New results on Pareto spectra (Q2174455)

Let \({\mathbb M}_n\) be the space of \(n\times n\) real matrices. A Pareto eigenvalue of \(A\in {\mathbb M}_n\) is a scalar \(\lambda\in {\mathbb R}\) for which the complementarity problem \(0\preceq x\perp (Ax -\lambda x)\succeq 0\) admits a nonzero solution \(x\in {\mathbb R}^n\). Here, \(0\preceq x\) means that \(x\) is entry-wise nonnegative. Pareto eigenvalues are also known as complementarity eigenvalues. The authors continue their studies [the second author, ibid. 292, No. 1--3, 1--14 (1999; Zbl 1016.90067); ibid. 543, 205--225 (2018; Zbl 1387.05160); the second author and \textit{M. Torki}, ibid. 372, 181--206 (2003; Zbl 1046.15008)] as well as the research of others on theoretical properties of Pareto spectra. They first give a classification scheme for Pareto eigenvalues (simple, strict, regular, defective). A matrix \(A\in {\mathbb M}_n\) is called spectrally regular if all Pareto eigenvalues of \(A\) are regular, i.e., \(\Pi(A) = \Pi^\mathrm{reg}(A)\), where \(\Pi(A)\) is the Pareto spectrum of \(A\) and \(\Pi^\mathrm{reg}(A)\) is the set of regular Pareto eigenvalues of \(A\). For each \(A\in {\mathbb M}_n\), the regular Pareto capacity \({\mathfrak c}_n^\mathrm{reg}\) of \({\mathbb M}_n\) is the quantity \[ {\mathfrak c}_n^\mathrm{reg}:=\max_{A\in {\mathbb M}_n}\mathrm{card} [\Pi(A)]. \] They establish \[ {\mathfrak c}_n^\mathrm{reg} = \max_{A\in \mathrm{SR}(n)}\mathrm{card} [\Pi(A)], \] where \(\mathrm{SR}(n)\) is the set of all spectrally regular \(A\in {\mathbb M}_n\). Therefore the study of the regular Pareto capacity of \({\mathbb M}_n\) is reduced to that of \(\mathrm{SR}(n)\). Moreover, for \(A\in \mathrm{SR}(n)\), they prove that \(A\) is a point of continuity of the map \(\Pi: {\mathbb M}_n \to 2^{\mathbb R}\) in the sense that \(\liminf_{C\to A} \Pi(C) = \limsup_{C\to A} \Pi(C)\) and thus the points of continuity of \(\Pi\) form a dense set in \({\mathbb M}_n\). Other results, including a discussion of lower bounds for Pareto capacities, are also obtained.