Copyright © 2012 Guo Sun. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

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.