A DC programming approach for solving the symmetric eigenvalue complementarity problem
From MaRDI portal
Publication:429495
DOI10.1007/S10589-010-9388-5zbMATH Open1241.90153OpenAlexW2057932996MaRDI QIDQ429495FDOQ429495
Pham Dinh Tao, Joaquim J. Júdice, Le Thi Hoai An, Mahdi Moeini
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9388-5
Recommendations
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- Solving the quadratic eigenvalue complementarity problem by DC programming
- Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
- The symmetric eigenvalue complementarity problem
- The descent algorithm for solving the symmetric eigenvalue complementarity problem
Cites Work
- Title not available (Why is that?)
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Convex Analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Numerical resolution of cone-constrained eigenvalue problems
- On the asymmetric eigenvalue complementarity problem
- The symmetric eigenvalue complementarity problem
- On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
- 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
- Numerical methods for general and structured eigenvalue problems.
- The eigenvalue complementarity problem
- A complementarity eigenproblem in the stability analysis of finite dimensional elastic systems with frictional contact.
- Computing eigenelements of real symmetric matrices via optimization
- Collusive game solutions via optimization
- Numerical methods for large eigenvalue problems
- Unconstrained Variational Principles for Eigenvalues of Real Symmetric Matrices
- Combined SVM-based feature selection and classification
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
- Properties of two DC algorithms in quadratic programming
- DC Programming Approach for a Class of Nonconvex Programs Involving l 0 Norm
- NP-completeness of the linear complementarity problem
- A continuous approch for globally solving linearly constrained quadratic
- Eigenvalue computation in the 20th century
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- On the finiteness of the cone spectrum of certain linear transformations on Euclidean Jordan algebras
- Optimization-based stability analysis of structures under unilateral constraints
- Globally and Rapidly Convergent Algorithms for Symmetric Eigenproblems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Combinatorial Image Analysis
- Signal and image approximation with level-set constraints
Cited In (33)
- An alternating direction method of multipliers for the eigenvalue complementarity problem
- Solving the index tracking problem: a continuous optimization approach
- DC Programming and DCA for General DC Programs
- On the quadratic eigenvalue complementarity problem over a general convex cone
- The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results
- 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
- A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
- 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
- The descent algorithms for solving symmetric Pareto eigenvalue complementarity problem.
- Interior point methods for solving Pareto eigenvalue complementarity problems
- Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization
- DC approximation approaches for sparse optimization
- Exact penalty and error bounds in DC programming
- 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
- On convergence of a \(q\)-random coordinate constrained algorithm for non-convex 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
- A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
- The symmetric eigenvalue complementarity problem
- Solving the Quadratic Eigenvalue Complementarity Problem by DC Programming
- A kind of stochastic eigenvalue complementarity problems
- Complementary eigenvalues of graphs
Uses Software
This page was built for publication: A DC programming approach for solving the symmetric eigenvalue complementarity problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q429495)
