A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition
نویسندگان
چکیده
منابع مشابه
A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition
A new algorithm is presented for computing a canonical rank-R tensor approximation that has minimal distance to a given tensor in the Frobenius norm, where the canonical rank-R tensor consists of the sum of R rank-one tensors. Each iteration of the method consists of three steps. In the first step, a tentative new iterate is generated by a stand-alone one-step process, for which we use alternat...
متن کاملSteepest Descent Preconditioning for Nonlinear GMRES Optimization
Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N-GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are proposed. The first employs a line search, while the second employs a predefined small step. A simple global convergence proof is provided for the NGMRES optimi...
متن کاملA Particle Swarm Optimization Algorithm for Mixed-Variable Nonlinear Problems
Many engineering design problems involve a combination of both continuous anddiscrete variables. However, the number of studies scarcely exceeds a few on mixed-variableproblems. In this research Particle Swarm Optimization (PSO) algorithm is employed to solve mixedvariablenonlinear problems. PSO is an efficient method of dealing with nonlinear and non-convexoptimization problems. In this paper,...
متن کاملOptimization-Based Algorithms for Tensor Decompositions: Canonical Polyadic Decomposition, Decomposition in Rank-(Lr, Lr, 1) Terms, and a New Generalization
The canonical polyadic and rank-(Lr , Lr , 1) block term decomposition (CPD and BTD, respectively) are two closely related tensor decompositions. The CPD and, recently, BTD are important tools in psychometrics, chemometrics, neuroscience, and signal processing. We present a decomposition that generalizes these two and develop algorithms for its computation. Among these algorithms are alternatin...
متن کاملNumerical Optimization for Symmetric Tensor Decomposition
We consider the problem of decomposing a real-valued symmetric tensor as the sum of outer products of real-valued vectors. Algebraic methods exist for computing complex-valued decompositions of symmetric tensors, but here we focus on real-valued decompositions, both unconstrained and nonnegative. We discuss when solutions exist and how to formulate the mathematical program. Numerical results sh...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2012
ISSN: 1064-8275,1095-7197
DOI: 10.1137/110835530