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

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
scientific article

    Statements

    On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    3 June 2008
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    complementarity problem
    0 references
    eigenvalue problems
    0 references
    projected gradient algorithms
    0 references
    quadratic programming
    0 references
    numerical examples
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references