Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
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Publication:2010729
DOI10.1016/J.AMC.2019.02.017zbMATH Open1428.90137arXiv1712.00227OpenAlexW2796439471WikidataQ128389912 ScholiaQ128389912MaRDI QIDQ2010729FDOQ2010729
Joaquim J. Júdice, Le Thi Hoai An, Yi-Shuai Niu, Pham Dinh Tao
Publication date: 27 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1712.00227
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Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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