A DC Programming Approach for Solving the Symmetric Eigenvalue Complementarity Problem
H.
A. Le Thi, M. Moeini, T. Pam Dinh and J. J. Júdice
Abstract
In
this paper, we investigate a DC (Difference of Convex functions)
programming technique for solving large scale Eigenvalue
Complementarity Problems (EiCP) with real symmetric matrices. Three
equivalent formulations of EiCP are considered. We first reformulate
them as DC programs and then using DCA (DC Algorithm) for their
solution. Computational results show the robustness, efficiency, and
high speed of the proposed algorithms.