Global uniqueness and solvability of tensor complementarity problems for H_+-tensors

Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Multilinear algebra, tensor calculus (15A69) Iterative numerical methods for linear systems (65F10) Numerical methods for variational inequalities and related problems (65K15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

Define an \(m\)-th order \(n\)-dimensional tensor as a multi-array \[ \mathcal{A}=(a_{i_1\dots i_m}),\quad a_{i_1\dots i_m}\in\mathbb{R}, \quad 1\le i_1,\dots,i_m\le n. \] Let \(\mathbb{R}^{[m,n]}\) be the set of all such tensors. For \(x=(x_i)\in\mathbb{R}^n\), define the vector \(\mathcal{A}x^{m-1}\in\mathbb{R}^n\) with \(i\)th component \[ (\mathcal{A}x^{m-1})_i=\sum_{i_2,\dots,i_m=1}^na_{ii_2\dots i_m}x_{i_2}\cdots x_{i_m},\quad i=1,\dots,n. \] Given \(q\in\mathbb{R}^n\), the tensor complementarity problem TCP(\(\mathcal{A},q\)) is to find \(x\in\mathbb{R}^n\) satisfying (entrywise) \[ x\ge 0,\quad \mathcal{A}x^{m-1}+q\ge 0,\quad x^T(\mathcal{A}x^{m-1}+q)=0. \] A number \(\lambda\in\mathbb{C}\) is an eigenvalue of \(\mathcal{A}\) if there is \(x\in\mathbb{R}^n\setminus\{0\}\) such that \(\mathcal{A}x^{m-1}=\lambda x^{[m-1]}\), where \(x^{[m-1]}=(x_i^{m-1})\). The spectral radius of \(\mathcal{A}\), denoted by \(\rho(\mathcal{A})\), is the largest absolute value of eigenvalues. A tensor \(\mathcal{A}\in\mathbb{R}^{[m,n]}\) is a nonsingular \(\mathcal{M}\)-tensor if \(\mathcal{A}=s\mathcal{I}-\mathcal{B}\), where \(\mathcal{I}\in\mathbb{R}^{[m,n]}\) is the identity tensor, \(\mathcal{B}\in\mathbb{R}^{[m,n]}\) is (entrywise) nonnegative, and \(s>\rho(\mathcal{B})\). The comparison tensor of \(\mathcal{A}\in\mathbb{R}^{[m,n]}\) is \(\mathcal{M}(\mathcal{A})\in\mathbb{R}^{[m,n]}\) with diagonal entries \(|a_{i_1\dots i_1}|\) and off-diagonal entries \(-|a_{i_1\dots i_m}|\). The tensor \(\mathcal{A}\) is an \(\mathcal{H}_+\)-tensor if \(\mathcal{M}(\mathcal{A})\) is a nonsingular \(\mathcal{M}\)-tensor and all diagonal entries of \(\mathcal{A}\) are positive. The authors give a sufficient condition for the global unique solvability of TCP(\(\mathcal{A},q\)), where \(\mathcal{A}\) is an \(\mathcal{H}_+\)-tensor. Under certain assumptions, they also present a nonlinear dynamical system model for solving TCP(\(\mathcal{A},q\)) and show its Lyapunov stability. Computer experiments illustrate its effectiveness.

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