Eigenvalue analysis of constrained minimization problem for homogeneous polynomial

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Publication:280985

DOI10.1007/S10898-015-0343-YzbMATH Open1341.15009arXiv1302.6085OpenAlexW1958607180MaRDI QIDQ280985FDOQ280985

Yisheng Song, Liqun Qi

Publication date: 10 May 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Abstract: In this paper, the concepts of Pareto H-eigenvalue and Pareto Z-eigenvalue are introduced for studying constrained minimization problem and the necessary and sufficient conditions of such eigenvalues are given. It is proved that a symmetric tensor has at least one Pareto H-eigenvalue (Pareto Z-eigenvalue). Furthermore, the minimum Pareto H-eigenvalue (or Pareto Z-eigenvalue) of a symmetric tensor is exactly equal to the minimum value of constrained minimization problem of homogeneous polynomial deduced by such a tensor, which gives an alternative methods for solving the minimum value of constrained minimization problem. In particular, a symmetric tensor mathcalA is copositive if and only if every Pareto H-eigenvalue (Zeigenvalue) of mathcalA is non-negative.


Full work available at URL: https://arxiv.org/abs/1302.6085





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