Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem

In this paper, we propose nonlinear programming NLP formulations and difference of convex functions DC programming approaches for the asymmetric eigenvalue complementarity problem EiCP. The EiCP has a solution if and only if these NLP formulations have zero global optimal value. We reformulate the NLP formulations as DC programs which can be efficiently solved by a DC algorithm. Some preliminary numerical results illustrate the good performance of the proposed methods.