A Continuation Method for Tensor Complementarity Problems

Lixing Han ()
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Lixing Han: University of Michigan-Flint

Journal of Optimization Theory and Applications, 2019, vol. 180, issue 3, No 14, 949-963

Abstract: 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.

Keywords: Tensor complementarity problems; Continuation method; Strictly semi-positive tensors; Strong strictly semi-positive tensors; 90C33; 15A69; 65H20 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s10957-018-1422-2

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