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.
翻译:我们关注使用加速的差分凸(DC)算法求解非对称特征值互补问题(AEiCP)。建立了两种新型混合加速DCA:带线搜索与惯性力的混合DCA(HDCA-LI)以及带Nesterov外推与惯性力的混合DCA(HDCA-NI)。基于凸差分平方和(DC-SOS)分解技术,我们提出了AEiCP的三种DC规划表述形式,并将经典DCA及六种加速变体(精确与非精确线搜索下的BDCA、ADCA、InDCA、HDCA-LI与HDCA-NI)应用于这三种DC表述。报告了七种DCA类方法相较于先进优化求解器IPOPT、KNITRO和FILTERSD的数值模拟结果。