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A New Jacobian-Like Method for the Polyhedral Cone-Constrained Eigenvalue Problem

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  • Guo Sun

Abstract

The eigenvalue problem over a polyhedral cone is studied in this paper. Based on the F-B NCP function, we reformulate this problem as a system of equations and propose a Jacobian-like method. The global convergence and local quadratic convergence of the proposed method are established under suitable assumptions. Preliminary numerical experiments for a special polyhedral cone are reported in this paper to show the validity of the proposed method.

Suggested Citation

  • Guo Sun, 2012. "A New Jacobian-Like Method for the Polyhedral Cone-Constrained Eigenvalue Problem," Mathematical Problems in Engineering, Hindawi, vol. 2012, pages 1-16, September.
    • Handle: RePEc:hin:jnlmpe:849249
    DOI: 10.1155/2012/849249
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