Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations

Author:

Sheng Zhou,Li Jianze,Ni Qin

Abstract

This paper mainly studies the gradient-based Jacobi-type algorithms to maximize two classes of homogeneous polynomials with orthogonality constraints, and establish their convergence properties. For the first class of homogeneous polynomials subject to a constraint on a Stiefel manifold, we reformulate it as an optimization problem on a unitary group, which makes it possible to apply the gradient-based Jacobi-type (Jacobi-G) algorithm. Then, if the subproblem can always be represented as a quadratic form, we establish the global convergence of Jacobi-G under any one of three conditions. The convergence result for the first condition is an easy extension of the result by Usevich, Li, and Comon [SIAM J. Optim. 30 (2020), pp. 2998–3028], while other two conditions are new ones. This algorithm and the convergence properties apply to the well-known joint approximate symmetric tensor diagonalization. For the second class of homogeneous polynomials subject to constraints on the product of Stiefel manifolds, we reformulate it as an optimization problem on the product of unitary groups, and then develop a new gradient-based multiblock Jacobi-type (Jacobi-MG) algorithm to solve it. We establish the global convergence of Jacobi-MG under any one of the above three conditions, if the subproblem can always be represented as a quadratic form. This algorithm and the convergence properties are suitable to the well-known joint approximate tensor diagonalization. As the proximal variants of Jacobi-G and Jacobi-MG, we also propose the Jacobi-GP and Jacobi-MGP algorithms, and establish their global convergence without any further condition. Some numerical results are provided indicating the efficiency of the proposed algorithms.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference49 articles.

1. Steepest descent algorithms for optimization under unitary matrix constraint;Abrudan, Traian E.;IEEE Trans. Signal Process.,2008

2. Trust-region methods on Riemannian manifolds;Absil, P.-A.;Found. Comput. Math.,2007

3. Convergence of the iterates of descent methods for analytic cost functions;Absil, P.-A.;SIAM J. Optim.,2005

4. Optimization Algorithms on Matrix Manifolds

5. B. W. Bader, T. G. Kolda, et al., Matlab tensor toolbox version 2.6, February 2015, \url{http://www.sandia.gov/ tgkolda/TensorToolbox/}.

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3