A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem

DOI10.1016/J.AMC.2016.09.005zbMath1411.90335OpenAlexW2522469375MaRDI QIDQ1734301

Klaus Schönefeld, Andreas Fischer, Sarah Seifert, Carmo P. Brás, Joaquim Joao Júdice

Publication date: 27 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2016.09.005

zbMATH Keywords

large-scale optimizationnonlinear programmingcomplementarity problemseigenvalue problems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (11)

Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem ⋮ The descent algorithm for solving the symmetric eigenvalue complementarity problem ⋮ The descent algorithms for solving symmetric Pareto eigenvalue complementarity problem. ⋮ Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem ⋮ A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem ⋮ An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem ⋮ Splitting methods for the Eigenvalue Complementarity Problem ⋮ Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient ⋮ An active-set algorithmic framework for non-convex optimization problems over the simplex ⋮ An alternating direction method of multipliers for the eigenvalue complementarity problem ⋮ Pareto eigenvalue inclusion intervals for tensors

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