A New Jacobian-Like Method for the Polyhedral Cone-Constrained Eigenvalue Problem

Abstract EN

The eigenvalue problem over a polyhedral cone is studied in this paper.

Based on the F-B NCP function, we reformulate this problem as a system of equations and propose a Jacobian-like method.

The global convergence and local quadratic convergence of the proposed method are established under suitable assumptions.

Preliminary numerical experiments for a special polyhedral cone are reported in this paper to show the validity of the proposed method.