A Continuous Method for Nonnegative Dominant Eigenvalue Problem

摘要：

Using the technique developed in, in tlus paper. we first convent the nonnengative dominant eigenvalue problem. a nonconvex optinuzation problem. into a minimization problem with concave objective function and convex constraints. Then we propose a continuous method for solving such minimization problem. To accelerate the convergence of the method. a step strategy is adopted, which can choose a suitable step length self-adaptively. Under mild conditions. we prove the global convergence of the method. Some preliminary numerical results are presented to illustrate the method.

关键词： Continuous methods Dynamical systems Variational inequalities

作者: Zhibao Li Deren Han Hongjin He Hai Yang

作者单位: School of Mathematical Science, Nanjing Normal University, Nanjing 210046, P.R. China Department of Civil Engineering, The Hong Kong University of Science and Technology, P.R.China

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 949-955

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）