Solving the quadratic eigenvalue complementarity problem by DC programming
DOI10.1007/978-3-319-18161-5_18zbMATH Open1370.90275OpenAlexW1201656431MaRDI QIDQ5356985FDOQ5356985
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
Recommendations
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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)
Cites Work
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- The symmetric eigenvalue complementarity problem
- A nonsmooth algorithm for cone-constrained eigenvalue problems
- 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
- The eigenvalue complementarity problem
- On the symmetric quadratic eigenvalue complementarity problem
- Quadratic Eigenvalue Problems under Conic Constraints
- On an enumerative algorithm for solving eigenvalue complementarity problems
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- On the quadratic eigenvalue complementarity problem
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
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