On the computation of all eigenvalues for the eigenvalue complementarity problem
In this paper, a parametric algorithm is introduced for computing all eigenvalues for two Eigenvalue Complementarity Problems discussed in the literature. The algorithm searches a finite number of nested intervals \([\bar{l}, \bar{u}]\) in such a way that, in each iteration, either an eigenvalue is computed in \([\bar{l}, \bar{u}]\) or a certificate of nonexistence of an eigenvalue in \([\bar{l}, \bar{u}]\) is provided. A hybrid method that combines an enumerative method [1] and a semi-smooth algorithm [2] is discussed for dealing with the Eigenvalue Complementarity Problem over an interval \([\bar{l}, \bar{u}]\). Computational experience is presented to illustrate the efficacy and efficiency of the proposed techniques.
complementarity problems eigenvalue problems nonlinear programming global optimization 90b60 90c33 90c30 90c26