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

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scientific article; zbMATH DE number 5281944
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    On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
    scientific article; zbMATH DE number 5281944

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