A nonsmooth algorithm for cone-constrained eigenvalue problems
نویسندگان
چکیده
Such an eigenvalue problem arises in mechanics and in other areas of applied mathematics. The symbol K refers to a closed convex cone in the Euclidean space R and (A,B) is a pair of possibly asymmetric matrices of order n. Special attention is paid to the case in which K is the nonnegative orthant of R. The more general case of a possibly unpointed polyhedral convex cone is also discussed in detail.
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ورودعنوان ژورنال:
- Comp. Opt. and Appl.
دوره 49 شماره
صفحات -
تاریخ انتشار 2011