A class of second-order cone eigenvalue complementarity problems for higher-order tensors

DOI10.1007/S40305-016-0137-ZMaRDI QIDQ2014672zbMATH OpenOpenAlexFDO

Authors Jiao-Jiao Hou, Chen Ling, Hongjin He

Publication date 25 August 2017

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.06413

zbMATH Keywords

nonlinear programmingnumerical resultspolynomial optimizationvariational inequalitysecond-order cone tensor eigenvalue complementarity problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Multilinear algebra, tensor calculus (15A69) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

Abstract: In this paper, we consider the second-order cone tensor eigenvalue complementarity problem (SOCTEiCP) and present three different reformulations to the model under consideration. Specifically, for the general SOCTEiCP, we first show its equivalence to a particular variational inequality under reasonable conditions. A notable benefit is that such a reformulation possibly provides an efficient way for the study of properties of the problem. Then, for the symmetric and sub-symmetric SOCTEiCPs, we reformulate them as appropriate nonlinear programming problems, which are extremely beneficial for designing reliable solvers to find solutions of the considered problem. Finally, we report some preliminary numerical results to verify our theoretical results.

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Cited in

(6)

• Tensor complementarity problems. I: Basic theory
• Higher-degree eigenvalue complementarity problems for tensors
• On the cone eigenvalue complementarity problem for higher-order tensors
• A semidefinite relaxation method for second-order cone tensor eigenvalue complementarity problems
• The second-order cone eigenvalue complementarity problem
• Convex analysis of the eigenvalues of a 3D second-order symmetric tensor

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