Solving the eigenvalue complementarity problem using a quasi-Newton algorithm

In this article we consider the complementarity eigenvalue problem, which is of great interest to many researchers due to its numerous applications in Engineering and Physics. We approach its solution as a nonlinear complementarity problem using a quasi-Newton method, a type of method that, as far as we know, has not been used for this purpose. We verify that the problem satisfies certain hypotheses that allow the use of a global quasiNewton algorithm and we analyze its numerical performance. Numerical tests show the efficiency of the algorithm used and make it a good alternative to solve complementary eigenvalue problems.