Variational Inequality Formulation of the Asymmetric Eigenvalue Complementarity Problem and its Solution By Means of Gap Functions

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Abstract

In this paper, the solution of the asymmetric eigenvalue complementarity problem (EiCP) is investigated by means of a variational inequality formulation. This problem is then solved by finding a stationary point of the gap function and the regularized gap function. A nonlinear programming formulation of the EiCP results from the gap function. A hybrid algorithm combining a projection technique and a modified Josephy-Newton method is proposed to solve the EiCP by finding a stationary point of the regularized gap function. Numerical results show that the proposed method can in general solve EiCPs efficiently.
Original languageUnknown
Pages (from-to)197-215
JournalPacific Journal Of Optimization
Volume8
Issue number2
Publication statusPublished - 1 Jan 2012

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