An augmented Lagrangian dual optimization approach to the H-weighted model updating problem
DOI10.1016/J.CAM.2014.02.027zbMATH Open1293.65054OpenAlexW2026678257MaRDI QIDQ396261FDOQ396261
Publication date: 8 August 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.02.027
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augmented Lagrangian dual methodinverse quadratic eigenvalue problemmodel updating problempartial eigendata
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Semidefinite programming (90C22) Inverse problems in linear algebra (15A29) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)
Cites Work
- Computing the nearest correlation matrix--a problem from finance
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- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Title not available (Why is that?)
- Semidefinite optimization
- Finite element model updating in structural dynamics
- The quadratic eigenvalue problem
- Model Updating In Structural Dynamics: A Survey
- A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure
- On the basic theorem of complementarity
- Model-updating for self-adjoint quadratic eigenvalue problems
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- Local structure of feasible sets in nonlinear programming, part II: Nondegeneracy
- Constraint Nondegeneracy in Variational Analysis
- Semi-definite programming techniques for structured quadratic inverse eigenvalue problems
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