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.
|Publication status||Published - Jul 2013|
Scopus Subject Areas
- Theoretical Computer Science
- Signal Processing
- Mathematical Physics
- Computer Science Applications
- Applied Mathematics