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

DOI10.1007/S10957-022-02019-WzbMATH Open1492.90114OpenAlexW4200634162MaRDI QIDQ2139271FDOQ2139271

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

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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)

Cites Work

• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
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• Fractional Programming
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• A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem
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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

Uses Software

• Gurobi
• Ipopt
• DIMACS

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