An alternating direction method of multipliers for the eigenvalue complementarity problem

Joaquim Judice (1) , Masao Fukushima (2) , Alfredo Iusem (3) , J. M. Martinez (4) , Valentina Sessa (5)

1 CMUC, Departamento de Matemática, Universidade de Coimbra, Coimbra - Portugal
2 Faculty of Science and Technology, Nanzan University,Nagoya
3 IMPA - Instituto Nacional de Matemática Pura e Aplicada
4 IMECC - Instituto de Matemática, Estatística e Computação Científica [Brésil]
5 CMA - Centre de Mathématiques Appliquées

Domaines: Optimisation et contrôle [math.OC]; Algorithme et structure de données [cs.DS]; Mathématiques appliquées

Joaquim Judice, Masao Fukushima, Alfredo Iusem, J. M. Martinez, Valentina Sessa. An alternating direction method of multipliers for the eigenvalue complementarity problem. Optimization Methods and Software, 2020, pp.1-34. ⟨10.1080/10556788.2020.1734804⟩. ⟨hal-02503981⟩