Abstract
In this paper, the concepts of Pareto H-eigenvalue and Pareto Z-eigenvalue are introduced for studying constrained minimization problem and the necessary and sufficient conditions of such eigenvalues are given. It is proved that a symmetric tensor has at least one Pareto H-eigenvalue (Pareto Z-eigenvalue). Furthermore, the minimum Pareto H-eigenvalue (or Pareto Z-eigenvalue) of a symmetric tensor is exactly equal to the minimum value of constrained minimization problem of homogeneous polynomial deduced by such a tensor, which gives an alternative methods for solving the minimum value of constrained minimization problem. In particular, a symmetric tensor (Formula presented.) is strictly copositive if and only if every Pareto H-eigenvalue (Z-eigenvalue) of (Formula presented.) is positive, and (Formula presented.) is copositive if and only if every Pareto H-eigenvalue (Z-eigenvalue) of (Formula presented.) is non-negative.
Original language | English |
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Pages (from-to) | 563-575 |
Number of pages | 13 |
Journal | Journal of Global Optimization |
Volume | 64 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Mar 2016 |
Keywords
- Constrained minimization
- Pareto H-eigenvalue
- Pareto Z-eigenvalue
- Principal sub-tensor
ASJC Scopus subject areas
- Computer Science Applications
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics