Solving the Quadratic Eigenvalue Complementarity Problem by DC Programming

Yi-Shuai Niu, Joaquim Júdice, Le Thi Hoai An, Pham Dinh Tao

Abstract

We present in this paper some results for solving the Quadratic Eigenvalue Complementarity Problem (QEiCP) by using DC(Difference of Convex functions) programming approaches. Two equivalent Nonconvex Polynomial Programming (NLP) formulations of QEiCP are introduced. We focus on the construction of the DC programming formulations of the QEiCP from these NLPs. The corresponding numerical solution algorithms based on the classical DC Algorithm (DCA) are also discussed.