Numerical resolution of cone-constrained eigenvalue problems
AUTOR(ES)
Pinto da Costa, A., Seeger, Alberto
FONTE
Computational & Applied Mathematics
DATA DE PUBLICAÇÃO
2009
RESUMO
Given a convex cone K and matrices A and B, one wishes to find a scalar λ and a nonzero vector x satisfying the complementarity system K ∋ x ⊥(Ax-λ Bx) ∈ K+. This problem arises in mechanics and in other areas of applied mathematics. Two numerical techniques for solving such kind of cone-constrained eigenvalue problem are discussed, namely, the Power Iteration Method and the Scaling and Projection Algorithm.
Documentos Relacionados
- Adaptation of the Lanczos Algorithm for the Solution of Buckling Eigenvalue Problems
- Improved Cuckoo Search (ICS) algorthm for constrained optimization problems
- An interior point method for constrained saddle point problems
- A global linearization approach to solve nonlinear nonsmooth constrained programming problems
- Dual resolution cone beam breast CT: A feasibility study