dc.creatorJudice, JJ
dc.creatorRaydan, M
dc.creatorRosa, SS
dc.creatorSantos, SA
dc.date2008
dc.dateAPR
dc.date2014-11-13T22:08:28Z
dc.date2015-11-26T17:11:48Z
dc.date2014-11-13T22:08:28Z
dc.date2015-11-26T17:11:48Z
dc.date.accessioned2018-03-29T00:00:17Z
dc.date.available2018-03-29T00:00:17Z
dc.identifierNumerical Algorithms. Springer, v. 47, n. 4, n. 391, n. 407, 2008.
dc.identifier1017-1398
dc.identifierWOS:000254849600005
dc.identifier10.1007/s11075-008-9194-7
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/68801
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/68801
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/68801
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1281185
dc.descriptionThis 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.
dc.description47
dc.description4
dc.description391
dc.description407
dc.languageen
dc.publisherSpringer
dc.publisherDordrecht
dc.publisherHolanda
dc.relationNumerical Algorithms
dc.relationNumer. Algorithms
dc.rightsfechado
dc.rightshttp://www.springer.com/open+access/authors+rights?SGWID=0-176704-12-683201-0
dc.sourceWeb of Science
dc.subjectcomplementarity
dc.subjectprojected gradient algorithms
dc.subjecteigenvalue problems
dc.subjectBarzilai
dc.titleOn the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
dc.typeArtículos de revistas


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