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Title: | On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm | Authors: | Júdice, Joaquim Raydan, Marcos Rosa, Silvério Santos, Sandra |
Issue Date: | 2008 | Citation: | Numerical Algorithms. 47:4 (2008) 391-407 | Abstract: | 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. | URI: | https://hdl.handle.net/10316/7714 | DOI: | 10.1007/s11075-008-9194-7 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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