Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/7714
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Júdice, Joaquim | - |
dc.contributor.author | Raydan, Marcos | - |
dc.contributor.author | Rosa, Silvério | - |
dc.contributor.author | Santos, Sandra | - |
dc.date.accessioned | 2009-02-17T11:17:56Z | - |
dc.date.available | 2009-02-17T11:17:56Z | - |
dc.date.issued | 2008 | en_US |
dc.identifier.citation | Numerical Algorithms. 47:4 (2008) 391-407 | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/7714 | - |
dc.description.abstract | Abstract 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. | en_US |
dc.language.iso | eng | eng |
dc.rights | openAccess | eng |
dc.title | On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm | en_US |
dc.type | article | en_US |
dc.identifier.doi | 10.1007/s11075-008-9194-7 | en_US |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | open | - |
item.fulltext | Com Texto completo | - |
item.languageiso639-1 | en | - |
crisitem.author.orcid | 0000-0001-9441-4877 | - |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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