A lower bound for the mixed /spl mu/ problem

The mixed /spl mu/ problem has been shown to be NP hard so that exact analysis appears intractable. Our goal then is to exploit the problem structure so as to develop a polynomial time algorithm that approximates /spl mu/ and usually gives good answers. To this end it is shown that /spl mu/ is equivalent to a real eigenvalue maximization problem, and a power algorithm is developed to tackle this problem. The algorithm not only provides a lower bound for /spl mu/ but has the property that /spl mu/ is (almost) always an equilibrium point of the algorithm.