Generalized eigenvalue complementarity problem for tensors

MaRDI QIDQ5144439zbMATH OpenFDO

Authors Zhongming Chen, Qingzhi Yang, Lu Ye

Publication date 16 January 2021

Full work available at URL https://arxiv.org/abs/1505.02494, http://www.yokohamapublishers.jp/online-p/PJO/vol13/pjov13n3p527.pdf

zbMATH Keywords

generalized eigenvalue complementaritygeneralized tensor eigenpairnonlinear programNP-hardnessshifted projected methodsolution existence

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Abstract: In this paper, the generalized eigenvalue complementarity problem for tensors (GEiCP-T) is addressed, which arises from the stability analysis of finite dimensional mechanical systems and find applications in differential dynamical systems. The general properties of the (GEiCP-T) have been studied. We establish its relationship with the generalized tensor eigenvalue problem. It follows that if exist, the number of $lambda$-solutions can be bounded. We also give some sufficient conditions for the existence of the solution. In particular, there exists a unique solution of the (EiCP-T) (i.e., $J=[n]$) for irreducible nonnegative tensors. For the symmetric case, we derive a sufficient and necessary condition for the solvability of the (GEiCP-T) by reformulating it as a nonlinear program. It has also been proved that deciding the solvability of the (EiCP-T) is NP-hard in general. Moreover, a shifted projected power method is proposed to solve the symmetric (GEiCP-T). The monotonic convergence is also established. The numerical experiments demonstrate convergence behavior of our method and show that the algorithm presented is promising.

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• Inverse eigenvalue problem for tensors
• Spectral projected gradient methods for generalized tensor eigenvalue complementarity problems
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• Modified spectral PRP conjugate gradient method for solving tensor eigenvalue complementarity problems
• Pareto eigenvalue inclusion intervals for tensors
• Higher-degree tensor eigenvalue complementarity problems
• Generalized eigenvalue for even order tensors via Einstein product and its applications in multilinear control systems
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