TITLE:
On the Solution of the Eigenvalue Complementarity Problem by a Line Search Filter-SQP Algorithm
AUTHORS:
Qiu Yu, Zhensheng Yu, Yangchen Liu
KEYWORDS:
Eigenvalue Complementarity Problem, Nonlinear Programming, Line Search, Filter Method
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.5 No.10,
October
25,
2017
ABSTRACT: In this paper, the Eigenvalue Complementarity Problem (EiCP) with real symmetric matrices is addressed, which appears in the study of contact problem in mechanics. We discuss a quadratic programming formulation to the problem. The resulting problems are nonlinear programs that can be solved by a line search filter-SQP algorithm.