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On the quadratic eigenvalue complementarity problem

Listed author(s):
  • Carmo P. Brás

    ()

    (Universidade Nova de Lisboa)

  • Alfredo N. Iusem

    ()

    (Instituto de Matématica Pura e Aplicada (IMPA))

  • Joaquim J. Júdice

    ()

    (Instituto de Telecomunicações)

Registered author(s):

    Abstract We introduce several new results on the Quadratic Eigenvalue Complementarity Problem (QEiCP), focusing on the nonsymmetric case, i.e., without making symmetry assumptions on the matrices defining the problem. First we establish a new sufficient condition for existence of solutions of this problem, which is somewhat more manageable than previously existent ones. This condition works through the introduction of auxiliary variables which leads to the reduction of QEiCP to an Eigenvalue Complementarity Problem in higher dimension. Hence, this reduction suggests a new strategy for solving QEiCP, which is also analyzed in the paper. We also present an upper bound for the number of solutions of QEiCP and exhibit some examples of instances of QEiCP whose solution set has large cardinality, without attaining though the just mentioned upper bound. We also investigate the numerical solution of the QEiCP by exploiting a nonlinear programming and a variational inequality formulations of QEiCP. Some numerical experiments are reported and illustrate the benefits and drawbacks of using these formulations for solving the QEiCP in practice.

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    File URL: http://link.springer.com/10.1007/s10898-014-0260-5
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    Article provided by Springer in its journal Journal of Global Optimization.

    Volume (Year): 66 (2016)
    Issue (Month): 2 (October)
    Pages: 153-171

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    Handle: RePEc:spr:jglopt:v:66:y:2016:i:2:d:10.1007_s10898-014-0260-5
    DOI: 10.1007/s10898-014-0260-5
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    Order Information: Web: http://www.springer.com/business/operations+research/journal/10898

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    1. Hoai Le Thi & Mahdi Moeini & Tao Pham Dinh & Joaquim Judice, 2012. "A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem," Computational Optimization and Applications, Springer, vol. 51(3), pages 1097-1117, April.
    2. 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.
    3. A. Pinto da Costa & A. Seeger, 2010. "Cone-constrained eigenvalue problems: theory and algorithms," Computational Optimization and Applications, Springer, vol. 45(1), pages 25-57, January.
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