1. An alternating direction method of multipliers for the eigenvalue complementarity problem
- Author
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José Mario Martínez, Alfredo N. Iusem, Joaquim J. Júdice, Masao Fukushima, Valentina Sessa, CMUC, Departamento de Matemática, Universidade de Coimbra, Coimbra - Portugal, Universidade de Coimbra [Coimbra], Faculty of Science and Technology, Nanzan University,Nagoya, Instituto Nacional de Matemática Pura e Aplicada (IMPA), Instituto Nacional de matematica pura e aplicada, Instituto de Matemática, Estatística e Computação Científica [Brésil] (IMECC), Universidade Estadual de Campinas (UNICAMP), Centre de Mathématiques Appliquées (CMA), MINES ParisTech - École nationale supérieure des mines de Paris, and Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)
- Subjects
021103 operations research ,Control and Optimization ,Applied Mathematics ,[INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS] ,Mathematics::Optimization and Control ,0211 other engineering and technologies ,010103 numerical & computational mathematics ,02 engineering and technology ,Computer Science::Numerical Analysis ,01 natural sciences ,Nonlinear programming ,Complementarity theory ,Applied mathematics ,[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] ,0101 mathematics ,Global optimization ,ComputingMilieux_MISCELLANEOUS ,[MATH.APPL]Mathematics [math]/domain_math.appl ,Software ,Eigenvalues and eigenvectors ,Mathematics - Abstract
We introduce an Alternating Direction Method of Multipliers (ADMM) for finding a solution of the nonsymmetric Eigenvalue Complementarity Problem (EiCP). A simpler version of this method is proposed...
- Published
- 2020
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