Solvability of monotone tensor complementarity problems

被引:2
|
作者
Zhang, Liping [1 ]
Sun, Defeng [2 ]
Luan, Zhenting [1 ]
机构
[1] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[2] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
tensor complementarity problem; Huber function; monotone; smoothing Newton method; superlinear convergence; SMOOTHING NEWTON METHOD; VARIATIONAL INEQUALITY PROBLEMS; INTERIOR POINT ALGORITHMS; EXCEPTIONAL FAMILIES; CONTINUATION METHOD; CONVERGENCE; P-0; REGRESSION;
D O I
10.1007/s11425-021-1973-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The tensor complementarity problem is a special instance in the class of nonlinear complementarity problems, which has many applications in multi-person noncooperative games, hypergraph clustering problems and traffic equilibrium problems. Two most important research issues are how to identify the solvability and how to solve such a problem via analyzing the structure of the involved tensor. In this paper, based on the concept of monotone mappings, we introduce a new class of structured tensors and the corresponding monotone tensor complementarity problem. We show that the solution set of the monotone tensor complementarity problem is nonempty and compact under the feasibility assumption. Moreover, a necessary and sufficient condition for ensuring the feasibility is given via analyzing the structure of the involved tensor. Based on the Huber function, we propose a regularized smoothing Newton method to solve the monotone tensor complementarity problem and establish its global convergence. Under some mild assumptions, we show that the proposed algorithm is superlinearly convergent. Preliminary numerical results indicate that the proposed algorithm is very promising.
引用
收藏
页码:647 / 664
页数:18
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