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• W1967926151 abstract "This paper is devoted to the eigenvalue complementarity problem (EiCP) with symmetric real matrices. This problem is equivalent to finding a stationary point of a differentiable optimization program involving the Rayleigh quotient on a simplex (Queiroz et al., Math. Comput. 73, 1849–1863, 2004). We discuss a logarithmic function and a quadratic programming formulation to find a complementarity eigenvalue by computing a stationary point of an appropriate merit function on a special convex set. A variant of the spectral projected gradient algorithm with a specially designed line search is introduced to solve the EiCP. Computational experience shows that the application of this algorithm to the logarithmic function formulation is a quite efficient way to find a solution to the symmetric EiCP." @default.
• W1967926151 created "2016-06-24" @default.
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• W1967926151 date "2008-03-29" @default.
• W1967926151 modified "2023-10-02" @default.
• W1967926151 title "On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm" @default.
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• W1967926151 doi "https://doi.org/10.1007/s11075-008-9194-7" @default.
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