Name
Abstract | ||
|---|---|---|
In this paper, we discuss the solution of linear and quadratic eigenvalue complementarity problems (EiCPs) using an enumerative algorithm of the type introduced by Júdice et al. (Optim. Methods Softw. 24:549---586, 2009 ). Procedures for computing the interval that contains all the eigenvalues of the linear EiCP are first presented. A nonlinear programming (NLP) model for the quadratic EiCP is formulated next, and a necessary and sufficient condition for a stationary point of the NLP to be a solution of the quadratic EiCP is established. An extension of the enumerative algorithm for the quadratic EiCP is also developed, which solves this problem by computing a global minimum for the NLP formulation. Some computational experience is presented to highlight the efficiency and efficacy of the proposed enumerative algorithm for solving linear and quadratic EiCPs. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1007/s10589-012-9529-0 | Computational Optimization and Applications |
Keywords | Field | DocType |
Eigenvalue problems,Complementarity problems,Nonlinear programming,Global optimization | Complementarity (molecular biology),Mathematical optimization,Global optimization,Nonlinear programming,Algorithm,Quadratic equation,Stationary point,Eigenvalues and eigenvectors,Mathematics | Journal |
Volume | Issue | ISSN |
59 | 1-2 | 0926-6003 |
Citations | PageRank | References |
12 | 0.65 | 12 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Luís M. Fernandes | 1 | 35 | 2.83 |
| Joaquim J. Júdice | 2 | 30 | 2.37 |
| Hanif D. Sherali | 3 | 3403 | 318.40 |
| Maria Antónia Forjaz | 4 | 12 | 1.33 |