Tensor Eigenvalue Complementarity Problems

Autor:	Fan, Jinyan, Nie, Jiawang, Zhou, Anwa
Rok vydání:	2016
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	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. Comment: 26 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1601.05370 Zobrazit plný text záznamu View this record from Arxiv