On the quadratic eigenvalue complementarity problem

DOI10.1007/S10898-014-0260-5MaRDI QIDQ330258zbMATH OpenOpenAlexFDO

Authors Carmo P. Brás, Alfredo Iusem, Joaquim J. Júdice

Publication date 25 October 2016

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-014-0260-5

zbMATH Keywords

global optimizationnonlinear programmingnumerical experimentsquadratic eigenvalue complementarity problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The authors give a new sufficient condition for the existence of the solutions of the quadratic eigenvalue complementarity problem. Furthermore, they provide an upper bound for the number of the solution of this type of problems. Some numerical experiments on the numerical solution of the quadratic eigenvalue complementarity problem are reported to indicate the competitiveness of the strategies used in this paper.

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Cites work

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• Cone-constrained eigenvalue problems: Theory and algorithms
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• scientific article; zbMATH DE number 961607 (Why is no real title available?)
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• On the asymmetric eigenvalue complementarity problem
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• On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
• On the symmetric quadratic eigenvalue complementarity problem
• Quadratic Eigenvalue Problems under Conic Constraints
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• The symmetric eigenvalue complementarity problem
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Cited in

(15)

• On the quadratic eigenvalue complementarity problem over a general convex cone
• Complementarity eigenvalue problems for nonlinear matrix pencils
• Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
• A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
• New results on Pareto spectra
• On the computation of all eigenvalues for the eigenvalue complementarity problem
• On the numerical solution of the quadratic eigenvalue complementarity problem
• On the symmetric quadratic eigenvalue complementarity problem
• On the asymmetric eigenvalue complementarity problem
• An alternating direction method of multipliers for the eigenvalue complementarity problem
• The second-order cone quadratic eigenvalue complementarity problem
• Cone-constrained rational eigenvalue problems
• Solving the quadratic eigenvalue complementarity problem by DC programming
• Localization of complementarity eigenvalues
• On the quality of complementary bounds for eigenvalues

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Uses Software

• MINOS

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