A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem

被引：42

作者：

Hoai An Le Thi ^{[1
]}

Moeini, Mahdi ^{[1
]}

Tao Pham Dinh ^{[2
]}

Judice, Joaquim ^{[3
,4
]}

机构：

[1] Paul Verlaine Univ Metz, Theoret & Appl Comp Sci Lab LITA, F-57045 Metz, France

[2] Natl Inst Appl Sci Rouen, Lab Modelling Optimizat & Operat Res, F-76131 Mont St Aignan, France

[3] Inst Telecomun, Coimbra, Portugal

[4] Univ Coimbra, Dept Math, Coimbra, Portugal

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2012年 / 51卷 / 03期

关键词：

DC programming; DCA; Eigenvalue Complementarity Problem; ALGORITHMS;

D O I：

10.1007/s10589-010-9388-5

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we investigate a DC (Difference of Convex functions) programming technique for solving large scale Eigenvalue Complementarity Problems (EiCP) with real symmetric matrices. Three equivalent formulations of EiCP are considered. We first reformulate them as DC programs and then use DCA (DC Algorithm) for their solution. Computational results show the robustness, efficiency, and high speed of the proposed algorithms.

引用

页码：1097 / 1117

页数：21

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