Higher-degree eigenvalue complementarity problems for tensors
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tensoralternating direction method of multipliersaugmented Lagrangian methodeigenvalue complementarity problemhigher-degree cone eigenvaluepolynomial optimization problem
Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
Abstract: In this paper, we introduce a unified framework of Tensor Higher-Degree Eigenvalue Complementarity Problem (THDEiCP), which goes beyond the framework of the typical Quadratic Eigenvalue Complementarity Problem (QEiCP) for matrices. First, we study some topological properties of higher-degree cone eigenvalues of tensors. Based upon the symmetry assumptions on the underlying tensors, we then reformulate THDEiCP as a weakly coupled homogeneous polynomial optimization problem, which might be greatly helpful for designing implementable algorithms to solve the problem under consideration numerically. As more general theoretical results, we present the results concerning existence of solutions of THDEiCP without symmetry conditions. Finally, we propose an easily implementable algorithm to solve THDEiCP, and report some computational results.
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Cited in
(20)- Tensor absolute value equations
- On the cone eigenvalue complementarity problem for higher-order tensors
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- Spherical optimization with complex variables for computing US-eigenpairs
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