کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4625491 1631762 2017 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem
ترجمه فارسی عنوان
یک الگوریتم مجموعه فعال بلوک با جستجوی خط انتخابی طیفی برای مسئله مکمل مقادیر ویژه متقارن
کلمات کلیدی
مسائل مکمل؛ مسائل مقادیر ویژه؛ برنامه نویسی غیرخطی؛ بهینه سازی در مقیاس بزرگ
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی

In this paper, we address the solution of the symmetric eigenvalue complementarity problem (EiCP) by treating an equivalent reformulation of finding a stationary point of a fractional quadratic program on the unit simplex. The spectral projected-gradient (SPG) method has been recommended to this optimization problem when the dimension of the symmetric EiCP is large and the accuracy of the solution is not a very important issue. We suggest a new algorithm which combines elements from the SPG method and the block active set method, where the latter was originally designed for box constrained quadratic programs. In the new algorithm the projection onto the unit simplex in the SPG method is replaced by the much cheaper projection onto a box. This can be of particular advantage for large and sparse symmetric EiCPs. Global convergence to a solution of the symmetric EiCP is established. Computational experience with medium and large symmetric EiCPs is reported to illustrate the efficacy and efficiency of the new algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 294, 1 February 2017, Pages 36–48
نویسندگان
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