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A Continuation Method for Tensor Complementarity Problems

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  • Lixing Han

    (University of Michigan-Flint)

Abstract

We introduce a Kojima–Megiddo–Mizuno type continuation method for solving tensor complementarity problems. We show that there exists a bounded continuation trajectory when the tensor is strictly semi-positive and any limit point tracing the trajectory gives a solution of the tensor complementarity problem. Moreover, when the tensor is strong strictly semi-positive, tracing the trajectory will converge to the unique solution. Some numerical results are given to illustrate the effectiveness of the method.

Suggested Citation

  • Lixing Han, 2019. "A Continuation Method for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 949-963, March.
    • Handle: RePEc:spr:joptap:v:180:y:2019:i:3:d:10.1007_s10957-018-1422-2
    DOI: 10.1007/s10957-018-1422-2
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    References listed on IDEAS

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    1. Masakazu Kojima & Nimrod Megiddo & Toshihito Noma, 1991. "Homotopy Continuation Methods for Nonlinear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 16(4), pages 754-774, November.
    2. Xue-Li Bai & Zheng-Hai Huang & Yong Wang, 2016. "Global Uniqueness and Solvability for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 72-84, July.
    3. Qin Ni & Liqun Qi, 2015. "A quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map," Journal of Global Optimization, Springer, vol. 61(4), pages 627-641, April.
    4. Zheng-Hai Huang & Liqun Qi, 2017. "Formulating an n-person noncooperative game as a tensor complementarity problem," Computational Optimization and Applications, Springer, vol. 66(3), pages 557-576, April.
    5. 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.
    6. Maolin Che & Liqun Qi & Yimin Wei, 2016. "Positive-Definite Tensors to Nonlinear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 475-487, February.
    7. 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.
    8. Masakazu Kojima & Nimrod Megiddo & Shinji Mizuno, 1993. "A General Framework of Continuation Methods for Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 945-963, November.
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    Cited by:

    1. Ping-Fan Dai & Shi-Liang Wu, 2022. "The GUS-Property and Modulus-Based Methods for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 976-1006, December.
    2. Liqun Qi & Zheng-Hai Huang, 2019. "Tensor Complementarity Problems—Part II: Solution Methods," Journal of Optimization Theory and Applications, Springer, vol. 183(2), pages 365-385, November.
    3. Xuezhong Wang & Maolin Che & Yimin Wei, 2022. "Randomized Kaczmarz methods for tensor complementarity problems," Computational Optimization and Applications, Springer, vol. 82(3), pages 595-615, July.
    4. Shouqiang Du & Weiyang Ding & Yimin Wei, 2021. "Acceptable Solutions and Backward Errors for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 188(1), pages 260-276, January.
    5. Zheng-Hai Huang & Yu-Fan Li & Yong Wang, 2023. "A fixed point iterative method for tensor complementarity problems with the implicit Z-tensors," Journal of Global Optimization, Springer, vol. 86(2), pages 495-520, June.
    6. Shouqiang Du & Liyuan Cui & Yuanyuan Chen & Yimin Wei, 2022. "Stochastic Tensor Complementarity Problem with Discrete Distribution," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 912-929, March.

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