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In this paper, a parametric algorithm is introduced for computing all eigenvalues for two Eigenvalue Complementarity Problems discussed in the literature. The algorithm searches a finite number of nested intervals <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$[\bar{l}, \bar{u}]$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mo stretchy="false">[</mo> <mover accent="true"> <mrow> <mi>l</mi> </mrow> <mrow> <mo stretchy="false">¯</mo> </mrow> </mover> <mo>,</mo> <mover accent="true"> <mrow> <mi>u</mi> </mrow> <mrow> <mo stretchy="false">¯</mo> </mrow> </mover> <mo stretchy="false">]</mo> </mrow> </math> </EquationSource> </InlineEquation> in such a way that, in...</equationsource></equationsource></inlineequation>
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In this paper, we discuss the solution of linear and quadratic eigenvalue complementarity problems (EiCPs) using an enumerative algorithm of the type introduced by Júdice et al. (Optim. Methods Softw. 24:549–586, <CitationRef CitationID="CR1">2009</CitationRef>). Procedures for computing the interval that contains all the eigenvalues...</citationref>
Persistent link: https://www.econbiz.de/10010998335
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