Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem

DOI10.1016/J.AMC.2019.02.017MaRDI QIDQ2010729zbMATH OpenOpenAlexWikidataFDO

Authors Yi-Shuai Niu, Le Thi Hoai An, Joaquim J. Júdice, Pham Dinh Tao

Publication date 27 November 2019

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

Full work available at URL https://arxiv.org/abs/1712.00227

zbMATH Keywords

global optimizationeigenvalue problemcomplementarity problemdc programming

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Abstract: In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP can be represented as dc programming problem. Then we investigate different dc programming formulations of QEiCP and discuss their dc algorithms based on a well-known method -- DCA. A new local dc decomposition is proposed which aims at constructing a better dc decomposition regarding to the specific feature of the target problem in some neighborhoods of the iterates. This new procedure yields faster convergence and better precision of the computed solution. Numerical results illustrate the efficiency of the new dc algorithms in practice.

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Cited in

(8)

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Uses Software

• YALMIP
• Ipopt

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