Article ID: | iaor20133973 |
Volume: | 55 |
Issue: | 3 |
Start Page Number: | 703 |
End Page Number: | 731 |
Publication Date: | Jul 2013 |
Journal: | Computational Optimization and Applications |
Authors: | Adly Samir, Rammal Hadia |
Keywords: | matrices |
In this paper, we introduce a new method, called the Lattice Projection Method (LPM), for solving eigenvalue complementarity problems. The original problem is reformulated to find the roots of a nonsmooth function. A semismooth Newton type method is then applied to approximate the eigenvalues and eigenvectors of the complementarity problems. The LPM is compared to SNM