Name
Title | ||
|---|---|---|
On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm |
Abstract | ||
|---|---|---|
This paper is devoted to the Eigenvalue Complementarity Problem (EiCP) with symmetric real matrices. This problem is equivalent to finding a stationary point of a dier- entiable optimization program involving the Rayleigh quotient on a simplex (22). We discuss a logarithmic function and a quadratic programming formulation to find a complementarity eigen- value by computing a stationary point of an appropriate merit function on a special convex set. A variant of the spectral projected gradient algorithm with a specially designed line search is introduced to solve the EiCP. Computational experience shows that the application of this algorithm to the logarithmic function formulation is a quite ecient way to find a solution to the symmetric EiCP. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1007/s11075-008-9194-7 | Numerical Algorithms |
Keywords | Field | DocType |
Complementarity,Projected gradient algorithms,Eigenvalue problems | Rayleigh quotient,Mathematical optimization,Mathematical analysis,Algorithm,Complementarity theory,Stationary point,Differentiable function,Divide-and-conquer eigenvalue algorithm,Linear complementarity problem,Mixed complementarity problem,Quadratic programming,Mathematics | Journal |
Volume | Issue | ISSN |
47 | 4 | 1017-1398 |
Citations | PageRank | References |
37 | 1.56 | 8 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Joaquim J. Júdice | 1 | 126 | 10.30 |
| Marcos Raydan | 2 | 733 | 64.01 |
| Silvério S. Rosa | 3 | 67 | 4.03 |
| Sandra A. Santos | 4 | 168 | 21.53 |