On the computation of all eigenvalues for the eigenvalue complementarity problem

被引：23

作者：

Fernandes, Luis M. ^{[1
,2
]}

Judice, Joaquim J. ^{[2
]}

Sherali, Hanif D. ^{[3
]}

Fukushima, Masao ^{[4
]}

机构：

[1] Inst Politecn Tomar, Tomar, Portugal

[2] Inst Telecomunicacoes, Coimbra, Portugal

[3] Virginia Tech, Grado Dept Ind & Syst Engn, Blacksburg, VA USA

[4] Nanzan Univ, Fac Informat Sci & Engn, Seto, Aichi 4890863, Japan

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2014年 / 59卷 / 2-3期

基金：

美国国家科学基金会; 日本学术振兴会;

关键词：

Eigenvalue problems; Complementarity problems; Nonlinear programming; Global optimization;

D O I：

10.1007/s10898-014-0165-3

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, a parametric algorithm is introduced for computing all eigenvalues for two Eigenvalue Complementarity Problems discussed in the literature. The algorithm searches a finite number of nested intervals in such a way that, in each iteration, either an eigenvalue is computed in or a certificate of nonexistence of an eigenvalue in is provided. A hybrid method that combines an enumerative method [1] and a semi-smooth algorithm [2] is discussed for dealing with the Eigenvalue Complementarity Problem over an interval . Computational experience is presented to illustrate the efficacy and efficiency of the proposed techniques.

引用

页码：307 / 326

页数：20

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