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A descent cautious BFGS method for computing US-eigenvalues of symmetric complex tensors
Journal of Global Optimization ( IF 1.3 ) Pub Date : 2019-10-16 , DOI: 10.1007/s10898-019-00843-5
Minru Bai , Jing Zhao , ZhangHui Zhang

Unitary symmetric eigenvalues (US-eigenvalues) of symmetric complex tensors and unitary eigenvalues (U-eigenvalues) for non-symmetric complex tensors are very important because of their background of quantum entanglement. US-eigenvalue is a generalization of Z-eigenvalue from the real case to the complex case, which is closely related to the best complex rank-one approximations to higher-order tensors. The problem of finding US-eigenpairs can be converted to an unconstrained nonlinear optimization problem with complex variables, their complex conjugate variables and real variables. However, optimization methods often need a first- or second-order derivative of the objective function, and cannot be applied to real valued functions of complex variables because they are not necessarily analytic in their argument. In this paper, we first establish the first-order complex Taylor series and Wirtinger calculus of complex gradient of real-valued functions with complex variables, their complex conjugate variables and real variables. Based on this theory, we propose a norm descent cautious BFGS method for computing US-eigenpairs of a symmetric complex tensor. Under appropriate conditions, global convergence and superlinear convergence of the proposed method are established. As an application, we give a method to compute U-eigenpairs for a non-symmetric complex tensor by finding the US-eigenpairs of its symmetric embedding. The numerical examples are presented to support the theoretical findings.



中文翻译:

计算对称复张量的US-本征值的后裔谨慎BFGS方法

对称复张量的对称特征值(US-特征值)和非对称复张量的unit特征值(U-特征值)由于其量子纠缠的背景而非常重要。US-特征值是Z-特征值从实际情况到复数情况的推广,它与对高阶张量的最佳复数秩一近似值密切相关。查找US-本征对的问题可以转换为具有复杂变量,其复杂共轭变量和实变量的无约束非线性优化问题。但是,优化方法通常需要目标函数的一阶或二阶导数,并且由于不适用于其参数,因此无法应用于复杂变量的实值函数。在本文中,我们首先建立了具有复变量,复共轭变量和实变量的实值函数的复梯度的一阶复Taylor级数和Wirtinger微积分。基于这一理论,我们提出了一种标准下降谨慎BFGS方法,用于计算对称复张量的US-本征对。在适当的条件下,建立了该方法的全局收敛性和超线性收敛性。作为一种应用,我们给出了一种方法,可以通过找到其对称嵌入的US-本征对来计算非对称复张量的U-本征对。给出数值例子以支持理论发现。基于这一理论,我们提出了一种标准下降谨慎BFGS方法,用于计算对称复张量的US-本征对。在适当的条件下,建立了该方法的全局收敛性和超线性收敛性。作为一种应用,我们给出了一种方法,可以通过找到其对称嵌入的US-本征对来计算非对称复张量的U-本征对。给出数值例子以支持理论发现。基于这一理论,我们提出了一种标准下降谨慎BFGS方法,用于计算对称复张量的US-本征对。在适当的条件下,建立了该方法的全局收敛性和超线性收敛性。作为一种应用,我们给出了一种方法,可以通过找到其对称嵌入的US-本征对来计算非对称复张量的U-本征对。给出数值例子以支持理论发现。我们通过找到对称嵌入张量的US-本征对给出了一种计算非对称复张量的U-本征对的方法。给出了数值示例以支持理论发现。我们通过找到对称嵌入张量的US-本征对给出了一种计算非对称复张量的U-本征对的方法。给出数值例子以支持理论发现。

更新日期:2020-04-21
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