A Riemannian gradient ascent algorithm with applications to orthogonal approximation problems of symmetric tensors

In this paper, we propose an ascent algorithm by exploiting the Riemannian gradient, which is to solve the optimization problems with orthogonality constraints. It applies to orthogonal approximation problems of symmetric tensors. The iteration possesses some nice properties and has the same express...

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Vydáno v:Applied numerical mathematics Ročník 182; s. 235 - 247
Hlavní autoři: Sheng, Zhou, Yang, Weiwei, Wen, Jie
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elsevier B.V 01.12.2022
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ISSN:0168-9274, 1873-5460
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Abstract In this paper, we propose an ascent algorithm by exploiting the Riemannian gradient, which is to solve the optimization problems with orthogonality constraints. It applies to orthogonal approximation problems of symmetric tensors. The iteration possesses some nice properties and has the same expression as the Polar decomposition. We establish that the global convergence of our algorithm. Preliminary results show that the computational advantage of our algorithm.
AbstractList In this paper, we propose an ascent algorithm by exploiting the Riemannian gradient, which is to solve the optimization problems with orthogonality constraints. It applies to orthogonal approximation problems of symmetric tensors. The iteration possesses some nice properties and has the same expression as the Polar decomposition. We establish that the global convergence of our algorithm. Preliminary results show that the computational advantage of our algorithm.
Author Sheng, Zhou
Yang, Weiwei
Wen, Jie
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  givenname: Weiwei
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  fullname: Yang, Weiwei
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  givenname: Jie
  surname: Wen
  fullname: Wen, Jie
  email: wenjie@nuaa.edu.cn
  organization: College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing, Jiangsu 211106, China
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Keywords Riemannian gradient
Global convergence
Tensor approximation
Łojasiewicz gradient inequality
Symmetric tensor
Language English
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Snippet In this paper, we propose an ascent algorithm by exploiting the Riemannian gradient, which is to solve the optimization problems with orthogonality...
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StartPage 235
SubjectTerms Global convergence
Riemannian gradient
Symmetric tensor
Tensor approximation
Łojasiewicz gradient inequality
Title A Riemannian gradient ascent algorithm with applications to orthogonal approximation problems of symmetric tensors
URI https://dx.doi.org/10.1016/j.apnum.2022.08.005
Volume 182
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