Journal of the Operations Research Society of China

Special Issue: Vector and tensor optimization

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A Class of Second-Order Cone Eigenvalue Complementarity Problems for Higher-Order Tensors

  

  • Online:2017-03-30 Published:2017-03-30

Abstract: In this paper, we consider the second-order cone tensor eigenvalue complementarity problem (SOCTEiCP) and present three different reformulations to the model under consideration. Specifically, for the general SOCTEiCP, we first show its equivalence to a particular variational inequality under reasonable conditions. A notable benefit is that such a reformulation possibly provides an efficient way for the study of properties of the problem. Then, for the symmetric and sub-symmetric SOCTEiCPs, we reformulate them as appropriate nonlinear programming problems, which are extremely beneficial for designing reliable solvers to find solutions of the considered problem. Finally, we report some preliminary numerical results to verify our theoretical results.

Key words: Higher-order tensor ·, Eigenvalue complementarity problem ·, Tensor complementarity problem ·, Second-order cone ·, Variational inequality ·, Polynomial optimization