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作者:

Zhang, K. (Zhang, K..) | Chen, H. (Chen, H..) | Zhao, P. (Zhao, P..)

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Scopus

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. © 2018, Journal of Industrial and Management Optimization.

关键词:

Diagonalizable; Interior point method; Positive definiteness; Potential reduction algorithm; Tensor complementary problem

作者机构:

  • [ 1 ] [Zhang, K.]College of Applied Sciences, Beijing University of Technology, Beijing, 100124, China
  • [ 2 ] [Chen, H.]School of Management Science, Qufu Normal University, Rizhao, Shandong, 276800, China
  • [ 3 ] [Zhao, P.]College of Architecture and Civil Engineering, Beijing University of Technology, Beijing, 100124, China

通讯作者信息:

  • [Chen, H.]School of Management Science, Qufu Normal UniversityChina

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来源 :

Journal of Industrial and Management Optimization

ISSN: 1547-5816

年份: 2017

期: 5

卷: 13

页码: 429-443

1 . 3 0 0

JCR@2022

ESI学科: ENGINEERING;

ESI高被引阀值:165

中科院分区:4

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