Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
DOI10.1080/10556788.2011.645543zbMATH Open1307.90145OpenAlexW2007456075MaRDI QIDQ2867409FDOQ2867409
Authors: Yi-Shuai Niu, Pham Dinh Tao, Le Thi Hoai An, Joaquim J. Júdice 
Publication date: 19 December 2013
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2011.645543
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Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- On eigenvalues induced by a cone constraint.
- The directional instability problem in systems with frictional contacts.
- Cone-constrained eigenvalue problems: Theory and algorithms
- Local minima of quadratic forms on convex cones
- On the asymmetric eigenvalue complementarity problem
- The symmetric eigenvalue complementarity problem
- Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The eigenvalue complementarity problem
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- On the finiteness of the cone spectrum of certain linear transformations on Euclidean Jordan algebras
Cited In (27)
- An alternating direction method of multipliers for the eigenvalue complementarity problem
- DC Programming and DCA for General DC Programs
- On the quadratic eigenvalue complementarity problem over a general convex cone
- Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
- On an enumerative algorithm for solving eigenvalue complementarity problems
- DC programming and DCA: thirty years of developments
- On solving difference of convex functions programs with linear complementarity constraints
- Solving inverse Pareto eigenvalue problems
- On the numerical solution of the quadratic eigenvalue complementarity problem
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program
- Interior point methods for solving Pareto eigenvalue complementarity problems
- The space decomposition theory for a class of eigenvalue optimizations
- On the solution of the inverse eigenvalue complementarity problem
- On the computation of all eigenvalues for the eigenvalue complementarity problem
- On the quadratic eigenvalue complementarity problem
- DC Programming Approaches for BMI and QMI Feasibility Problems
- Splitting methods for the Eigenvalue Complementarity Problem
- The second-order cone eigenvalue complementarity problem
- On the symmetric quadratic eigenvalue complementarity problem
- A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems
- The descent algorithm for solving the symmetric eigenvalue complementarity problem
- A boosted-DCA with power-sum-DC decomposition for linearly constrained polynomial programs
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
- A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem
- A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
- Solving the Quadratic Eigenvalue Complementarity Problem by DC Programming
- Complementary eigenvalues of graphs
Uses Software
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