Variational Analysis of Non-Lipschitz Spectral Functions

James V. Burke and Michael L. Overton

We consider spectral functions f o lambda, where f is any permutation-invariant mapping from C^n to R, and lambda is the eigenvalue map from C^{n X n} to C^n, ordering the eigenvalues lexicographically. For example, if f is the function

NYU Computer Science Dept Technical Report 790. Submitted to Math Programming.