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Cone-constrained eigenvalue problems: theory and algorithms

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Abstract

Equilibria in mechanics or in transportation models are not always expressed through a system of equations, but sometimes they are characterized by means of complementarity conditions involving a convex cone. This work deals with the analysis of cone-constrained eigenvalue problems. We discuss some theoretical issues like, for instance, the estimation of the maximal number of eigenvalues in a cone-constrained problem. Special attention is paid to the Paretian case. As a short addition to the theoretical part, we introduce and study two algorithms for solving numerically such type of eigenvalue problems.

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Pinto da Costa, A., Seeger, A. Cone-constrained eigenvalue problems: theory and algorithms. Comput Optim Appl 45, 25–57 (2010). https://doi.org/10.1007/s10589-008-9167-8

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  • DOI: https://doi.org/10.1007/s10589-008-9167-8

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