Artículos de revistas
On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
Registro en:
Numerical Algorithms. Springer, v. 47, n. 4, n. 391, n. 407, 2008.
1017-1398
WOS:000254849600005
10.1007/s11075-008-9194-7
Autor
Judice, JJ
Raydan, M
Rosa, SS
Santos, SA
Institución
Resumen
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. 47 4 391 407