A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem

Authors:
Hoai An Le Thi;Mahdi Moeini;Tao Pham Dinh;Joaquim Judice
Affiliations:
Theoretical and Applied Computer Science Laboratory (LITA), EA 3097, Paul Verlaine University - Metz, Metz Cedex, France 57045;Theoretical and Applied Computer Science Laboratory (LITA), EA 3097, Paul Verlaine University - Metz, Metz Cedex, France 57045;Laboratory of Modelling, Optimization & Operations Research, National Institute for Applied Sciences - Rouen, Mont Saint Aignan Cedex, France 76131;Instituto de Telecomunicações, Coimbra, Portugal and Department of Mathematics, University of Coimbra, Coimbra, Portugal
Venue:
Computational Optimization and Applications
Year:
2012

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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 use DCA (DC Algorithm) for their solution. Computational results show the robustness, efficiency, and high speed of the proposed algorithms.