Active Set Method for Solving Real Symmetric Complementary Eigenvalue Problem

doi:10.11908/j.issn.0253-374x.21200

Home > Archive>Volume 49, Issue 11, 2021 >1526-1532. DOI:10.11908/j.issn.0253-374x.21200

Active Set Method for Solving Real Symmetric Complementary Eigenvalue Problem
DOI:
                        10.11908/j.issn.0253-374x.21200
                    
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                        LEI YuanLEI Yuan
School of Mathematics， Hunan University， Changsha 410082， China
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ZHU LinZHU Lin
School of Mathematics， Hunan University， Changsha 410082， China
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LI BinLI Bin
School of Mathematics， Hunan University， Changsha 410082， China
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Affiliation:School of Mathematics， Hunan University， Changsha 410082， China
Clc Number:O241.6
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Abstract:

Based on the sequential quadratic programming algorithm， a class of active set methods for solving real symmetric complementary eigenvalue problems is constructed in this paper. By designing a special strategy with the active set index selection， the iterative sequence generated by the active set method has the characteristics of monotonous decline， and the convergence of the method is theoretically proved. The numerical experimental results show that the method is effective and superior to built-in algorithm of MATLAB in complementarity and iteration time.

Key words:complementary eigenvalue problem;nonnegative cone;sequential quadratic programming;active set

Reference

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LEI Yuan, ZHU Lin, LI Bin. Active Set Method for Solving Real Symmetric Complementary Eigenvalue Problem[J].同济大学学报(自然科学版),2021,49(11):1526~1532

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Received:January 31,2021
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Online: November 29,2021
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