A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem
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DOI: 10.1007/s10589-010-9388-5
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References listed on IDEAS
- Le An & Pham Tao, 2005. "The DC (Difference of Convex Functions) Programming and DCA Revisited with DC Models of Real World Nonconvex Optimization Problems," Annals of Operations Research, Springer, vol. 133(1), pages 23-46, January.
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Cited by:
- Luís Fernandes & Joaquim Júdice & Hanif Sherali & Masao Fukushima, 2014. "On the computation of all eigenvalues for the eigenvalue complementarity problem," Journal of Global Optimization, Springer, vol. 59(2), pages 307-326, July.
- repec:eee:apmaco:v:271:y:2015:i:c:p:594-608 is not listed on IDEAS
- Andrei Patrascu & Ion Necoara, 2015. "Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization," Journal of Global Optimization, Springer, vol. 61(1), pages 19-46, January.
- Le Thi, H.A. & Pham Dinh, T. & Le, H.M. & Vo, X.T., 2015. "DC approximation approaches for sparse optimization," European Journal of Operational Research, Elsevier, vol. 244(1), pages 26-46.
- Carmo P. Brás & Alfredo N. Iusem & Joaquim J. Júdice, 2016. "On the quadratic eigenvalue complementarity problem," Journal of Global Optimization, Springer, vol. 66(2), pages 153-171, October.
- Luís Fernandes & Joaquim Júdice & Hanif Sherali & Maria Forjaz, 2014. "On an enumerative algorithm for solving eigenvalue complementarity problems," Computational Optimization and Applications, Springer, vol. 59(1), pages 113-134, October.
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Keywords
DC programming; DCA; Eigenvalue Complementarity Problem;Statistics
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