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

DOI10.1007/S10957-017-1100-9zbMATH Open1376.65102OpenAlexW2603292758MaRDI QIDQ2412840FDOQ2412840

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

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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

Uses Software

• PATH Solver

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