Tensor eigenvalue complementarity problems

DOI10.1007/S10107-017-1167-YMaRDI QIDQ1659680zbMATH OpenOpenAlexFDO

Authors Anwa Zhou, Jinyan Fan, Jiawang Nie

Publication date 22 August 2018

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.05370

zbMATH Keywords

eigenvalue complementarityLasserre relaxationpolynomial optimizationsemidefinite programtensor eigenvalues

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Semidefinite programming (90C22) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Abstract: This paper studies tensor eigenvalue complementarity problems. Basic properties of standard and complementarity tensor eigenvalues are discussed. We formulate tensor eigenvalue complementarity problems as constrained polynomial optimization. When one tensor is strictly copositive, the complementarity eigenvalues can be computed by solving polynomial optimization with normalization by strict copositivity. When no tensor is strictly copositive, we formulate the tensor eigenvalue complementarity problem equivalently as polynomial optimization by a randomization process. The complementarity eigenvalues can be computed sequentially. The formulated polynomial optimization can be solved by Lasserre's hierarchy of semidefinite relaxations. We show that it has finite convergence for general tensors. Numerical experiments are presented to show the efficiency of proposed methods.

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Describes a project that uses

Uses Software

• SeDuMi
• GloptiPoly

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