A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems

DOI10.1007/s10957-017-1100-9zbMath1376.65102OpenAlexW2603292758MaRDI QIDQ2412840

Fatemeh Shakeri, Fatemeh Abdi

Publication date: 27 October 2017

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

Full work available at URL: https://doi.org/10.1007/s10957-017-1100-9

zbMATH Keywords

algorithmvariational inequalityGauss-Newton methodnumerical resulteigenvalue complementarity problemcomplementarity problemJosephy-Newton methodArmijo-type inexact line searchBroyden-Fletcher-Goldfarb-Shanno-type secant update formula

Mathematics Subject Classification ID

Variational inequalities (49J40) Newton-type methods (49M15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Related Items

An alternating direction method of multipliers for the eigenvalue complementarity problem

Uses Software

• PATH Solver

Cites Work

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