A generalized alternating direction method of multipliers for tensor complementarity problems

被引:1
作者
Liu, Kun [1 ]
Zhou, Anwa [1 ]
Fan, Jinyan [2 ,3 ]
机构
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Shanghai Jiao Tong Univ, Sch Math Sci, Shanghai 200240, Peoples R China
[3] Shanghai Jiao Tong Univ, MOE LSC, Shanghai 200240, Peoples R China
基金
中国国家自然科学基金;
关键词
Tensor complementarity problems; Generalized alternating direction method of multipliers; Monotone mapping; Global convergence;
D O I
10.1007/s10589-024-00579-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we consider the tensor complementarity problem (TCP). From the perspective of non-coupled equality constraint minimization problem for the symmetric TCP, we propose a generalized alternating direction method of multipliers (G-ADMM) to solve the general TCP in which the tensor may not be symmetric. The global convergence and the O(1k)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$O(\frac{1}{k})$$\end{document} convergence rate of the proposed method are proved under the assumption which is much weaker than the monotone assumption. Numerical results show that the method is efficient for solving the TCP.
引用
收藏
页码:903 / 921
页数:19
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