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Spectral projected gradient methods for generalized tensor eigenvalue complementarity problem

Research paper by Gaohang Yu, Yisheng Song, Yi Xu, Zefeng Yu

Indexed on: 07 Jan '16Published on: 07 Jan '16Published in: Mathematics - Optimization and Control



Abstract

This paper looks at the tensor eigenvalue complementarity problem (TEiCP) which arises from the stability analysis of finite dimensional mechanical systems and is closely related to the optimality conditions for polynomial optimization. We investigate two monotone ascent spectral projected gradient (SPG) methods for TEiCP. We also present a shifted scaling-and-projection algorithm (SPA), which is a great improvement of the original SPA method proposed by Ling, He and Qi [Comput. Optim. Appl., DOI 10.1007/s10589-015-9767-z]. Numerical comparisons with some existed gradient methods in the literature are reported to illustrate the efficiency of the proposed methods.