American Institute of Mathematical Sciences

Advanced
September  2008, 10(4): 997-1019. doi: 10.3934/dcdsb.2008.10.997

A generalized projective dynamic for solving extreme and interior eigenvalue problems

Lei-Hong Zhang 1, and  Li-Zhi Liao 1,

1. 

Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong, China, China

Received  August 2007 Revised  February 2008 Published  August 2008

In [18] (Golub and Liao), a continuous-time system which is based on the projective dynamic is proposed to solve some concave optimization problems (with the unit ball constraint) resulted from extreme and interior eigenvalue problems. The convergence inside the unit ball is established; however, neither further convergence result outside the unit ball nor the stability analysis is available. Moreover, preliminary numerical experience indicates that this method is sensitive to a parameter whose optimal value is still difficult to determine. After analyzing the stability of this dynamic, in this paper, we develop a generalized model and analyze the convergence of the new model both inside and outside the unit ball. The flow of the generalized model is proved to converge almost globally to some eigenvector corresponding to the smallest eigenvalue, and share many surprisingly analogous properties with the Rayleigh quotient gradient flow. Links of our generalized projective dynamical system with other related works are also discussed. The efficiency of our new model is both addressed in theory and verified in numerical testing.
Keywords: Continuous-time system; Projective dynamical system; Symmetric eigenproblem; Stability analysis; Gradient flow; Rayleigh quotient gradient flow..
Mathematics Subject Classification: Primary: 65F15, 65L15, 65M12; Secondary: 65K1.
Citation: Lei-Hong Zhang, Li-Zhi Liao. A generalized projective dynamic for solving extreme and interior eigenvalue problems. Discrete & Continuous Dynamical Systems - B, 2008, 10 (4) : 997-1019. doi: 10.3934/dcdsb.2008.10.997
[1]

Wenqing Hu, Chris Junchi Li. A convergence analysis of the perturbed compositional gradient flow: Averaging principle and normal deviations. Discrete & Continuous Dynamical Systems - A, 2018, 38 (10) : 4951-4977. doi: 10.3934/dcds.2018216
[2]

Samir Salem. A gradient flow approach of propagation of chaos. Discrete & Continuous Dynamical Systems - A, 2020, 40 (10) : 5729-5754. doi: 10.3934/dcds.2020243
[3]

Paul Deuring, Stanislav Kračmar, Šárka Nečasová. A linearized system describing stationary incompressible viscous flow around rotating and translating bodies: Improved decay estimates of the velocity and its gradient. Conference Publications, 2011, 2011 (Special) : 351-361. doi: 10.3934/proc.2011.2011.351
[4]

Timothy Blass, Rafael De La Llave, Enrico Valdinoci. A comparison principle for a Sobolev gradient semi-flow. Communications on Pure & Applied Analysis, 2011, 10 (1) : 69-91. doi: 10.3934/cpaa.2011.10.69
[5]

Matthias Erbar, Jan Maas. Gradient flow structures for discrete porous medium equations. Discrete & Continuous Dynamical Systems - A, 2014, 34 (4) : 1355-1374. doi: 10.3934/dcds.2014.34.1355
[6]

Bertram Düring, Daniel Matthes, Josipa Pina Milišić. A gradient flow scheme for nonlinear fourth order equations. Discrete & Continuous Dynamical Systems - B, 2010, 14 (3) : 935-959. doi: 10.3934/dcdsb.2010.14.935
[7]

Martin Gugat, Alexander Keimer, Günter Leugering, Zhiqiang Wang. Analysis of a system of nonlocal conservation laws for multi-commodity flow on networks. Networks & Heterogeneous Media, 2015, 10 (4) : 749-785. doi: 10.3934/nhm.2015.10.749
[8]

Jonathan Zinsl. The gradient flow of a generalized Fisher information functional with respect to modified Wasserstein distances. Discrete & Continuous Dynamical Systems - S, 2017, 10 (4) : 919-933. doi: 10.3934/dcdss.2017047
[9]

Matthias Erbar, Max Fathi, Vaios Laschos, André Schlichting. Gradient flow structure for McKean-Vlasov equations on discrete spaces. Discrete & Continuous Dynamical Systems - A, 2016, 36 (12) : 6799-6833. doi: 10.3934/dcds.2016096
[10]

K.H. Wong, C. Myburgh, L. Omari. A gradient flow approach for computing jump linear quadratic optimal feedback gains. Discrete & Continuous Dynamical Systems - A, 2000, 6 (4) : 803-808. doi: 10.3934/dcds.2000.6.803
[11]

Dmitrii Rachinskii. Realization of arbitrary hysteresis by a low-dimensional gradient flow. Discrete & Continuous Dynamical Systems - B, 2016, 21 (1) : 227-243. doi: 10.3934/dcdsb.2016.21.227
[12]

J. K. Krottje. On the dynamics of a mixed parabolic-gradient system. Communications on Pure & Applied Analysis, 2003, 2 (4) : 521-537. doi: 10.3934/cpaa.2003.2.521
[13]

Huijuan Li, Junxia Wang. Input-to-state stability of continuous-time systems via finite-time Lyapunov functions. Discrete & Continuous Dynamical Systems - B, 2020, 25 (3) : 841-857. doi: 10.3934/dcdsb.2019192
[14]

Zeng-bao Wu, Yun-zhi Zou, Nan-jing Huang. A new class of global fractional-order projective dynamical system with an application. Journal of Industrial & Management Optimization, 2020, 16 (1) : 37-53. doi: 10.3934/jimo.2018139
[15]

Zhigang Zeng, Tingwen Huang. New passivity analysis of continuous-time recurrent neural networks with multiple discrete delays. Journal of Industrial & Management Optimization, 2011, 7 (2) : 283-289. doi: 10.3934/jimo.2011.7.283
[16]

Qi Yang, Lei Wang, Enmin Feng, Hongchao Yin, Zhilong Xiu. Identification and robustness analysis of nonlinear hybrid dynamical system of genetic regulation in continuous culture. Journal of Industrial & Management Optimization, 2020, 16 (2) : 579-599. doi: 10.3934/jimo.2018168
[17]

Yuhong Dai, Ya-xiang Yuan. Analysis of monotone gradient methods. Journal of Industrial & Management Optimization, 2005, 1 (2) : 181-192. doi: 10.3934/jimo.2005.1.181
[18]

Joon Kwon, Panayotis Mertikopoulos. A continuous-time approach to online optimization. Journal of Dynamics & Games, 2017, 4 (2) : 125-148. doi: 10.3934/jdg.2017008
[19]

Hanqing Jin, Xun Yu Zhou. Continuous-time portfolio selection under ambiguity. Mathematical Control & Related Fields, 2015, 5 (3) : 475-488. doi: 10.3934/mcrf.2015.5.475
[20]

Xiangnan He, Wenlian Lu, Tianping Chen. On transverse stability of random dynamical system. Discrete & Continuous Dynamical Systems - A, 2013, 33 (2) : 701-721. doi: 10.3934/dcds.2013.33.701

2019 Impact Factor: 1.27

Tools

Metrics

  • PDF downloads (36)
  • HTML views (0)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2020 American Institute of Mathematical Sciences