Eigenvalue analysis of constrained minimization problem for homogeneous polynomial

DOI10.1007/S10898-015-0343-YMaRDI QIDQ280985zbMATH OpenOpenAlexFDO

Authors Yisheng Song, Liqun Qi

Publication date 10 May 2016

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.6085

zbMATH Keywords

constrained minimizationPareto \(H\)-eigenvaluePareto \(Z\)-eigenvalueprincipal sub-tensor

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)

Abstract: In this paper, the concepts of Pareto $H$-eigenvalue and Pareto $Z$-eigenvalue are introduced for studying constrained minimization problem and the necessary and sufficient conditions of such eigenvalues are given. It is proved that a symmetric tensor has at least one Pareto $H$-eigenvalue (Pareto $Z$-eigenvalue). Furthermore, the minimum Pareto $H$-eigenvalue (or Pareto $Z$-eigenvalue) of a symmetric tensor is exactly equal to the minimum value of constrained minimization problem of homogeneous polynomial deduced by such a tensor, which gives an alternative methods for solving the minimum value of constrained minimization problem. In particular, a symmetric tensor $mathcalA$ is copositive if and only if every Pareto $H$-eigenvalue ($Z-$eigenvalue) of $mathcalA$ is non-negative.

Review text

The paper is dedicated to the study of constrained minimization problems and, using the concepts of the Pareto \(H\)-eigenvalue and the Pareto \(Z\)-eigenvalue, to the derivation of the necessary and sufficient conditions of such eigenvalues. It is shown that ``a symmetric tensor has at least one Pareto \(H\)-eigenvalue (Pareto \(Z\)-eigenvalue) and that ``the minimum Pareto \(H\)-eigenvalue (or Pareto \(Z\)-eigenvalue) of a symmetric tensor is exactly equal to the minimum value of the constrained minimization problem of the homogeneous polynomial deduced by such a tensor. This result may be used as ``an alternative method for solving the minimum value of the constrained minimization problem. ``As a corollary, a symmetric tensor \(\mathcal A\) is copositive if and only if every Pareto \(H\)-eigenvalue (\(Z\)-eigenvalue) of \(\mathcal A\) is nonnegative and \(\mathcal A\) is strictly copositive if and only if every Pareto \(H\)-eigenvalue (\(Z\)-eigenvalue) of \(\mathcal A\) is positive.

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Cited in

(36)

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