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The descent algorithms for solving symmetric Pareto eigenvalue complementarity problem

Lu Zou, Yuan Lei (2023)

Applications of Mathematics

For the symmetric Pareto Eigenvalue Complementarity Problem (EiCP), by reformulating it as a constrained optimization problem on a differentiable Rayleigh quotient function, we present a class of descent methods and prove their convergence. The main features include: using nonlinear complementarity functions (NCP functions) and Rayleigh quotient gradient as the descent direction, and determining the step size with exact linear search. In addition, these algorithms are further extended to solve the...

Truncated spectral regularization for an ill-posed non-linear parabolic problem

Ajoy Jana, M. Thamban Nair (2019)

Czechoslovak Mathematical Journal

It is known that the nonlinear nonhomogeneous backward Cauchy problem u t ( t ) + A u ( t ) = f ( t , u ( t ) ) , 0 t < τ with u ( τ ) = φ , where A is a densely defined positive self-adjoint unbounded operator on a Hilbert space, is ill-posed in the sense that small perturbations in the final value can lead to large deviations in the solution. We show, under suitable conditions on φ and f , that a solution of the above problem satisfies an integral equation involving the spectral representation of A , which is also ill-posed. Spectral truncation is used...

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