Solving the quadratic eigenvalue complementarity problem by DC programming

DOI10.1007/978-3-319-18161-5_18MaRDI QIDQ5356985zbMATH OpenOpenAlexFDO

Authors Yi-Shuai Niu, Le Thi Hoai An, Pham Dinh Tao, Joaquim J. Júdice

Publication date 12 September 2017

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-18161-5_18

zbMATH Keywords

DCAeigenvalue problemcomplementarity problemDC programmingnonconvex polynomial programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
• A DC programming approach for solving the symmetric eigenvalue complementarity problem
• Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
• On the numerical solution of the quadratic eigenvalue complementarity problem
• On the quadratic eigenvalue complementarity problem

Cites work

• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• A DC programming approach for solving the symmetric eigenvalue complementarity problem
• A new method for solving second-order cone eigenvalue complementarity problems
• A nonsmooth algorithm for cone-constrained eigenvalue problems
• Cone-constrained eigenvalue problems: Theory and algorithms
• Convex Analysis
• Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
• Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions
• On an enumerative algorithm for solving eigenvalue complementarity problems
• On the asymmetric eigenvalue complementarity problem
• On the quadratic eigenvalue complementarity problem
• On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
• On the symmetric quadratic eigenvalue complementarity problem
• Quadratic Eigenvalue Problems under Conic Constraints
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
• The eigenvalue complementarity problem
• The symmetric eigenvalue complementarity problem
• Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions

Cited in

(13)

• On solving linear complementarity problems by DC programming and DCA
• Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
• Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
• DC programming and DCA: thirty years of developments
• On minimizing difference of a SOS-convex polynomial and a support function over a SOS-concave matrix polynomial constraint
• On solving difference of convex functions programs with linear complementarity constraints
• Cone-constrained rational 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
• A DC programming approach for solving the symmetric eigenvalue complementarity problem
• On the quadratic 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

This page was built for publication: Solving the quadratic eigenvalue complementarity problem by DC programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5356985)