Skip to main content
Log in

Semi-definite programming techniques for structured quadratic inverse eigenvalue problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Alizadeh, F.: Interior point methods in semidefinite programming with applications to combinatorial optimization. SIAM Optim. J. 5, 13–51 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  2. Alizadeh, F., Haeberly, J.-P.A., Overton, M.L.: Primal-dual interior-point methods for semidefinite programming: convergence rates, stability and numerical results. SIAM Optim. J. 8, 746–768 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  3. Antoniou, A., Lu, W.-S.: Practical Optimization, Algorithms and Engineering Applications. Springer, New York (2007)

    MATH  Google Scholar 

  4. Assis, E., Steffen, V., Jr.: Inverse problem techniques for the identification of rotor-bearing systems. Inverse Probl. Sci. Eng. 11, 39–53 (2003)

    Article  Google Scholar 

  5. Bai, Z.-J., Chu, D., Sun, D.: A dual optimization approach to inverse quadratic eigenvalue problems with partial eigenstructure. SIAM J. Sci. Comput. 29, 2531–2561 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  6. Baruch, M.: Optimization procedure to correct stiffness and flexibility matrices using vibration data. AIAA J. 16, 1208–1210 (1978)

    Article  MATH  Google Scholar 

  7. Berman, A., Nagy, E.J.: Improvement of a large analytical model using test data. AIAA J. 21, 1168–1173 (1983)

    Article  Google Scholar 

  8. Boisvert, R., Pozo, R., Remington, K., Miller, B., Lipman, R.: Matrix Market. National Institute of Standards and Technology, Gaithersburg (2007)

    Google Scholar 

  9. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

    MATH  Google Scholar 

  10. Brinkmeier, M., Nackenhorst, U.: An approach for large-scale gyroscopic eigenvalue problems with application to high-frequency response of rolling tires. Comput. Mech 41, 503–515 (2008)

    Article  MATH  Google Scholar 

  11. Cai, Y.-F., Kuo, Y.-C., Lin, W.-W., Xu, S.-F.: Solutions to a quadratic inverse eigenvalue problem. Linear Algebra Appl. 430, 1590–1606 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  12. Carvalho, J.B., Datta, B.N., Lin, W.-W., Wang, C.-S.: Symmetry preserving eigenvalue embedding in finite-element model updating of vibrating structures. J. Sound Vib. 290, 839–864 (2006)

    Article  MathSciNet  Google Scholar 

  13. Chu, M.T., Datta, B., Lin, W.-W., Xu, S.-F.: Spillover phenomenon in quadratic model updating. AIAA J. 46, 420–428 (2008)

    Article  Google Scholar 

  14. Chu, M.T., Diele, F., Sgura, I.: Gradient flow methods for matrix completion with prescribed eigenvalues. Linear Algebra Appl. 379, 85–112 (Tenth Conference of the International Linear Algebra Society) (2004)

    Article  MATH  MathSciNet  Google Scholar 

  15. Chu, M.T., Golub, G.H.: Inverse Eigenvalue Problems: Theory, Algorithms, and Applications, Numerical Mathematics and Scientific Computation. Oxford University Press, New York (2005)

    Google Scholar 

  16. Chu, M.T., Kuo, Y.-C., Lin, W.-W.: On inverse quadratic eigenvalue problems with partially prescribed eigenstructure. SIAM J. Matrix Anal. Appl. 25, 995–1020 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  17. Chu, M.T., Lin, W.-W., Xu, S.-F.: Updating quadratic models with no spillover effect on unmeasured spectral data. Inverse Probl. 23, 243–256 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  18. Chu, M.T., Xu, S.-F.: Spectral decomposition of real symmetric quadratic λ-matrices and its applications. Math. Compet. 78, 293–313 (2009)

    Article  MathSciNet  Google Scholar 

  19. Datta, B.N.: Finite element model updating and partial eigenvalue assignment in structural dynamics: recent developments on computational methods. In: Proceedings 10th International Conference “Mathematical Modelling and Analysis 2005” and 2nd International Conference “Computational Methods in Applied Mathematics”, pp. 15–27. Technika, Vilnius (2005)

    Google Scholar 

  20. Datta, B.N., Elhay, S., Ram, Y.M., Sarkissian, D.R.: Partial eigenstructure assignment for the quadratic pencil. J. Sound Vib. 230, 101–110 (2000)

    Article  MathSciNet  Google Scholar 

  21. Dong, B., Lin, M.M., Chu, M.T.: Parameter Reconstruction of Vibration Systems from Partial Eigeninformation. North Carolina State University, Raleigh (2009)

    Google Scholar 

  22. Elssel, K., Voss, H.: Reducing huge gyroscopic eigenproblems by automated multi-level substructuring. Arch. Appl. Mech. (Ingenieur Archiv) 76, 171–179 (2006)

    Article  MATH  Google Scholar 

  23. Friswell, M.I., Inman, D.J., Pilkey, D.F.: The direct updating of damping and stiffness matrices. AIAA I. 36, 491–493 (1998)

    Article  Google Scholar 

  24. Friswell, M.I., Mottershead, J.E.: Finite Element Model Updating in Structural Dynamics. Solid Mechanics and its Applications, vol. 38. Kluwer, Dordrecht (1995)

    MATH  Google Scholar 

  25. Gladwell, G.M.L.: Inverse Problems in Vibration. Solid Mechanics and its Applications, 2nd edn., vol. 119. Kluwer, Dordrecht (2004)

    Google Scholar 

  26. Gohberg, I., Lancaster, P., Rodman, L.: Matrix polynomials. Academic Press Inc. (Computer Science and Applied Mathematics) Harcourt Brace Jovanovich, New York (1982)

    MATH  Google Scholar 

  27. Johnson, D.: Advanced Structural Mechanics: An Introduction to Continuum Mechanics and Structural Dynamics. Thomas Telford, London (2000)

    Google Scholar 

  28. Kuo, Y.-C., Lin, W.-W., Xu, S.-F.: New methods for finite element model updating problems. AIAA J. 44, 1310–1316 (2006)

    Article  Google Scholar 

  29. Kuo, Y.-C., Lin, W.-W., Xu, S.-F.: Solutions of the partially described inverse quadratic eigenvalue problem. SIAM J. Matrix Anal. Appl. 29, 33–53 (2006/07)

    Article  MATH  MathSciNet  Google Scholar 

  30. Lancaster, P.: Inverse spectral problems for semisimple damped vibrating systems. SIAM J. Matrix Anal. Appl. 29, 279–301 (2006/07)

    MathSciNet  Google Scholar 

  31. Lancaster, P.: Model-updating for self-adjoint quadratic eigenvalue problems. Linear Algebra Appl. 428, 2778–2790 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  32. Lancaster, P., Prells, U.: Inverse problems for damped vibrating systems. J. Sound Vib. 283, 891–914 (2005)

    Article  MathSciNet  Google Scholar 

  33. Lofberg, J.: YALMIP: a toolbox for modeling and optimization in MATLAB. In: 2004 IEEE International Symposium on Computer Aided Control Systems Design, pp. 284–289. Taipei (2004). http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php

  34. Nesterov, Y., Nemirovskii, A.: Interior-point polynomial algorithms in convex programming. SIAM Studies in Applied Mathematics, vol. 13. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (1994)

    MATH  Google Scholar 

  35. Nichols, N.K., Kautsky, J.: Robust eigenstructure assignment in quadratic matrix polynomials: nonsingular case. SIAM J. Matrix Anal. Appl. 23, 77–102 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  36. Qian, J., Lin, W.-W.: A numerical method for quadratic eigenvalue problems of gyroscopic systems. J. Sound Vib. 306, 284–296 (2007)

    Article  MathSciNet  Google Scholar 

  37. Ram, Y.M., Elhay, S.: An inverse eigenvalue problem for the symmetric tridiagonal quadratic pencil with application to damped oscillatory systems. SIAM J. Appl. Math. 56, 232–244 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  38. Starek, L., Inman, D.J.: A symmetric inverse vibration problem for nonproportional underdamped systems. Trans. ASME J. Appl. Mech. 64, 601–605 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  39. Sturm, J.: SeDuMi. Advanced Optimization Laboratory, McMaster University. http://sedumi.mcmaster.ca (2009)

  40. Tisseur, F., Meerbergen, K.: The quadratic eigenvalue problem. SIAM Rev. 43, 235–286 (2001) (electronic)

    Article  MATH  MathSciNet  Google Scholar 

  41. Todd, M.J.: Semidefinite optimization. Acta Numer. 10, 515–560 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  42. Tütüncü, R.H., Toh, K.C., Todd, M.J.: Solving semidefinite-quadratic-linear programs using SDPT3. Math. Program. 95, 189–217 (2003). http://www.math.nus.edu.sg/~mattohkc/sdpt3.html

    Article  MATH  MathSciNet  Google Scholar 

  43. Wei, F.-S.: Mass and stiffness interaction effects in analytical model modification. AIAA J. 28, 1686–1688 (1990)

    Article  Google Scholar 

  44. Wolkowicz, H.: Bibliography on Semidefinite Programming. Department of Combinatorics and Optimization, University of Waterloo. http://liinwww.ira.uka.de/bibliography/Math/psd.html (2009)

    Google Scholar 

  45. Wolkowicz, H., Saigal, R., Vandenberghe, L. (eds.): Handbook of semidefinite programming. In: International Series in Operations Research & Management Science, vol. 27. (Theory, Algorithms, and Applications). Kluwer, Boston (2000)

    Google Scholar 

  46. Yuan, Y.: A model updating method for undamped structural systems. J. Comput. Appl. Math. 219, 294–301 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  47. Zhong, W.-X.: Duality System in Applied Mechanics and Optimal Control. Advances in Mechanics and Mathematics. Kluwer, Boston (2004)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Matthew M. Lin.

Additional information

Matthew M. Lin’s research was supported in part by the National Science Foundation under grants DMS-0505880 and DMS-0732299.

Bo Dong’s work is partially supported by Chinese Scholarship Council and DLUT (Dalian University of Technology) under grands 3004-893327 and 3004-842321.

Moody T. Chu’s research was supported in part by the National Science Foundation under grants DMS-0505880 and DMS-0732299 and NIH Roadmap for Medical Research grant 1 P20 HG003900-01.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Lin, M.M., Dong, B. & Chu, M.T. Semi-definite programming techniques for structured quadratic inverse eigenvalue problems. Numer Algor 53, 419–437 (2010). https://doi.org/10.1007/s11075-009-9309-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-009-9309-9

Keywords

Mathematics Subject Classifications (2000)

Navigation