کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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1706047 | 1012448 | 2012 | 9 صفحه PDF | دانلود رایگان |

In this paper, we study the numerical behavior of the semismooth and smoothing Newton methods for solving Pareto eigenvalue problem of the formx⩾0,Ax-λBx⩾0,〈x,Ax-λBx〉=0,where (A, B) is a pair of possibly asymmetric matrices of order n. Such an eigenvalue problem arises in mechanics and in other areas of applied mathematics. By using the (smoothing) Fischer-Burmeister NCP function and the normalization condition eTx = 1, the Pareto eigenvalue problem can be converted into a equivalent semismooth (or smoothing) system of equations, where e = (1, … , 1)T. Then a semismooth (or smoothing) Newton algorithm is designed to solve such a semismooth (or smoothing) system of equations. Some numerical results are reported in the paper, which indicates that the proposed algorithms are very effective.
Journal: Applied Mathematical Modelling - Volume 36, Issue 1, January 2012, Pages 279–287