On the asymmetric eigenvalue complementarity problem

• Type: Article in International Scientific Journal
• Date: 2009

Authors

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

Journal

Title: Optimization Methods and Software

Vol. 24 No. 4-5

Pages: 549-568

ISSN: 1055-6788

Publisher: Taylor & Francis

Indexing

ISI Web of Knowledge - 35 Citations

Scopus - 41 Citations

Scientific classification

FOS: Engineering and technology > Industrial biotechnology

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 20