Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure

Zhengjian Bai; Meixiang Chen; Xiaoming Yuan

doi:10.1088/0266-5611/29/7/075011

Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure

Zhengjian Bai^*, Meixiang Chen, Xiaoming Yuan

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

11 Citations (Scopus)

Abstract

This paper shows that the alternating direction method of multipliers (ADMM) is efficient for solving the semidefinite inverse quadratic eigenvalue problem (SDIQEP) with a partial eigenstructure. We derive several ADMM-based iterative schemes for SDIQEP and demonstrate their efficiency for large-scale cases of SDIQEP numerically.

Original language	English
Article number	075011
Journal	Inverse Problems
Volume	29
Issue number	7
DOIs	https://doi.org/10.1088/0266-5611/29/7/075011
Publication status	Published - Jul 2013

Scopus Subject Areas

Theoretical Computer Science
Signal Processing
Mathematical Physics
Computer Science Applications
Applied Mathematics

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title = "Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure",

abstract = "This paper shows that the alternating direction method of multipliers (ADMM) is efficient for solving the semidefinite inverse quadratic eigenvalue problem (SDIQEP) with a partial eigenstructure. We derive several ADMM-based iterative schemes for SDIQEP and demonstrate their efficiency for large-scale cases of SDIQEP numerically.",

author = "Zhengjian Bai and Meixiang Chen and Xiaoming Yuan",

year = "2013",

month = jul,

doi = "10.1088/0266-5611/29/7/075011",

language = "English",

volume = "29",

journal = "Inverse Problems",

issn = "0266-5611",

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T1 - Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure

AU - Bai, Zhengjian

AU - Chen, Meixiang

AU - Yuan, Xiaoming

PY - 2013/7

Y1 - 2013/7

N2 - This paper shows that the alternating direction method of multipliers (ADMM) is efficient for solving the semidefinite inverse quadratic eigenvalue problem (SDIQEP) with a partial eigenstructure. We derive several ADMM-based iterative schemes for SDIQEP and demonstrate their efficiency for large-scale cases of SDIQEP numerically.

AB - This paper shows that the alternating direction method of multipliers (ADMM) is efficient for solving the semidefinite inverse quadratic eigenvalue problem (SDIQEP) with a partial eigenstructure. We derive several ADMM-based iterative schemes for SDIQEP and demonstrate their efficiency for large-scale cases of SDIQEP numerically.

UR - http://www.scopus.com/inward/record.url?scp=84880754131&partnerID=8YFLogxK

U2 - 10.1088/0266-5611/29/7/075011

DO - 10.1088/0266-5611/29/7/075011

M3 - Journal article

AN - SCOPUS:84880754131

SN - 0266-5611

VL - 29

JO - Inverse Problems

JF - Inverse Problems

IS - 7

M1 - 075011

ER -

Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure

Abstract

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