A nonsmooth algorithm for cone-constrained eigenvalue problems

DOI10.1007/s10589-009-9297-7zbMath1220.90128MaRDI QIDQ540650

Samir Adly, Alberto Seeger

Publication date: 3 June 2011

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-009-9297-7

zbMATH Keywords

matrix pencil; complementarity problem; semismooth Newton method; cone-constrained eigenvalue problem; Lorentz cone; polyhedral convex cone

Mathematics Subject Classification ID

90C53: Methods of quasi-Newton type

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

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