Splitting methods for the Eigenvalue Complementarity Problem

DOI10.1080/10556788.2018.1479408zbMath1431.90157OpenAlexW2807349988WikidataQ129727772 ScholiaQ129727772MaRDI QIDQ5238067

Paula Sarabando, Valentina Sessa, Alfredo Noel Iusem, Joaquim Joao Júdice

Publication date: 28 October 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2018.1479408

zbMATH Keywords

global optimizationnonlinear programmingcomplementarity problemseigenvalue problems

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem, Solving inverse Pareto eigenvalue problems, Interior point methods for solving Pareto eigenvalue complementarity problems, A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem, A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix, An active-set algorithmic framework for non-convex optimization problems over the simplex, An alternating direction method of multipliers for the eigenvalue complementarity problem

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A DC programming approach for solving the symmetric eigenvalue complementarity problem
• A nonsmooth algorithm for cone-constrained eigenvalue problems
• On an enumerative algorithm for solving eigenvalue complementarity problems
• On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
• On the finiteness of the cone spectrum of certain linear transformations on Euclidean Jordan algebras
• Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions
• On the convergence of the block principal pivotal algorithm for the LCP
• A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems
• On eigenvalues induced by a cone constraint.
• The directional instability problem in systems with frictional contacts.
• On the quadratic eigenvalue complementarity problem over a general convex cone
• A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem
• On the computation of all eigenvalues for the eigenvalue complementarity problem
• Cone-constrained eigenvalue problems: Theory and algorithms
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• On the numerical solution of the quadratic eigenvalue complementarity problem
• The eigenvalue complementarity problem
• Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
• On the asymmetric eigenvalue complementarity problem
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• The symmetric eigenvalue complementarity problem
• Convergence Properties of Iterative Methods for Symmetric Positive Semidefinite Linear Complementarity Problems