On the quadratic eigenvalue complementarity problem over a general convex cone

DOI10.1016/j.amc.2015.09.014zbMath1410.90213OpenAlexW2195068248MaRDI QIDQ1732226

Masao Fukushima, Carmo P. Brás, Joaquim Joao Júdice, Alfredo Noel Iusem

Publication date: 22 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.09.014

zbMATH Keywords

global optimizationnonlinear programmingcomplementarity problemseigenvalue problems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

On the numerical solution of the quadratic eigenvalue complementarity problem, A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems, Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem, Cone-constrained rational eigenvalue problems, Splitting methods for the Eigenvalue Complementarity Problem

Uses Software

• GAMS
• MINOS

Cites Work

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