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On the quadratic eigenvalue complementarity problem

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Abstract

We introduce several new results on the Quadratic Eigenvalue Complementarity Problem (QEiCP), focusing on the nonsymmetric case, i.e., without making symmetry assumptions on the matrices defining the problem. First we establish a new sufficient condition for existence of solutions of this problem, which is somewhat more manageable than previously existent ones. This condition works through the introduction of auxiliary variables which leads to the reduction of QEiCP to an Eigenvalue Complementarity Problem in higher dimension. Hence, this reduction suggests a new strategy for solving QEiCP, which is also analyzed in the paper. We also present an upper bound for the number of solutions of QEiCP and exhibit some examples of instances of QEiCP whose solution set has large cardinality, without attaining though the just mentioned upper bound. We also investigate the numerical solution of the QEiCP by exploiting a nonlinear programming and a variational inequality formulations of QEiCP. Some numerical experiments are reported and illustrate the benefits and drawbacks of using these formulations for solving the QEiCP in practice.

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Authors and Affiliations

  1. Departamento de Matemática, Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Lisbon, Portugal

    Carmo P. Brás

  2. Instituto de Matématica Pura e Aplicada (IMPA), Estrada Dona Castorina 110, Rio de Janeiro, 22460-320, Brazil

    Alfredo N. Iusem

  3. Instituto de Telecomunicações, Coimbra, Portugal

    Joaquim J. Júdice

Authors
  1. Carmo P. Brás
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  2. Alfredo N. Iusem
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  3. Joaquim J. Júdice
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Corresponding author

Correspondence to Carmo P. Brás.

Additional information

The work of the first author was partially supported by CMA/FCT/UNL, under the project PEst-OE/MAT/UI0297/2011. The work of the second author was partially supported by CNPq Grant No. 301280/86.

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Brás, C.P., Iusem, A.N. & Júdice, J.J. On the quadratic eigenvalue complementarity problem. J Glob Optim 66, 153–171 (2016). https://doi.org/10.1007/s10898-014-0260-5

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  • DOI: https://doi.org/10.1007/s10898-014-0260-5

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