Semidefinite Programming and
Eigenvalue Optimization for Symmetric Matrices

• SDPpack Home Page: Code and Documentation
  
• Go here for Eigenvalue Optimization for NONsymmetric Matrices
  

• C. Helmberg, F. Rendl and M.L. Overton,
  The Spectral Bundle Method with Second-Order Information
  Optimization Methods and Software 29 (2014), pp. 855-876
  Published Article
  Copy of Published Article
  

• Z. Deng, M. Gu and M.L. Overton,
  Structured Primal-Dual Interior-Point Methods for Banded Semidefinite Programming
  Operator Theory: Advances and Applications 202 (2009), pp. 111-141.

• M. Fukuda, B.J. Braams, M. Nakata, M.L. Overton, J.K. Percus, M. Yamashita and Z. Zhao
  Large-Scale Semidefinite Programs in Electronic Structure Calculation
  Math. Programming 109 (2007), pp. 553-580.
  Published Article
  Copy of Published Article (pdf)

• Z. Zhao, B.J. Braams, M. Fukuda, M.L. Overton and J.K. Percus
  The Reduced Density Matrix Method for Electronic Structure Calculations and the Role of Three-Index Representability
  Journal of Chemical Physics 120 (2004), pp. 2095-2104
  Published Article
  PDF (original submission)
  

• J.-P. Haeberly, M.V. Nayakkankuppam and M.L. Overton,
  Extending Mehrotra and Gondzio Higher Order Methods to Mixed Semidefinite-Quadratic-Linear Programming
  Optimization Methods and Software 11 (1999), pp. 67-90.
  Postscript (revised version sent to editor)
  

• J.-P. Haeberly, M.V. Nayakkankuppam and M.L. Overton,
  Mixed Semidefinite-Quadratic-Linear Programs
  In: Recent Advances in LMI Methods for Control (L. El Ghaoui and S.I. Niculescu, eds), SIAM, 2000, pp. 41-54.
  Book web page
  Postscript (revised version sent to editor)
  

• M.V. Nayakkankuppam and M.L. Overton,
  Conditioning of Semidefinite Programs
  Math Programming 85 (1999), pp. 525-540
  Published Article
  Copy of Published Article
  

• F. Alizadeh, J.-P. A. Haeberly and M.L. Overton,
  Primal-Dual Interior-Point Methods for Semidefinite Programming:
  Convergence Rates, Stability and Numerical Results
  SIAM J. Optim. 8 (1998), pp. 746-768
  Published Article
  Copy of Published Article
  

• F. Alizadeh, J.-P. A. Haeberly and M.L. Overton,
  Complementarity and Nondegeneracy in Semidefinite Programming
  Math. Programming 77 (1997), pp. 111-128
  PDF (not quite final version)
  Send e-mail for a reprint.
  

• M. V. Nayakkankuppam and M.L. Overton,
  Primal-Dual Interior-Point Methods for Semidefinite Programming: Numerical Experience with Block-Diagonal Problems
  Proceedings of the IEEE International Symposium on Computer-Aided Control System Design, Dearborn, Michigan, Sept 1996
  Postscript (final version sent to publisher)
  

• M.L. Overton and H. Wolkowicz,
  Semidefinite Programming (Foreword to a special issue on the subject)
  Math. Programming 77 (1997), pp. 105-110
  Postscript (final version sent to publisher)
  Send e-mail for a reprint.
  

• A.S. Lewis and M.L. Overton,
  Eigenvalue Optimization
  Acta Numerica 5 (1996), pp. 149-190.
  Copy of Published Article (ps)
  Copy of Published Article (pdf)
  

• F. Alizadeh, J.-P. A. Haeberly and M.L. Overton,
  Primal-Dual Interior-Point Methods for Semidefinite Programming
  Manuscript, presented at the Math Programming Symposium, Ann Arbor, 1994
  No longer available: see more recent publications above.

• F. Alizadeh, J.-P. A. Haeberly and M.L. Overton,
  A New Primal-Dual Interior-Point Method for Semidefinite Programming
  Proceedings of the Fifth SIAM Conference on Applied Linear Algebra, (J.G. Lewis, ed.), SIAM, Philadelphia, 1994, pp. 113-117.
  No longer available: see more recent publications above.

• M.L. Overton and R.S. Womersley,
  Second Derivatives for Eigenvalue Optimization
  SIAM J. Matrix Anal. Appl. 16 (1995), pp. 697--718.
  PDF (Copy of Published Article)
  

• M.L. Overton and R.S. Womersley,
  Optimality Conditions and Duality Theory for Minimizing Sums of the Largest Eigenvalues of Symmetric Matrices
  Math. Programming 62 (1993), pp. 321-357.
  Postscript (final version sent to publisher)
  Send e-mail for a reprint.

• J.-P. A. Haeberly and M.L. Overton,
  Optimizing Eigenvalues of Symmetric Definite Pencils
  Proceedings of Americal Control Conference, Baltimore, July 1994.
  Postscript (final version sent to publisher)
  

• J.-P. A. Haeberly and M.L. Overton,
  A Hybrid Algorithm for Optimizing Eigenvalues of Symmetric Definite Pencils
  SIAM J. Matr. Anal. Appl. 15 (1994), pp. 1141-1156.
  Abstract (actual published version)
  Postscript (final version sent to publisher)
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• M.L. Overton,
  Large-Scale Optimization of Eigenvalues
  SIAM J. Optimization, 2 (1992), pp. 88-120.
  Published Article
  Copy of Published Article (pdf)

• M.L. Overton,
  On Minimizing the Maximum Eigenvalue of a Symmetric Matrix,
  SIAM J. Matrix Anal. Appl., 9 (1988), pp. 256-268.
  Published Article
  Copy of Published Article (pdf)

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  E-mail address: overton@cs.nyu.edu
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