Feasible Newton methods for symmetric tensor Z-eigenvalue problems

被引:1
|
作者
Xu, Jiefeng [1 ]
Li, Dong-Hui [1 ]
Bai, Xueli [2 ]
机构
[1] South China Normal Univ, Sch Math Sci, Guangzhou, Peoples R China
[2] Guangdong Univ Foreign Studies, Sch Math & Stat, Guangzhou 510631, Peoples R China
来源
OPTIMIZATION METHODS & SOFTWARE | 2023年 / 38卷 / 03期
基金
中国国家自然科学基金; 中国博士后科学基金;
关键词
Z-eigenvalue problem; descent method; Newton method; global convergence; quadratic convergence; EXTREME Z-EIGENVALUES; SHIFTED POWER METHOD;
D O I
10.1080/10556788.2022.2142586
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Finding a Z-eigenpair of a symmetric tensor is equivalent to finding a Karush-Kuhn-Tucker point of a sphere constrained minimization problem. Based on this equivalency, in this paper, we first propose a class of iterative methods to get a Z-eigenpair of a symmetric tensor. Each method can generate a sequence of feasible points such that the sequence of function evaluations is decreasing. These methods can be regarded as extensions of the descent methods for unconstrained optimization problems. We pay particular attention to the Newton method. We show that under appropriate conditions, the Newton method is globally and quadratically convergent. Moreover, after finitely many iterations, the unit steplength will always be accepted. We also propose a nonlinear equations-based Newton method and establish its global and quadratic convergence. In the end, we do several numerical experiments to test the proposed Newton methods. The results show that both Newton methods are very efficient.
引用
收藏
页码:510 / 528
页数:19
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