Séminaire OrléansMinimisation de conditionnement (Optimizing condition numbers)
Pierre Maréchal (Université Paul-Sabatier de Toulouse)
Tuesday 23 June 2009 14:00 - Orléans - Salle de Séminaire
In this talk, we consider the problem of minimizing condition numbers over a compact convex subset of the cone of symmetric positive semi-definite n x n matrices. We show that the condition number is a Clarke regular pseudoconvex function. We prove that a global solution of the problem can be approximated by an exact or an inexact solution of a nonsmooth convex program. This asymptotic analysis provides a valuable tool for designing an implementable algorithm for solving the problem of minimizing condition numbers.