An Adaptive Trust-Region Method for Generalized Eigenvalues of Symmetric Tensors

An Adaptive Trust-Region Method for Generalized Eigenvalues of Symmetric Tensors

Year:    2021

Author:    Yuting Chen, Mingyuan Cao, Yueting Yang, Qingdao Huang

Journal of Computational Mathematics, Vol. 39 (2021), Iss. 3 : pp. 358–374

Abstract

For symmetric tensors, computing generalized eigenvalues is equivalent to a homogenous polynomial optimization over the unit sphere. In this paper, we present an adaptive trust-region method for generalized eigenvalues of symmetric tensors. One of the features is that the trust-region radius is automatically updated by the adaptive technique to improve the algorithm performance. The other one is that a projection scheme is used to ensure the feasibility of all iteratives. Global convergence and local quadratic convergence of our algorithm are established, respectively. The preliminary numerical results show the efficiency of the proposed algorithm.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.2001-m2019-0017

Journal of Computational Mathematics, Vol. 39 (2021), Iss. 3 : pp. 358–374

Published online:    2021-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Symmetric tensors Generalized eigenvalues Trust-region Global convergence Local quadratic convergence.

Author Details

Yuting Chen

Mingyuan Cao

Yueting Yang

Qingdao Huang

  1. An accelerated conjugate gradient method for the Z-eigenvalues of symmetric tensors

    Cao, Mingyuan

    Yang, Yueting

    Li, Chaoqian

    Jiang, Xiaowei

    AIMS Mathematics, Vol. 8 (2023), Iss. 7 P.15008

    https://doi.org/10.3934/math.2023766 [Citations: 0]