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Continuation methods for nonnegative rank-1 approximation of nonnegative tensors
Numerical Linear Algebra with Applications ( IF 4.3 ) Pub Date : 2021-06-06 , DOI: 10.1002/nla.2398 Fu-Shin Hsu, Yueh-Cheng Kuo, Ching-Sung Liu
Numerical Linear Algebra with Applications ( IF 4.3 ) Pub Date : 2021-06-06 , DOI: 10.1002/nla.2398 Fu-Shin Hsu, Yueh-Cheng Kuo, Ching-Sung Liu
In this article, the rank-1 approximation of a nonnegative tensor 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 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.
中文翻译:
非负张量的非负秩 1 近似的延续方法
在本文中,非负张量的 rank-1 近似 被认为。在数学上,近似问题可以表述为优化问题。优化问题的 Karush-Kuhn-Tucker (KKT) 点可以通过计算放大张量的非负 Z 特征向量y来获得. 因此,我们提出了一种具有预测和校正步骤的迭代方法,用于计算放大张量的非负 Z 特征向量y,称为延续方法。在理论部分,我们表明计算只需要每次迭代的 flops 和计算的 Z 特征向量y具有非零分量块,因此,可以获得 KKT 点。此外,我们表明 KKT 点是优化问题的局部优化器。提供了数值实验来支持理论结果。
更新日期:2021-06-06
中文翻译:
非负张量的非负秩 1 近似的延续方法
在本文中,非负张量的 rank-1 近似 被认为。在数学上,近似问题可以表述为优化问题。优化问题的 Karush-Kuhn-Tucker (KKT) 点可以通过计算放大张量的非负 Z 特征向量y来获得. 因此,我们提出了一种具有预测和校正步骤的迭代方法,用于计算放大张量的非负 Z 特征向量y,称为延续方法。在理论部分,我们表明计算只需要每次迭代的 flops 和计算的 Z 特征向量y具有非零分量块,因此,可以获得 KKT 点。此外,我们表明 KKT 点是优化问题的局部优化器。提供了数值实验来支持理论结果。