Autor(es):
Júdice, Joaquim 
; Raydan, Marcos ; Rosa, Silvério ; Santos, Sandra
Data: 2008
Identificador Persistente: http://hdl.handle.net/10316/7714
Origem: Estudo Geral - Universidade de Coimbra
Detalhes do Documento
On the solution of the symmetric eigenvalue complementarity problem by the spec...
Descrição
Abstract This paper is devoted to the eigenvalue complementarity problem (EiCP) with symmetric real matrices. This problem is equivalent to finding a stationary point of a differentiable optimization program involving the Rayleigh quotient on a simplex (Queiroz et al., Math. Comput. 73, 1849–1863, 2004). We discuss a logarithmic function and a quadratic programming formulation to find a complementarity eigenvalue by computing a stationary point of an appropriate merit function on a special convex set. A variant of the spectral projected gradient algorithm with a specially designed line search is introduced to solve the EiCP. Computational experience shows that the application of this algorithm to the logarithmic function formulation is a quite efficient way to find a solution to the symmetric EiCP. http://dx.doi.org/10.1007/s11075-008-9194-7
Abstract This paper is devoted to the eigenvalue complementarity problem (EiCP) with symmetric real matrices. This problem is equivalent to finding a stationary point of a differentiable optimization program involving the Rayleigh quotient on a simplex (Queiroz et al., Math. Comput. 73, 1849–1863, 2004). We discuss a logarithmic function and a quadratic programming formulation to find a complementarity eigenvalue by computing a stationary point of an appropriate merit function on a special convex set. A variant of the spectral projected gradient algorithm with a specially designed line search is introduced to solve the EiCP. Computational experience shows that the application of this algorithm to the logarithmic function formulation is a quite efficient way to find a solution to the symmetric EiCP. http://dx.doi.org/10.1007/s11075-008-9194-7
Tipo de Documento
Artigo
Idioma Inglês
Idioma Inglês
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