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In this paper, we discuss the Eigenvalue Complementarity Problem (EiCP) where at least one of its defining matrices is asymmetric. A sufficient condition for the existence of a solution to the EiCP is established. The EiCP is shown to be equivalent to finding a global minimum of an appropriate merit function on a convex set Ω defined by linear constraints.(More)
The Eigenvalue Complementarity Problem (EiCP) finds important applications in different areas of science and engineering and differs from the traditional Eigenvalue Problem on the existence of nonnegative variables and complementarity constraints between pairs of variables. In this talk the EiCP is first introduced together with some of its extensions and(More)
In this paper a branch-and-bound algorithm is proposed for finding a global minimum to a Mathematical Programming Problem with Complementarity (or Equilibrium) Constraints (MPECs), which incorporates disjunctive cuts for computing lower bounds and employs a Complementarity Active-Set Algorithm for computing upper bounds. Computational results for solving(More)
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