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Acceptable Solutions and Backward Errors for Tensor Complementarity Problems

Author

Listed:
  • Shouqiang Du

    (Qingdao University)

  • Weiyang Ding

    (Fudan University)

  • Yimin Wei

    (Fudan University)

Abstract

Backward error analysis reveals the numerical stability of algorithms and provides elaborate stopping criteria for iterative methods. Compared with numerical linear algebra problems, the backward error analysis for optimization problems is more rarely conducted in the literature. This paper is devoted to the backward error analysis for several generalizations of tensor complementarity problems. We first present sufficient and necessary conditions for the acceptable solutions for the extended tensor complementarity problem, the vertical tensor complementarity problem, and an extended form of tensor complementarity problem. Next, the backward errors for tensor complementarity problem are also proposed, which can be used to verify the stability of the tensor complementarity problem algorithms. Finally, some numerical examples are reported to illustrate the proposed backward errors for tensor complementarity problems.

Suggested Citation

  • Shouqiang Du & Weiyang Ding & Yimin Wei, 2021. "Acceptable Solutions and Backward Errors for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 188(1), pages 260-276, January.
    • Handle: RePEc:spr:joptap:v:188:y:2021:i:1:d:10.1007_s10957-020-01774-y
    DOI: 10.1007/s10957-020-01774-y
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    References listed on IDEAS

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    1. Shouqiang Du & Maolin Che & Yimin Wei, 2020. "Stochastic structured tensors to stochastic complementarity problems," Computational Optimization and Applications, Springer, vol. 75(3), pages 649-668, April.
    2. Yisheng Song & Gaohang Yu, 2016. "Properties of Solution Set of Tensor Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 85-96, July.
    3. Lixing Han, 2019. "A Continuation Method for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 949-963, March.
    4. J. Gwinner, 2001. "A Note on Backward Error Analysis for Generalized Linear Complementarity Problems," Annals of Operations Research, Springer, vol. 101(1), pages 391-399, January.
    5. Liqun Qi & Zheng-Hai Huang, 2019. "Tensor Complementarity Problems—Part II: Solution Methods," Journal of Optimization Theory and Applications, Springer, vol. 183(2), pages 365-385, November.
    6. Zheng-Hai Huang & Liqun Qi, 2017. "Formulating an n-person noncooperative game as a tensor complementarity problem," Computational Optimization and Applications, Springer, vol. 66(3), pages 557-576, April.
    7. Z.-Q. Luo & O. L. Mangasarian & J. Ren & M. V. Solodov, 1994. "New Error Bounds for the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 19(4), pages 880-892, November.
    8. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
    9. Jie Wang & Shenglong Hu & Zheng-Hai Huang, 2018. "Solution Sets of Quadratic Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 120-136, January.
    10. Vu Trung Hieu & Yimin Wei & Jen-Chih Yao, 2020. "Notes on the Optimization Problems Corresponding to Polynomial Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 184(2), pages 687-695, February.
    11. Shenglong Hu & Jie Wang & Zheng-Hai Huang, 2018. "Error Bounds for the Solution Sets of Quadratic Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 983-1000, December.
    12. Xue-Li Bai & Zheng-Hai Huang & Yong Wang, 2016. "Global Uniqueness and Solvability for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 72-84, July.
    13. Zheng-Hai Huang & Liqun Qi, 2019. "Tensor Complementarity Problems—Part I: Basic Theory," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 1-23, October.
    14. Yisheng Song & Liqun Qi, 2015. "Properties of Some Classes of Structured Tensors," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 854-873, June.
    15. Maolin Che & Liqun Qi & Yimin Wei, 2016. "Positive-Definite Tensors to Nonlinear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 475-487, February.
    16. Zheng-Hai Huang & Liqun Qi, 2019. "Tensor Complementarity Problems—Part III: Applications," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 771-791, December.
    17. Shouqiang Du & Liping Zhang, 2019. "A mixed integer programming approach to the tensor complementarity problem," Journal of Global Optimization, Springer, vol. 73(4), pages 789-800, April.
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    Cited by:

    1. Xuezhong Wang & Maolin Che & Yimin Wei, 2022. "Randomized Kaczmarz methods for tensor complementarity problems," Computational Optimization and Applications, Springer, vol. 82(3), pages 595-615, July.
    2. Shouqiang Du & Liyuan Cui & Yuanyuan Chen & Yimin Wei, 2022. "Stochastic Tensor Complementarity Problem with Discrete Distribution," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 912-929, March.

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