A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure

Zheng-Jian Bai (matbzjnus.edu.sg)
Delin Chu (matchudlnus.edu.sg)
Defeng Sun (matsundfnus.edu.sg)

Abstract: The inverse quadratic eigenvalue problem (IQEP) arises in the field of structural dynamics. It aims to find three symmetric matrices, known as the mass, the damping and the stiffness matrices, respectively such that they are closest to the given analytical matrices and satisfy the measured data. The difficulty of this problem lies in the fact that in applications the mass matrix should be positive definite and the stiffness matrix positive semidefinite. Based on an equivalent dual optimization version of the IQEP, we present a quadratically convergent Newton-type method. Our numerical experiments confirm the high efficiency of the proposed method.

Keywords: Inverse quadratic eigenvalue problems, Newton's method, quadratic convergence

Category 1: Convex and Nonsmooth Optimization

Category 2: Nonlinear Optimization

Citation: Technical Report, Department of Mathematics, National University of Singapore, Singapore, June 2005.

Download: [PDF]

Entry Submitted: 06/18/2005
Entry Accepted: 06/18/2005
Entry Last Modified: 06/20/2005

Modify/Update this entry