A new Jacobian-like method for the polyhedral cone-constrained eigenvalue problem (Q1955268): Difference between revisions

Summary: The eigenvalue problem over a polyhedral cone is studied in this paper. Based on the F-B NCP function, we reformulate this problem as a system of equations and propose a Jacobian-like method. The global convergence and local quadratic convergence of the proposed method are established under suitable assumptions. Preliminary numerical experiments for a special polyhedral cone are reported in this paper to show the validity of the proposed method.