Linearized Methods for Tensor Complementarity Problems

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...

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Veröffentlicht in:Journal of optimization theory and applications 2020-03, Vol.184 (3), p.972-987
Hauptverfasser: Guan, Hong-Bo, Li, Dong-Hui
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-019-01627-3