English

A continuation method for tensor complementarity problems

Optimization and Control 2018-03-06 v1

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

Cite

@article{arxiv.1803.01433,
  title  = {A continuation method for tensor complementarity problems},
  author = {Lixing Han},
  journal= {arXiv preprint arXiv:1803.01433},
  year   = {2018}
}

Comments

15 pages, 4 tables