On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm (Q925253): Difference between revisions
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| English | On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm |
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On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm (English)
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3 June 2008
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The authors study an eigenvalue complementarity problem with symmetric matrices. They present a logarithmic function and a quadratic programming formulation to find a complementarity eigenvalue by computing a stationary point of an appropriate merit function on a special convex set. They justify the formulation of logarithmic function through computational experience. There is a considerable amount of mathematical material present in this paper.
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complementarity problem
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eigenvalue problems
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projected gradient algorithms
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quadratic programming
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numerical examples
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