On the asymmetric eigenvalue complementarity problem
نویسندگان
چکیده
منابع مشابه
On the asymmetric eigenvalue complementarity problem
In this paper, we discuss the Eigenvalue Complementarity Problem (EiCP) where at least one of its defining matrices is asymmetric. A sufficient condition for the existence of a solution to the EiCP is established. The EiCP is shown to be equivalent to finding a global minimum of an appropriate merit function on a convex set Ω defined by linear constraints. A sufficient condition for a stationar...
متن کاملEfficient DC programming approaches for the asymmetric eigenvalue complementarity problem
In this paper, we propose nonlinear programming formulations (NLP) and DC (Difference of Convex functions) programming approaches for the asymmetric eigenvalue complementarity problem (EiCP). The EiCP has a solution if and only if these NLPs have zero global optimal value. We reformulate the NLPs as DC Programs (DCP) which can be efficiently solved by DCA (DC Algorithm). Some preliminary numeri...
متن کاملThe eigenvalue complementarity problem
In this paper an eigenvalue complementarity problem (EiCP) is studied, which finds its origins in the solution of a contact problem in mechanics. The EiCP is shown to be equivalent to a Nonlinear Complementarity Problem, a Mathematical Programming Problem with Complementarity Constraints and a Global Optimization Problem. A finite Reformulation–Linearization Technique (RLT)-based tree search al...
متن کاملOn the quadratic eigenvalue complementarity problem
We introduce several new results on the Quadratic Eigenvalue Complementarity Problem (QEiCP), focusing on the nonsymmetric case, i,e, without making symmetry assumptions on the matrices defining the problem. First we establish a new sufficient condition for existence of solutions of this problem, which is somewhat more manageable than previously existent ones. This condition works through the i...
متن کاملOn the symmetric quadratic eigenvalue complementarity problem
In this paper, the solution of the symmetric Quadratic Eigenvalue Complementarity Problem (QEiCP) is addressed. The QEiCP has a solution provided the so-called co-regular and co-hyperbolic properties hold and is said to be symmetric if all the matrices involved in its definition are symmetric. We show that under the two conditions stated above the symmetric QEiCP can be reduced to the problem o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2009
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780903102592