Eigenvalue analysis of constrained minimization problem for homogeneous polynomial

preprint2013arXivOpen access

Abstract

In this paper, the concepts of Pareto HH-eigenvalue and Pareto ZZ-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 HH-eigenvalue (Pareto ZZ-eigenvalue). Furthermore, the minimum Pareto HH-eigenvalue (or Pareto ZZ-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 A\mathcal{A} is copositive if and only if every Pareto HH-eigenvalue (Z−Z-eigenvalue) of A\mathcal{A} is non-negative.

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