Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem

DOI10.1007/S10957-022-02019-WMaRDI QIDQ2139271zbMATH OpenOpenAlexFDO

Authors Valentina Sessa, Masao Fukushima, Joaquim J. Júdice

Publication date 17 May 2022

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-022-02019-w

zbMATH Keywords

quadratic programmingeigenvalue problemscomplementarity problemsfractional quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Fractional programming (90C32) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Eigenvalue problems (93B60)

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Cited in

(3)

• An alternating direction method of multipliers for the eigenvalue complementarity problem
• A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
• The sequential quadratic programming for symmetric Pareto eigenvalue complementarity problem

Describes a project that uses

Uses Software

• DIMACS
• Ipopt
• Gurobi

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