A quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map

In this paper we propose a quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map where the Newton method is used to solve an equivalent system of nonlinear equations. The semi-symmetric tensor is introduced to reveal the relation between ho...

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Veröffentlicht in:Journal of global optimization 2015-04, Vol.61 (4), p.627-641
Hauptverfasser: Ni, Qin, Qi, Liqun
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper we propose a quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map where the Newton method is used to solve an equivalent system of nonlinear equations. The semi-symmetric tensor is introduced to reveal the relation between homogeneous polynomial map and its associated semi-symmetric tensor. Based on this relation a globally and quadratically convergent algorithm is established where the line search is inserted. Some numerical results of this method are reported.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-014-0209-8