On properties of univariate max functions at local maximizers
More than three decades ago, Boyd and Balakrishnan established a regularity result for the two-norm of a transfer function at maximizers. Their result extends easily to the statement that the maximum eigenvalue of a univariate real analytic Hermitian matrix family is twice continuously differentiable, with Lipschitz second derivative, at all local maximizers, a property that is useful in several applications that we describe. We also investigate whether this smoothness property extends to max functions more generally. We show that the pointwise maximum of a finite set of q -times continuously differentiable univariate functions must have zero derivative at a maximizer for q=1, but arbitrarily close to the maximizer, the derivative may not be defined, even when q=3and the maximizer is isolated.
Year of publication: |
2022
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Authors: | Mitchell, Tim ; Overton, Michael L. |
Published in: |
Optimization Letters. - Berlin, Heidelberg : Springer, ISSN 1862-4480. - Vol. 16.2022, 9, p. 2527-2541
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Publisher: |
Berlin, Heidelberg : Springer |
Subject: | Univariate max functions | Eigenvalues of Hermitian matrix families | H-infinity norm | Numerical radius | Optimization of passive systems |
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