Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem

Abstract

In this paper, we propose nonlinear programming (NLP) formulations and difference of convex functions (DC) programming approaches for the asymmetric eigenvalue complementarity problem (EiCP). The EiCP has a solution if and only if these NLP formulations have zero global optimal value. We reformulate the NLP formulations as DC programs which can be efficiently solved by a DC algorithm. Some preliminary numerical results illustrate the good performance of the proposed methods.

Keywords:

• DC programming
• DCA
• complementarity problems
• eigenvalue problems
• nonlinear programming

Acknowledgement

This paper has been presented in ICOTA8.