A Subspace Modified Broyden–Fletcher–Goldfarb–Shanno Method for B-eigenvalues of Symmetric Tensors
In this paper, finding the B -eigenvalues of a symmetric tensor is equivalent to solving a least-square optimization problem. Based on the subspace technique, a trust region algorithm is presented. In trust region subproblem, the modified Broyden–Fletcher–Goldfarb–Shanno formula is adopted to genera...
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Veröffentlicht in: | Journal of optimization theory and applications 2020-02, Vol.184 (2), p.419-432 |
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Hauptverfasser: | , , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper, finding the
B
-eigenvalues of a symmetric tensor is equivalent to solving a least-square optimization problem. Based on the subspace technique, a trust region algorithm is presented. In trust region subproblem, the modified Broyden–Fletcher–Goldfarb–Shanno formula is adopted to generate the approximated matrices. In order to reduce the computation cost in each iteration, the quadratic subproblem is constructed in a subspace with lower dimension. Theoretic analysis of the given algorithm and convergence properties of the optimal solutions are established. Numerical results show that this method is efficient. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-019-01617-5 |