Excerpt from Optimality Conditions and Duality Theory for Minimizing Sums of the Largest Eigenvalues of Symmetric Matrices<br/><br/>Note that the inequality U I is not required. Equation (1 11) is moderately well known; see Fletcher (1985) and Overton (1988.

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Optimality Conditions and Duality Theory for Minimizing Sums of the Largest Eigenvalues of Symmetric Matrices (Classic Reprint)

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