A semidefinite relaxation method for second-order cone polynomial complementarity problems

被引：4
|
作者：
Cheng, Lulu [1 ]
Zhang, Xinzhen [1 ]
机构：
[1] Tianjin Univ, Sch Math, Tianjin 300350, Peoples R China
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2020年 / 75卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Tensor complementarity problem; Second-order cone; Lasserre's hierarchy; Semidefinite relaxation; OPTIMIZATION; MATRICES; TENSORS;
D O I：
10.1007/s10589-019-00162-1
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper discusses how to compute all real solutions of the second-order cone tensor complementarity problem when there are finitely many ones. For this goal, we first formulate the second-order cone tensor complementarity problem as two polynomial optimization problems. Based on the reformulation, a semidefinite relaxation method is proposed by solving a finite number of semidefinite relaxations with some assumptions. Numerical experiments are given to show the efficiency of the method.
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页码：629 / 647
页数：19
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