A New Jacobian-Like Method for the Polyhedral Cone-Constrained Eigenvalue Problem

Guo Sun

Mathematical Problems in Engineering, 2012, vol. 2012, 1-16

Abstract:

The eigenvalue problem over a polyhedral cone is studied in this paper. Based on the F-B NCP function, we reformulate this problem as a system of equations and propose a Jacobian-like method. The global convergence and local quadratic convergence of the proposed method are established under suitable assumptions. Preliminary numerical experiments for a special polyhedral cone are reported in this paper to show the validity of the proposed method.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:849249

DOI: 10.1155/2012/849249

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