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A generalized alternating direction method of multipliers for tensor complementarity problems

Author

Listed:
  • Kun Liu

    (Shanghai University)

  • Anwa Zhou

    (Shanghai University)

  • Jinyan Fan

    (Shanghai Jiao Tong University)

Abstract

In this paper, we consider the tensor complementarity problem (TCP). From the perspective of non-coupled equality constraint minimization problem for the symmetric TCP, we propose a generalized alternating direction method of multipliers (G-ADMM) to solve the general TCP in which the tensor may not be symmetric. The global convergence and the $$O(\frac{1}{k})$$ O ( 1 k ) convergence rate of the proposed method are proved under the assumption which is much weaker than the monotone assumption. Numerical results show that the method is efficient for solving the TCP.

Suggested Citation

  • Kun Liu & Anwa Zhou & Jinyan Fan, 2024. "A generalized alternating direction method of multipliers for tensor complementarity problems," Computational Optimization and Applications, Springer, vol. 88(3), pages 903-921, July.
    • Handle: RePEc:spr:coopap:v:88:y:2024:i:3:d:10.1007_s10589-024-00579-3
    DOI: 10.1007/s10589-024-00579-3
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