dc.creator | Judice, JJ | |
dc.creator | Raydan, M | |
dc.creator | Rosa, SS | |
dc.creator | Santos, SA | |
dc.date | 2008 | |
dc.date | APR | |
dc.date | 2014-11-13T22:08:28Z | |
dc.date | 2015-11-26T17:11:48Z | |
dc.date | 2014-11-13T22:08:28Z | |
dc.date | 2015-11-26T17:11:48Z | |
dc.date.accessioned | 2018-03-29T00:00:17Z | |
dc.date.available | 2018-03-29T00:00:17Z | |
dc.identifier | Numerical Algorithms. Springer, v. 47, n. 4, n. 391, n. 407, 2008. | |
dc.identifier | 1017-1398 | |
dc.identifier | WOS:000254849600005 | |
dc.identifier | 10.1007/s11075-008-9194-7 | |
dc.identifier | http://www.repositorio.unicamp.br/jspui/handle/REPOSIP/68801 | |
dc.identifier | http://www.repositorio.unicamp.br/handle/REPOSIP/68801 | |
dc.identifier | http://repositorio.unicamp.br/jspui/handle/REPOSIP/68801 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1281185 | |
dc.description | 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. | |
dc.description | 47 | |
dc.description | 4 | |
dc.description | 391 | |
dc.description | 407 | |
dc.language | en | |
dc.publisher | Springer | |
dc.publisher | Dordrecht | |
dc.publisher | Holanda | |
dc.relation | Numerical Algorithms | |
dc.relation | Numer. Algorithms | |
dc.rights | fechado | |
dc.rights | http://www.springer.com/open+access/authors+rights?SGWID=0-176704-12-683201-0 | |
dc.source | Web of Science | |
dc.subject | complementarity | |
dc.subject | projected gradient algorithms | |
dc.subject | eigenvalue problems | |
dc.subject | Barzilai | |
dc.title | On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm | |
dc.type | Artículos de revistas | |