Details

Autor(en) / Beteiligte

• Fernandes, Luís M.
• Júdice, Joaquim J.
• Sherali, Hanif D.
• Fukushima, Masao

Titel

On the computation of all eigenvalues for the eigenvalue complementarity problem

Ist Teil von

• Journal of global optimization, 2014-07, Vol.59 (2-3), p.307-326

Ort / Verlag

Boston: Springer US

Erscheinungsjahr

2014

Link zum Volltext

Quelle

SpringerLink (Online service)

Beschreibungen/Notizen

• In this paper, a parametric algorithm is introduced for computing all eigenvalues for two Eigenvalue Complementarity Problems discussed in the literature. The algorithm searches a finite number of nested intervals [ l ¯ , u ¯ ] in such a way that, in each iteration, either an eigenvalue is computed in [ l ¯ , u ¯ ] or a certificate of nonexistence of an eigenvalue in [ l ¯ , u ¯ ] is provided. A hybrid method that combines an enumerative method [ 1 ] and a semi-smooth algorithm [ 2 ] is discussed for dealing with the Eigenvalue Complementarity Problem over an interval [ l ¯ , u ¯ ] . Computational experience is presented to illustrate the efficacy and efficiency of the proposed techniques.