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MINIMUM WEIGHT MEMBERS FOR GIVEN LOWER BOUNDS ON EIGENVALUES
Engineering Optimization, 1981The problem is solved of minimizing the mass of an elastic bar whose Euler buckling load and fundamental frequency of transverse vibrations are larger than certain prescribed values. The bar has a solid cross section and is to perform natural vibrations or act as a column at different times during its design life.
B. L KARIHALOO, R. D. PARBERY
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Improving Minimum-Variance Portfolios by Alleviating Overdispersion of Eigenvalues
Journal of Financial and Quantitative Analysis, 2019In portfolio risk minimization, the inverse covariance matrix of returns is often unknown and has to be estimated in practice. Yet the eigenvalues of the sample covariance matrix are often overdispersed, leading to severe estimation errors in the inverse covariance matrix.
Fangquan Shi +3 more
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Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification
SSRN Electronic Journal, 2017We identify a few sample eigenvalues adjustment patterns that lead to an improvement in the out-of-sample portfolio Sharpe ratio when the population covariance matrix admits a high-dimensional factor model. These patterns unveil the key to portfolio performance improvement and shed light on the effectiveness of a few well-known covariance matrix ...
Danqiao Guo +2 more
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Minimum norm output feedback design under specified eigenvalue areas
Systems & Control Letters, 1983Abstract Starting from a new parametric expression for the state feedback controller of a linear, time-invariant system a procedure is derived which reduces the design of output feedback controllers to an unconstrained optimization problem where all free parameters, both the closed-loop eigenvalues and the invariant parameter vectors, are used for ...
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Principal-Minimum Eigenvalue Algorithm for Signal Sensing
2023 IEEE 23rd International Conference on Communication Technology (ICCT), 2023Yumin Zhong, Yanhua Li
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On the minimum eigenvalue of the fan product
Second International Conference on Statistics, Applied Mathematics, and Computing Science (CSAMCS 2022), 2023Qin Zhong, Ling Li
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The eigenvalue problem for a double minimum potential
The Journal of Chemical Physics, 1975Frank L. Tobin, Juergen Hinze
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Asymptotic behavior of shell minimum eigenvalues
2009ARTIOLI, EDOARDO +3 more
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Fault-Tolerant Tracking Control for Spacecraft with Minimum-Eigenvalue
2021 China Automation Congress (CAC), 2021Wenxuan Zhong +4 more
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