| Article ID: | iaor20122498 |
| Volume: | 51 |
| Issue: | 3 |
| Start Page Number: | 1097 |
| End Page Number: | 1117 |
| Publication Date: | Apr 2012 |
| Journal: | Computational Optimization and Applications |
| Authors: | Pham Dinh Tao, Judice Joaquim, Moeini Mahdi, Le Thi Hoai |
| Keywords: | matrices |
In this paper, we investigate a DC (Difference of Convex functions) programming technique for solving large scale Eigenvalue Complementarity Problems (EiCP) with real symmetric matrices. Three equivalent formulations of EiCP are considered. We first reformulate them as DC programs and then use DCA (DC Algorithm) for their solution. Computational results show the robustness, efficiency, and high speed of the proposed algorithms.