Numerical resolution of cone-constrained eigenvalue problems

Given a convex cone K and matrices A and B, one wishes to find a scalar lambda and a nonzero vector x satisfying the complementarity system K (sic) x perpendicular to (Ax - lambda Bx) is an element of K+. This problem arises in mechanics and in other areas of applied mathematics. Two numerical techniques for solving such kind of cone-constrained eigenvalue problem are discussed, namely, the Power Iteration Method and the Scaling and Projection Algorithm.