Accelerated DC Algorithms for the Asymmetric Eigenvalue Complementarity Problem
Abstract
We are interested in solving the Asymmetric Eigenvalue Complementarity Problem (AEiCP) by accelerated Difference-of-Convex (DC) algorithms. Two novel hybrid accelerated DCA: the Hybrid DCA with Line search and Inertial force (HDCA-LI) and the Hybrid DCA with Nesterov's extrapolation and Inertial force (HDCA-NI), are established. We proposed three DC programming formulations of AEiCP based on Difference-of-Convex-Sums-of-Squares (DC-SOS) decomposition techniques, and applied the classical DCA and 6 accelerated variants (BDCA with exact and inexact line search, ADCA, InDCA, HDCA-LI and HDCA-NI) to the three DC formulations. Numerical simulations of 7 DCA-type methods against state-of-the-art optimization solvers IPOPT, KNITRO and FILTERSD, are reported.
Cite
@article{arxiv.2305.12076,
title = {Accelerated DC Algorithms for the Asymmetric Eigenvalue Complementarity Problem},
author = {Yi-Shuai Niu},
journal= {arXiv preprint arXiv:2305.12076},
year = {2023}
}