DC Programming Approach for Asymmetric Eigenvalue Complementarity Problem

摘要：

　　We propose a DC (Difference of Convex fonctions) programming approach for solving asymmetric eigenvalue complementarity problem (EiCP). This problem is equivalent to a Nonlinear Program (NLP) that minimizing a nonconvex polynomial merit function on a convex set defined by linear constraints. EiCP has a solution if and only if NLP has zero global optimal value. We will reformulate the NLP as a DC Program (DCP) and then solve the later one by an efficient DC Algorithm (DCA). Some preliminary numerical results are also reported.

关键词： DC Programming DCA EiCP NLP

作者: Yi-Shuai NIU Tao PHAM DINH Hoai An LE THI Joaquim Jo(a)o JUDICE

作者单位: National Institute for Applied Sciences, Rouen, France University of Paul Verlaine, Metz, France Universidade de Coimbra and Instituto de Telecomunica(c)(o)es, Coimbra, Portugal

会议类型: 国际会议

会议名称: 第8届国际最优化方法及应用大会

会议地点: 上海

会议语种:英文

页码: 208-209

在线出版日期: 2010-12-10（万方平台首次上网日期，不代表论文的发表时间）