On the cone eigenvalue complementarity problem for higher-order tensors

DOI10.1007/S10589-015-9767-ZzbMATH Open1339.15008arXiv1501.02604OpenAlexW1602295990MaRDI QIDQ5963313FDOQ5963313

Authors: Chen Ling, Hongjin He, Liqun Qi 

Publication date: 7 March 2016

Published in: Computational Optimization and Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1501.02604

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zbMATH Keywords

higher-order tensornumerical exampleprojection algorithmeigenvalue complementarity problemoptimization reformulationcone eigenvalue

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited In (43)

• Pareto eigenvalue inclusion intervals for tensors
• The maximum tensor complementarity eigenvalues
• A nonmonotone spectral projected gradient method for tensor eigenvalue complementarity problems
• Higher-degree tensor eigenvalue complementarity problems
• Tensor complementarity problems. I: Basic theory
• Higher-degree eigenvalue complementarity problems for tensors
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• A semidefinite relaxation method for second-order cone tensor eigenvalue complementarity problems
• On copositiveness identification of partially symmetric rectangular tensors
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• Solving inverse Pareto eigenvalue problems
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• A semismooth Newton method for tensor eigenvalue complementarity problem
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