Research Papers

by Michael L. Overton

General Interests : My research concerns numerical algorithms, their analysis, and related issues, primarily in the areas of optimization and linear algebra. I am also interested in the mathematical analysis of nonsmooth functions, especially the analysis of eigenvalues, which arise in many different areas of applied mathematics. A related topic is semidefinite programming, which is linear programming in the space of real symmetric matrices, with eigenvalue positivity constraints. I have a special interest in optimization problems involving eigenvalues and other stability measures of nonsymmetric matrices. These optimization problems are nonconvex and nonsmooth and to solve them, we need to use methods that take account of these properties.
M.L. Overton's research work has been supported by the National Science Foundation every year since 1981.

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