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arXiv 1505.02494math.SPmath.OC
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张量的广义本征值互补性问题

Generalized Eigenvalue Complementarity Problem for Tensors

Zhongming Chen, Qingzhi Yang, Lu Ye

摘要:

本文讨论了张量的广义本征值互补性问题(GEiCP-T),该问题源于有限维力学系统的稳定性分析,并在微分动力系统中得到了应用。研究了(GEiCP-T)的一般性质。建立了它与广义张量本征值问题的关系。如果存在,则$λ$ -解的个数是有界的.我们还给出了解存在的一些充分条件。特别地,存在(EiCP-T)的唯一解(即,$J=[n]$)的不可约非负张量。对于对称情形,我们通过将其转化为非线性规划,得到了(GEiCP-T)可解性的一个充分和必要条件。证明了判定(EiCP-T)的可解性一般是NP-困难的。此外,提出了一种移位投影功率方法来解决对称(GEiCP-T)。还建立了单调收敛性。数值实验证明了该方法的收敛性,并表明该算法是有前途的。

英文摘要:

In this paper, the generalized eigenvalue complementarity problem for tensors (GEiCP-T) is addressed, which arises from the stability analysis of finite dimensional mechanical systems and find applications in differential dynamical systems. The general properties of the (GEiCP-T) have been studied. We establish its relationship with the generalized tensor eigenvalue problem. It follows that if exist, the number of $λ$-solutions can be bounded. We also give some sufficient conditions for the existence of the solution. In particular, there exists a unique solution of the (EiCP-T) (i.e., $J=[n]$) for irreducible nonnegative tensors. For the symmetric case, we derive a sufficient and necessary condition for the solvability of the (GEiCP-T) by reformulating it as a nonlinear program. It has also been proved that deciding the solvability of the (EiCP-T) is NP-hard in general. Moreover, a shifted projected power method is proposed to solve the symmetric (GEiCP-T). The monotonic convergence is also established. The numerical experiments demonstrate convergence behavior of our method and show that the algorithm presented is promising.

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