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. A sufficient condition for a stationary point of this function on Ω to be a solution of the EiCP is presented. A branch-and-bound procedure is developed for finding a global minimum of this merit function on Ω. In addition, a sequential enumerative algorithm for the computation of the minimum and the maximum eigenvalues is also discussed. Computational experience is included to highlight the efficiency and efficacy of the proposed methodologies to solve the asymmetric EiCP.
27 February 2018 in Statistics, Optimization & Information Computing
In this article, we develop a simple mathematical GNU Octave/MATLAB code that is easy to modify for the simulation of mathematical models governed by fractional-order differential equations, and for the resolution of fractional-order optimal control problems through Pontryagin’s maximum principle (indirect approach to optimal control). For this purpose, a fractional-order model for the respiratory syncytial virus (RSV) infection is considered. The model is an improvement of one first proposed by the authors in 2018. The initial value problem associated with the RSV infection fractional model is numerically solved using Garrapa’s fde12 solver and two simple methods coded here in Octave/MATLAB: the fractional forward Euler’s method and the predict-evaluate-correct-evaluate (PECE) method of Adams–Bashforth–Moulton. A fractional optimal control problem is then formulated having treatment as the control. The fractional Pontryagin maximum principle is used to characterize the fractional optimal control and the extremals of the problem are determined numerically through the implementation of the forward-backward PECE method. The implemented algorithms are available on GitHub and, at the end of the paper, in appendixes, both for the uncontrolled initial value problem as well as for the fractional optimal control problem, using the free GNU Octave computing software and assuring compatibility with MATLAB.