On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm

DOI10.1007/S11075-008-9194-7zbMATH Open1144.65042OpenAlexW1967926151MaRDI QIDQ925253FDOQ925253

Silvério S. Rosa, Joaquim J. Júdice, S. A. Santos, M. Raydan

Publication date: 3 June 2008

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/7714

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zbMATH Keywords

quadratic programmingnumerical exampleseigenvalue problemscomplementarity problemprojected gradient algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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Cited In (54)

• An alternating direction method of multipliers for the eigenvalue complementarity problem
• On efficiency of nonmonotone Armijo-type line searches
• The maximum tensor complementarity eigenvalues
• Variational inequality formulation of circular cone eigenvalue complementarity problems
• On the quadratic eigenvalue complementarity problem over a general convex cone
• A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
• Title not available (Why is that?)
• A nonsmooth algorithm for cone-constrained eigenvalue problems
• Higher-degree eigenvalue complementarity problems for tensors
• Tensor eigenvalue complementarity problems
• Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
• Reconstructing a matrix from a partial sampling of Pareto eigenvalues
• On an enumerative algorithm for solving eigenvalue complementarity problems
• On the cone eigenvalue complementarity problem for higher-order tensors
• A class of second-order cone eigenvalue complementarity problems for higher-order tensors
• Inverse eigenvalue problems for linear complementarity systems
• Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization
• A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
• Solving inverse Pareto eigenvalue problems
• On convergence of iterative projection methods for symmetric eigenvalue problems
• On the numerical solution of the quadratic eigenvalue complementarity problem
• Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem
• Interior point methods for solving Pareto eigenvalue complementarity problems
• Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization
• A semismooth Newton method for tensor eigenvalue complementarity problem
• A DC programming approach for solving the symmetric eigenvalue complementarity problem
• Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
• Copositivity and constrained fractional quadratic problems
• A new method for solving second-order cone eigenvalue complementarity problems
• A new method for solving Pareto eigenvalue complementarity problems
• On the solution of the inverse eigenvalue complementarity problem
• On the quadratic eigenvalue complementarity problem
• A DC programming approach for planning a multisensor multizone search for a target
• A projected-gradient interior-point algorithm for complementarity problems
• Splitting methods for the Eigenvalue Complementarity Problem
• The second-order cone eigenvalue complementarity problem
• An investigation of feasible descent algorithms for estimating the condition number of a matrix
• A new Jacobian-like method for the polyhedral cone-constrained eigenvalue problem
• On the symmetric quadratic eigenvalue complementarity problem
• Complementarity eigenvalue analysis of connected graphs
• A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems
• Solving inverse cone-constrained eigenvalue problems
• The descent algorithm for solving the symmetric eigenvalue complementarity problem
• A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem
• New and efficient DCA based algorithms for minimum sum-of-squares clustering
• A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
• The semismooth and smoothing Newton methods for solving Pareto eigenvalue problem
• Global inexact quasi-Newton method for nonlinear system of equations with constraints
• 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
• The descent algorithms for solving symmetric Pareto eigenvalue complementarity problem.
• On convergence of a \(q\)-random coordinate constrained algorithm for non-convex problems

Uses Software

• SPG
• AMPL
• MatrixMarket
• GAMS
• MINOS

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