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