Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices.

Michael L. Overton Robert S. Womersley Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices. 321-357 1993 62 Math. Program. db/journals/mp/mp62.html#OvertonW93 https://doi.org/10.1007/BF01585173