ICCOPT 2013 Talk, Room 1.4, Wednesday, July 31, 11:30-13:00

 Speaker: Samir Adly, University of Limoges, France
 Title: A new method for solving eigenvalue complementarity problems


 Abstract:
Scientific Program

In this talk, we introduce a new method, called the Lattice Projection Method (LPM), for solving eigenvalue complementarity problems. The original problem is reformulated to find the roots of a nonsmooth function. A semismooth Newton type method is then applied to approximate the eigenvalues and eigenvectors of the complementarity problems. The LPM is compared to SNM\_min and SNM\_FB, two methods widely discussed in the literature for solving nonlinear complementarity problems, by using the performance profiles as a comparing tool. The performance measures, used to analyze the three solvers on a set of matrices mostly taken from the Matrix Market, are computing time, number of iterations, number of failures and maximum number of solutions found by each solver. The numerical experiments highlight the efficiency of the LPM and show that it is a promising method for solving eigenvalue complementarity problems.


 Talk in: Organized Session Wed.A.14 Variational inequalities and equilibrium problems I
 Cluster: Complementarity and variational inequalities


 Go to: Wed.A
 Go to: unframed Scientific Program

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