On the computation of all eigenvalues for the eigenvalue complementarity problem

Luís Fernandes (), Joaquim Júdice (), Hanif Sherali () and Masao Fukushima ()

Journal of Global Optimization, 2014, vol. 59, issue 2, 307-326

Abstract: 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 $$[\bar{l}, \bar{u}]$$ [ l ¯ , u ¯ ] in such a way that, in each iteration, either an eigenvalue is computed in $$[\bar{l}, \bar{u}]$$ [ l ¯ , u ¯ ] or a certificate of nonexistence of an eigenvalue in $$[\bar{l}, \bar{u}]$$ [ l ¯ , u ¯ ] 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 $$[\bar{l}, \bar{u}]$$ [ l ¯ , u ¯ ] . Computational experience is presented to illustrate the efficacy and efficiency of the proposed techniques. Copyright Springer Science+Business Media New York 2014

Keywords: Eigenvalue problems; Complementarity problems; Nonlinear programming; Global optimization; 90B60; 90C33; 90C30; 90C26 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10898-014-0165-3

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