Continuation methods for nonnegative rank-1 approximation of nonnegative tensors

被引:0
|
作者
Hsu, Fu-Shin [1 ]
Kuo, Yueh-Cheng [1 ]
Liu, Ching-Sung [1 ]
机构
[1] Natl Univ Kaohsiung, Dept Appl Math, Kaohsiung 811, Taiwan
关键词
continuation methods; nonnegative tensors; optimization problems; rank-1; approximation; ORDER POWER METHOD; SYMMETRIC TENSOR; Z-EIGENVALUES; CONVERGENCE;
D O I
10.1002/nla.2398
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, the rank-1 approximation of a nonnegative tensor.. Rn1x. xnm.0 is considered. Mathematically, the approximation problem can be formulated as an optimization problem. The Karush-Kuhn-Tucker (KKT) point of the optimization problem can be obtained by computing the nonnegative Z-eigenvector y of enlarged tensor.. Therefore, we propose an iterative method with prediction and correction steps for computing nonnegative Z-eigenvector y of enlarged tensor., called the continuation method. In the theoretical part, we show that the computation requires only O(Pi(m)(i=1) n(i)) flops for each iteration and the computed Z-eigenvector y has nonzero component block, and hence, the KKT point can be obtained. In addition, we show that the KKT point is a local optimizer of the optimization problem. Numerical experiments are provided to support the theoretical results.
引用
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页数:18
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