Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/68801
Type: Artigo de periódico
Title: On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
Author: Judice, JJ
Raydan, M
Rosa, SS
Santos, SA
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.
Subject: complementarity
projected gradient algorithms
eigenvalue problems
Country: Holanda
Editor: Springer
Rights: fechado
Identifier DOI: 10.1007/s11075-008-9194-7
Date Issue: 2008
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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