On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm

DOI10.1007/S11075-008-9194-7zbMath1144.65042OpenAlexW1967926151MaRDI QIDQ925253

Silvério S. Rosa, Marcos Raydan, Joaquim Joao Júdice, Sandra Augusta Santos

Publication date: 3 June 2008

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/7714

zbMATH Keywords

quadratic programmingnumerical exampleseigenvalue problemscomplementarity problemprojected gradient algorithms

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• AMPL
• MatrixMarket
• GAMS
• MINOS
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Cites Work

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• A Modeling Language for Mathematical Programming
• Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions
• An interior-point algorithm for nonconvex nonlinear programming
• On eigenvalues induced by a cone constraint.
• The directional instability problem in systems with frictional contacts.
• Computing eigenelements of real symmetric matrices via optimization
• Local minima of quadratic forms on convex cones
• On the asymptotic behaviour of some new gradient methods
• The eigenvalue complementarity problem
• R-linear convergence of the Barzilai and Borwein gradient method
• Two-Point Step Size Gradient Methods
• Unconstrained Variational Principles for Eigenvalues of Real Symmetric Matrices
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• The symmetric eigenvalue complementarity problem
• On the Barzilai and Borwein choice of steplength for the gradient method
• Algorithm 813

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