Abstract
The main purpose of this paper was to investigate some kinds of nonlinear complementarity problems (NCP). For the structured tensors, such as symmetric positive-definite tensors and copositive tensors, we derive the existence theorems on a solution of these kinds of nonlinear complementarity problems. We prove that a unique solution of the NCP exists under the condition of diagonalizable tensors.
Similar content being viewed by others
References
Cottle, R.W.: Nonlinear programs with positively bounded Jacobians. SIAM J. Appl. Math. 14, 147–158 (1966)
Facchinei, F., Pang, J.S.: Finite-dimensional Variational Inequalities and Complementarity Problems, vols. I and II. Springer, New York (2003)
Harker, P.T., Pang, J.S.: Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications. Math. Progr. 48, 161–220 (1990)
Karamardian, S.: The complementarity problem. Math. Progr. 2, 107–129 (1972)
Moré, J.J.: Classes of functions and feasibility conditions in nonlinear complementarity problems. Math. Progr. 6, 327–338 (1974)
Noor, M.A.: On the nonlinear complementarity problem. J. Math. Anal. Appl. 123, 455–460 (1987)
Qi, L.: Eigenvalues of a real supersymmetric tensor. J. Symb. Comput. 40, 1302–1324 (2005)
Lim, L.: Singular values and eigenvalues of tensors: a variational approach. In First international workshop on computational advances in multi-sensor adaptive processing, IEEE, pp. 129–132 (2005)
Den Hertog, D., Roos, C., Terlaky, T.: The linear complementarity problem, sufficient matrices, and the criss-cross method. Linear Algebra Appl. 187, 1–14 (1993)
Golub, G.H., Van Loan, C.F.: Matrix Computations. Johns Hopkins University Press, Baltimore (2013)
Berman, A., Plemmons, R.J.: Nonnegative Matrices in the Mathematical Sciences. SIAM, Philadelphia (1994)
Baumert, L.D.: Extreme copositive quadratic forms II. Pac. J. Math. 20, 1–20 (1967)
Hiriart-Urruty, J.B., Seeger, A.: A variational approach to copositive matrices. SIAM Rev. 52, 593–629 (2010)
Qi, L.: Symmetric nonnegative tensors and copositive tensors. Linear Algebra Appl. 439, 228–238 (2013)
Kolda, T.G., Bader, B.W.: Tensor decompositions and applications. SIAM Rev. 51, 455–500 (2009)
Prugovečki, E.: Quantum Mechanics in Hilbert Space. Academic Press, New York (1981)
Ding, W., Qi, L., Wei, Y.: Fast Hankel tensor-vector product and its application to exponential data fitting. Numer. Linear Algebra Appl. (to appear). doi: 10.1002/nla.1970
Ding, W., Wei, Y.: Generalized tensor eigenvalue problems. SIAM J. Matrix Anal. Appl. (to appear)
Cottle, R.W., Pang, J.S., Stone, R.E.: The Linear Complementarity Problem. Academic Press, Boston (1992)
Song, Y., Qi, L.: Properties of some classes of structured tensors. J. Optim. Theory Appl. 165, 854–873 (2015)
Nocedal, J., Wright, S.J.: Numerical Optimization. Springer, New York (1999)
Acknowledgments
The authors would like to thank the anonymous referees for their valuable suggestions which help us to improve the manuscript. The first and the third authors are supported by the National Natural Science Foundation of China under Grant 11271084, and the second author was supported by the Hong Kong Research Grant Council (Grant Nos. PolyU 502510, 502111, 501212, 501913).
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Che, M., Qi, L. & Wei, Y. Positive-Definite Tensors to Nonlinear Complementarity Problems. J Optim Theory Appl 168, 475–487 (2016). https://doi.org/10.1007/s10957-015-0773-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-015-0773-1
Keywords
- Copositive tensor
- Symmetric tensor
- Positive-definite tensor
- Diagonalizable tensors
- Nonlinear complementarity problems