Linearized Methods for Tensor Complementarity Problems

Hong-Bo Guan () and Dong-Hui Li ()
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Hong-Bo Guan: South China Normal University
Dong-Hui Li: South China Normal University

Journal of Optimization Theory and Applications, 2020, vol. 184, issue 3, No 13, 972-987

Abstract: Abstract In this paper, we first propose a linearized method for solving the tensor complementarity problem. The subproblems of the method can be solved by solving linear complementarity problems with a constant matrix. We show that if the initial point is appropriately chosen, then the generated sequence of iterates converges to a solution of the problem monotonically. We then propose a lower-dimensional equation method and establish its monotone convergence. The subproblems of the method are lower-dimensional systems of linear equations. At last, we do numerical experiments to test the proposed methods. The results show the efficiency of the proposed methods.

Keywords: M-tensor complementarity problem; Linearized method; Lower-dimensional method; Monotone convergence; 15A69; 65K10; 90C33 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-019-01627-3

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