A continuation method for tensor complementarity problems

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Abstract: We introduce a Kojima-Megiddo-Mizuno type continuation method for solving tensor complementarity problems. We show that there exists a bounded continuation trajectory when the tensor is strictly semi-positive and any limit point tracing the trajectory gives a solution of the tensor complementarity problem. Moreover, when the tensor is strong strictly semi-positive, tracing the trajectory will converge to the unique solution. Some numerical results are given to illustrate the effectiveness of the method.



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