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Eigenvalue analysis of constrained minimization problem for homogeneous polynomial

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  • Yisheng Song
  • Liqun Qi

Abstract

In this paper, the concepts of Pareto H-eigenvalue and Pareto Z-eigenvalue are introduced for studying constrained minimization problem and the necessary and sufficient conditions of such eigenvalues are given. It is proved that a symmetric tensor has at least one Pareto H-eigenvalue (Pareto Z-eigenvalue). Furthermore, the minimum Pareto H-eigenvalue (or Pareto Z-eigenvalue) of a symmetric tensor is exactly equal to the minimum value of constrained minimization problem of homogeneous polynomial deduced by such a tensor, which gives an alternative methods for solving the minimum value of constrained minimization problem. In particular, a symmetric tensor $${\mathcal {A}}$$ A is strictly copositive if and only if every Pareto H-eigenvalue (Z-eigenvalue) of $${\mathcal {A}}$$ A is positive, and $${\mathcal {A}}$$ A is copositive if and only if every Pareto H-eigenvalue (Z-eigenvalue) of $${\mathcal {A}}$$ A is non-negative. Copyright Springer Science+Business Media New York 2016

Suggested Citation

  • Yisheng Song & Liqun Qi, 2016. "Eigenvalue analysis of constrained minimization problem for homogeneous polynomial," Journal of Global Optimization, Springer, vol. 64(3), pages 563-575, March.
    • Handle: RePEc:spr:jglopt:v:64:y:2016:i:3:p:563-575
    DOI: 10.1007/s10898-015-0343-y
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    References listed on IDEAS

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    1. Yisheng Song & Liqun Qi, 2015. "Properties of Some Classes of Structured Tensors," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 854-873, June.
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    Cited by:

    1. Zheng-Hai Huang & Liqun Qi, 2019. "Tensor Complementarity Problems—Part I: Basic Theory," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 1-23, October.
    2. Tong-tong Shang & Guo-ji Tang, 2023. "Structured tensor tuples to polynomial complementarity problems," Journal of Global Optimization, Springer, vol. 86(4), pages 867-883, August.
    3. Yisheng Song & Gaohang Yu, 2016. "Properties of Solution Set of Tensor Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 85-96, July.
    4. Ruixue Zhao & Jinyan Fan, 2020. "Higher-degree tensor eigenvalue complementarity problems," Computational Optimization and Applications, Springer, vol. 75(3), pages 799-816, April.
    5. Haibin Chen & Zheng-Hai Huang & Liqun Qi, 2017. "Copositivity Detection of Tensors: Theory and Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 174(3), pages 746-761, September.
    6. Yisheng Song & Xudong Li, 2022. "Copositivity for a Class of Fourth-Order Symmetric Tensors Given by Scalar Dark Matter," Journal of Optimization Theory and Applications, Springer, vol. 195(1), pages 334-346, October.
    7. Haibin Chen & Zheng-Hai Huang & Liqun Qi, 2018. "Copositive tensor detection and its applications in physics and hypergraphs," Computational Optimization and Applications, Springer, vol. 69(1), pages 133-158, January.
    8. Yisheng Song & Wei Mei, 2018. "Structural Properties of Tensors and Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 176(2), pages 289-305, February.

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