We propose an accelerated Difference-of-Convex algorithm (Boosted-DCA, or BDCA) with exact line search for efficiently solving Symmetric Eigenvalue Complementarity Problems (SEiCP). We first reformulate SEiCP to involve only symmetric positive definite matrices and introduce a logarithmic DC formulation. The proposed BDCA enhances the classical DCA with an exact line search based on the real roots of a binomial equation. Numerical experiments demonstrate that BDCA achieves significantly faster convergence and superior solutions compared to DCA, KNITRO, FILTERSD, and MATLAB’s FMINCON, particularly for large-scale and ill-conditioned problems.

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BDCA with Exact Line Search for Symmetric Eigenvalue Complementarity Problems

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

摘要

We propose an accelerated Difference-of-Convex algorithm (Boosted-DCA, or BDCA) with exact line search for efficiently solving Symmetric Eigenvalue Complementarity Problems (SEiCP). We first reformulate SEiCP to involve only symmetric positive definite matrices and introduce a logarithmic DC formulation. The proposed BDCA enhances the classical DCA with an exact line search based on the real roots of a binomial equation. Numerical experiments demonstrate that BDCA achieves significantly faster convergence and superior solutions compared to DCA, KNITRO, FILTERSD, and MATLAB’s FMINCON, particularly for large-scale and ill-conditioned problems.