On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm (Q925253): Difference between revisions

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.