On the asymmetric eigenvalue complementarity problem

• Tipo: Artigo em Revista Científica Internacional
• Data: 2009

Autores

Joaquim J. Júdice (Autor) Outra; Hanif D. Sherali (Autor) Outra; Isabel M. Ribeiro (Autor) FEUP; Silvério S. Rosa (Autor) Outra

Revista

Título: Optimization Methods and Software

Vol. 24 Nº 4-5

Páginas: 549-568

ISSN: 1055-6788

Editora: Taylor & Francis

Indexação

ISI Web of Knowledge - 35 Citações

Scopus - 41 Citações

Classificação Científica

FOS: Ciências da engenharia e tecnologias > Biotecnologia industrial

Outras Informações

ID Authenticus: P-003-RJK

DOI: 10.1080/10556780903102592

Abstract (EN): 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 defined by linear constraints. A sufficient condition for a stationary point of this function on to be a solution of the EiCP is presented. A branch-and-bound procedure is developed for finding a global minimum of this merit function on . In addition, a sequential enumerative algorithm for the computation of the minimum and the maximum eigenvalues is also discussed. Computational experience is included to highlight the efficiency and efficacy of the proposed methodologies to solve the asymmetric EiCP.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 20