Tensor eigenvalue complementarity problems

被引:39
|
作者
Fan, Jinyan [1 ,2 ]
Nie, Jiawang [3 ]
Zhou, Anwa [4 ]
机构
[1] Shanghai Jiao Tong Univ, Sch Math Sci, Shanghai 200240, Peoples R China
[2] Shanghai Jiao Tong Univ, MOE LSC, Shanghai 200240, Peoples R China
[3] Univ Calif San Diego, Dept Math, 9500 Gilman Dr, La Jolla, CA 92093 USA
[4] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
基金
中国博士后科学基金; 美国国家科学基金会;
关键词
Tensor eigenvalues; Eigenvalue complementarity; Polynomial optimization; Lasserre relaxation; Semidefinite program; ELASTIC-SYSTEMS; UNILATERAL CONTACT; OPTIMIZATION; STABILITY; POLYNOMIALS;
D O I
10.1007/s10107-017-1167-y
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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 generic tensors. Numerical experiments are presented to show the efficiency of proposed methods.
引用
收藏
页码:507 / 539
页数:33
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