Semi-definite programming techniques for structured quadratic inverse eigenvalue problems

Semi-definite programming techniques for structured quadratic inverse eigenvalue problems

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Article ID: iaor20102699
Volume: 53
Issue: 4
Start Page Number: 419
End Page Number: 437
Publication Date: Apr 2010
Journal: Numerical Algorithms
Authors: , ,
Keywords: programming (semidefinite)
Abstract:

In the past decade or so, semi-definite programming (SDP) has emerged as a powerful tool capable of handling a remarkably wide range of problems. This article describes an innovative application of SDP techniques to quadratic inverse eigenvalue problems (QIEPs). The notion of QIEPs is of fundamental importance because its ultimate goal of constructing or updating a vibration system from some observed or desirable dynamical behaviors while respecting some inherent feasibility constraints well suits many engineering applications. Thus far, however, QIEPs have remained challenging both theoretically and computationally due to the great variations of structural constraints that must be addressed. Of notable interest and significance are the uniformity and the simplicity in the SDP formulation that solves effectively many otherwise very difficult QIEPs.

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