科研进展
低秩正交张量逼近的交替极分解方法的线性收敛性(叶科)
发布时间:2022-09-09 |来源:

  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. 

    

  Publication: 

  Mathematical Programming, 30 July 2022 

    

  Author: 

  Shenglong Hu 

  Department of Mathematics, School of Science, Hangzhou Dianzi University, Hangzhou, 310018, China 

  Ke Ye 

  KLMM, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China 

  Email: keyk@amss.ac.cn  


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