan, June 2003
Postscript
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Individual figures and problem data
- J.V. Burke, A.S. Lewis and M.L. Overton,
Variational Analysis of the Abscissa Mapping for
Polynomials via the Gauss-Lucas Theorem
Journal of Global Optimization 28 (2004), pp. 259-268.
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- B. Han, M.L. Overton and T. P.-Y. Yu,
Design of Hermite Subdivision Schemes Aided by Spectral Radius
Optimization
SIAM J. Scient. Comp. 25 (2003), pp. 643-656.
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- J.V. Burke, A.S. Lewis and M.L. Overton,
Robust Stability and A Criss-Cross Algorithm for Pseudospectra
IMA Journal of Numerical Analysis 23 (2003), pp. 359-375.
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- J.V. Burke, A.S. Lewis and M.L. Overton,
Optimization and Pseudospectra, with Applications to Robust Stability
SIAM J. Matrix Anal. Appl. 25 (2003), pp. 80-104.
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Corrigendum
- J.V. Burke, A.S. Lewis and M.L. Overton,
Two Numerical Methods for Optimizing Matrix Stability
Linear Algebra and its Applications 351-352 (2002), pp. 117-145.
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Other Supporting Files
- J.V. Burke, A.S. Lewis and M.L. Overton,
Approximating Subdifferentials by Random Sampling of Gradients
Mathematics of Operations Research 27 (2002), pp. 567-584.
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- J.V. Burke, A.S. Lewis and M.L. Overton,
Optimal Stability and Eigenvalue Multiplicity
Foundations of Computational Mathematics 1 (2001),
pp. 205-225.
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- J.V. Burke, A.S. Lewis and M.L. Overton,
Optimizing Matrix Stability
***A good paper to read first***
Proceedings of the American Mathematical Society 129 (2001),
pp. 1635-1642.
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- J.V. Burke and M.L. Overton,
Variational Analysis of the Abscissa Mapping for Polynomials
SIAM J. Control Optim. 39 (2001), pp. 1651-1676.
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- J.V. Burke and M.L. Overton,
Variational Analysis of Non-Lipschitz Spectral Functions
Math. Programming 90 (2001), pp. 317-351.
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- J.V. Burke and M.L. Overton,
Differential Properties of the Spectral Abscissa and
the Spectral Radius for Analytic Matrix-Valued Mappings
J. Nonl. Anal.: Theory, Methods, Appl. 23 (1994), pp. 467-488.
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- J.V. Burke and M.L. Overton,
On the Subdifferentiability of Functions of a Matrix Spectrum
I: Mathematical Foundations; II: Subdifferential Formulas
In: F. Giannessi (ed.), Nonsmooth Optimization: Methods and Applications,
Gordon and Breach, Philadelphia, 1992, pp. 11-18 and 19-29.
I:
Dvi (final version sent to publisher)
II:
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- M.L. Overton and R.S. Womersley,
On Minimizing the Spectral Radius of a Nonsymmetric Matrix
Function - Optimality Conditions and Duality Theory
SIAM J. Matrix Anal. Appl. 9 (1988), pp. 473-498.
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E-mail address: overton@cs.nyu.edu
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