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

Research output: Contribution to journalArticlepeer-review

10 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 languageEnglish
Article number075011
JournalInverse Problems
Volume29
Issue number7
DOIs
Publication statusPublished - Jul 2013

Scopus Subject Areas

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

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