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Chinese Academy of Sciences Institutional Repositories Grid
Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations

文献类型:期刊论文

作者Hu, Shenglong1; Ye, Ke2
刊名MATHEMATICAL PROGRAMMING
出版日期2022-07-30
页码60
关键词Orthogonally decomposable tensors Low rank orthogonal tensor approximation R-linear convergence Sublinear convergence Global convergence
ISSN号0025-5610
DOI10.1007/s10107-022-01867-8
英文摘要Low rank orthogonal tensor approximation (LROTA) is an important problem in tensor computations and their applications. A classical and widely used algorithm is the alternating polar decomposition method (APD). In this paper, an improved version iAPD of the classical APD is proposed. For the first time, all of the following four fundamental properties are established for iAPD: (i) the algorithm converges globally and the whole sequence converges to a KKT point without any assumption; (ii) it exhibits an overall sublinear convergence with an explicit rate which is sharper than the usual O(1/k) for first order methods in optimization; (iii) more importantly, it converges R-linearly for a generic tensor without any assumption; (iv) for almost all LROTA problems, iAPD reduces to APD after finitely many iterations if it converges to a local minimizer.
资助项目National Science Foundation of China[11801548] ; National Science Foundation of China[11688101] ; Young Elite Scientists Sponsorship Program by Tianjin ; Natural Science Foundation of Zhejiang Province, China[LD19A010002] ; Natural Science Foundation of Zhejiang Province, China[LY22A010022] ; National Key R&D Program of China[2018YFA0306702] ; National Key R&D Program of China[2020YFA0712300] ; CAS Project for Young Scientists in Basic Research[YSBR-008]
WOS研究方向Computer Science ; Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000833457000001
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/61169]  
专题中国科学院数学与系统科学研究院
通讯作者Ye, Ke
作者单位1.Hangzhou Dianzi Univ, Sch Sci, Dept Math, Hangzhou 310018, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, KLMM, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714
Hu, Shenglong,Ye, Ke. Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations[J]. MATHEMATICAL PROGRAMMING,2022:60.
APA Hu, Shenglong,&Ye, Ke.(2022).Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations.MATHEMATICAL PROGRAMMING,60.
MLA Hu, Shenglong,et al."Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations".MATHEMATICAL PROGRAMMING (2022):60.

入库方式: OAI收割

来源:数学与系统科学研究院

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