The sequential quadratic programming for symmetric Pareto eigenvalue complementarity problem

MaRDI QIDQ6067924zbMATH OpenFDO

Authors Lin Zhu, Yuan Lei, Jiaxin Xie

Publication date 14 December 2023

Full work available at URL http://yokohamapublishers.jp/online2/oppjo/vol19/p579.html

zbMATH Keywords

sequential quadratic programmingglobal convergencequadratic programming subproblemPareto eigenvalue complementarity problem

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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(2)

• New results on Pareto spectra
• A block Lanczos method for the symmetric generalized eigenvalue complementarity problem

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