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摘要:
As an extension of linear complementary problem, tensor complementary problem has been effectively applied in n-person noncooperative game. And a multitude of researchers have focused on its properties and theories, while the valid algorithms for tensor complementary problem is still deficient. In this paper, stimulated by the potential reduction method for linear complementarity problem, we present a new algorithm for the tensor complementarity problem, which combines the idea of damped Newton method and the interior point method. Utilizing the new algorithm, we settle the tensor complementary problem with the underlying tensor being diagonalizable and positive definite. Furthermore, the global convergence of the iterative scheme is theoretically guaranteed and the given preliminary numerical experiments indicate the efficiency of the method.
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通讯作者信息:
来源 :
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
ISSN: 1547-5816
年份: 2019
期: 2
卷: 15
页码: 429-443
1 . 3 0 0
JCR@2022
ESI学科: ENGINEERING;
ESI高被引阀值:136
JCR分区:3