On the cone eigenvalue complementarity problem for higher-order tensors
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Abstract: In this paper, we consider the tensor generalized eigenvalue complementarity problem (TGEiCP), which is an interesting generalization of matrix eigenvalue complementarity problem (EiCP). First, we given an affirmative result showing that TGEiCP is solvable and has at least one solution under some reasonable assumptions. Then, we introduce two optimization reformulations of TGEiCP, thereby beneficially establishing an upper bound of cone eigenvalues of tensors. Moreover, some new results concerning the bounds of number of eigenvalues of TGEiCP further enrich the theory of TGEiCP. Last but not least, an implementable projection algorithm for solving TGEiCP is also developed for the problem under consideration. As an illustration of our theoretical results, preliminary computational results are reported.
The eigenvalue complementarity problem (ECP) is a special type of complementarity problem which has been studied extensively. The authors extend this problem to a multilinear algebraic setting and define the tensor generalized ECP. They (1) show that the TGECP is solvable under some reasonable conditions, (2) give two equivalent optimization reformulations of the TGECP, (3) prove results concerning bounds on the number of eigenvalues of the TGECP, and (4) develop a projection algorithm for solving the TGECP, for which a set of computational results is given.
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