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A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem

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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.

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Authors and Affiliations

  1. Theoretical and Applied Computer Science Laboratory (LITA), EA 3097, Paul Verlaine University - Metz, Ile du Saulcy, 57045, Metz Cedex, France

    Hoai An Le Thi & Mahdi Moeini

  2. Laboratory of Modelling, Optimization & Operations Research, National Institute for Applied Sciences - Rouen, BP 08, Place Emile Blondel, 76131, Mont Saint Aignan Cedex, France

    Tao Pham Dinh

  3. Instituto de Telecomunicações, Coimbra, Portugal

    Joaquim Judice

  4. Department of Mathematics, University of Coimbra, Coimbra, Portugal

    Joaquim Judice

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  1. Hoai An Le Thi
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  2. Mahdi Moeini
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  3. Tao Pham Dinh
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  4. Joaquim Judice
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Correspondence to Hoai An Le Thi.

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Le Thi, H.A., Moeini, M., Pham Dinh, T. et al. A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem. Comput Optim Appl 51, 1097–1117 (2012). https://doi.org/10.1007/s10589-010-9388-5

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