Abstract
Finding the maximum eigenvalue of a tensor is an important topic in tensor computation and multilinear algebra. Recently, for a tensor with nonnegative entries (which we refer it as a nonnegative tensor), efficient numerical schemes have been proposed to calculate its maximum eigenvalue based on a Perron-Frobenius-type theorem. In this paper, we consider a new class of tensors called essentially nonnegative tensors, which extends the concept of nonnegative tensors, and examine the maximum eigenvalue of an essentially nonnegative tensor using the polynomial optimization techniques. We first establish that finding the maximum eigenvalue of an essentially nonnegative symmetric tensor is equivalent to solving a sum of squares of polynomials (SOS) optimization problem, which, in its turn, can be equivalently rewritten as a semi-definite programming problem. Then, using this sum of squares programming problem, we also provide upper and lower estimates for the maximum eigenvalue of general symmetric tensors. These upper and lower estimates can be calculated in terms of the entries of the tensor. Numerical examples are also presented to illustrate the significance of the results.
Original language | English |
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Pages (from-to) | 717-738 |
Number of pages | 22 |
Journal | Journal of Optimization Theory and Applications |
Volume | 158 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Sept 2013 |
Keywords
- Maximum eigenvalue
- Semi-definite programming problem
- Sum of squares of polynomials
- Symmetric tensors
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics