Optimization Problems Over Sets of Matrices

9:00 AM-11:00 AM

*Room: Savannah 1*

Optimization problems involving sets of matrices arise in a wide variety of applications. The common feature of these problems is that the feasible region is the intersection of a finite collection of closed and convex sets in the vector space of square matrices. These sets have a rich geometrical structure and well-known optimization techniques can be applied very effectively. The speakers in this minisymposium will discuss some of such problems on the cone of distance matrices, the cone of diagonally dominant matrices and the set of doubly stochastic matrices.

**Organizer: Marcos Raydan**

*Universidad Central de Venezuela, Caracas, Venezuela*

**9:00-9:25 Optimization Problems on the Cone of Distance Matrices**

*Pablo Tarazaga*, University of Puerto Rico, Mayaguez; and Michael W. Trosset, College of William & Mary

**9:30-9:55 Methods for Constructing Distance Matrices and the Inverse Eigenvalue Problem**

*James H. Wells*and Thomas L. Hayden, University of Kentucky; and Robert Reams, College of William & Mary

**10:00-10:25 Computing the Symmetric Diagonally Dominant Projection via Duality**

*Marcos Raydan*, Organizer; and Pablo Tarazaga, University of Puerto Rico, Mayaguez

**10:30-10:55 Nearest Doubly Stochastic Matrix and Moments to a Given Matrix**

*Thomas L. Hayden*, University of Kentucky; William Glunt, Austin Peay State University; and Robert Reams, College of William & Mary

*MMD, 2/2/99*