Abstract

ARENAS, Favián; ARIAS, Carlos  and  PEREZ, Rosana. Solving the eigenvalue complementarity problem using a quasi-Newton algorithm. Rev. acad. colomb. cienc. exact. fis. nat. [online]. 2022, vol.46, n.179, pp.325-338.  Epub Sep 06, 2023. ISSN 0370-3908.  https://doi.org/10.18257/raccefyn.1623.

In this article we consider the complementarity eigenvalue problem, which is of great interest to many researchers due to its numerous applications in Engineering and Physics. We approach its solution as a nonlinear complementarity problem using a quasi-Newton method, a type of method that, as far as we know, has not been used for this purpose. We verify that the problem satisfies certain hypotheses that allow the use of a global quasi-Newton algorithm and we analyze its numerical performance. Numerical tests show the efficiency of the algorithm used and make it a good alternative to solve complementary eigenvalue problems

Keywords : eigenvalue complementarity; nonlinear complementarity problem; nonlinear programming; quasi-Newton, AMS Subject Classification: 93B60; 90C30; 90C33.

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