Title
On the Solution of the Inverse Eigenvalue Complementarity Problem
Abstract
In this paper, we discuss the solution of an Inverse Eigenvalue Complementarity Problem. Two nonlinear formulations are presented for this problem. A necessary and sufficient condition for a stationary point of the first of these formulations to be a solution of the problem is established. On the other hand, to assure global convergence to a solution of this problem when it exists, an enumerative algorithm is designed by exploiting the structure of the second formulation. The use of additional implied constraints for enhancing the efficiency of the algorithm is also discussed. Computational results are provided to highlight the performance of the algorithm.
Year
DOI
Venue
2014
10.1007/s10957-013-0464-8
Journal of Optimization Theory and Applications
Keywords
Field
DocType
complementarity problems,eigenvalue problems,global optimization,nonlinear programming
Mathematical optimization,Global optimization,Mathematical analysis,Nonlinear programming,Complementarity theory,Stationary point,Mixed complementarity problem,Linear complementarity problem,Divide-and-conquer eigenvalue algorithm,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
Issue
ISSN
162
1
1573-2878
Citations 
PageRank 
References 
1
0.36
15
Authors
3
Name
Order
Citations
PageRank
Carmo P. Brás1151.98
Joaquim J. Júdice210.36
Hanif D. Sherali33403318.40