A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems

DOI10.1007/S10957-017-1100-9MaRDI QIDQ2412840zbMATH OpenOpenAlexFDO

Authors Fatemeh Abdi, Fatemeh Shakeri

Publication date 27 October 2017

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

Full work available at URL https://doi.org/10.1007/s10957-017-1100-9

zbMATH Keywords

algorithmnumerical resultvariational inequalitycomplementarity problemeigenvalue complementarity problemGauss-Newton methodJosephy-Newton methodArmijo-type inexact line searchBroyden-Fletcher-Goldfarb-Shanno-type secant update formula

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Newton-type methods (49M15) Numerical methods for variational inequalities and related problems (65K15)

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Cited in

(3)

• An alternating direction method of multipliers for the eigenvalue complementarity problem
• A New Method with Descent Property for Symmetric Nonlinear Equations
• Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions

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• PATH Solver

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