On the Solution of the Inverse Eigenvalue Complementarity Problem

Carmo P. Brás (), Joaquim J. Júdice () and Hanif D. Sherali ()
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Carmo P. Brás: Universidade Nova de Lisboa
Joaquim J. Júdice: Instituto de Telecomunicações
Hanif D. Sherali: Virginia Tech.

Journal of Optimization Theory and Applications, 2014, vol. 162, issue 1, No 6, 88-106

Abstract: Abstract In this paper, we discuss the solution of an Inverse Eigenvalue Complementarity Problem. Two nonlinear formulations are presented for this problem. A necessary and sufficient condition for a stationary point of the first of these formulations to be a solution of the problem is established. On the other hand, to assure global convergence to a solution of this problem when it exists, an enumerative algorithm is designed by exploiting the structure of the second formulation. The use of additional implied constraints for enhancing the efficiency of the algorithm is also discussed. Computational results are provided to highlight the performance of the algorithm.

Keywords: Eigenvalue problems; Complementarity problems; Nonlinear programming; Global optimization (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10957-013-0464-8

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