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Abstract:
It is well-known that tensor eigenvalues have been widely used in signal processing, diffusion tensor imaging, independent component analysis and other fields. Effective methods for solving Z-eigenvalues of large-scale tensors tend to fall into a local optimal region. The feasible trust-region method is an effective method for computing the extreme Z-eigenvalue of large-scale tensors, but it also tends to fall into the local optimal. To overcome the problem, we propose three global optimization strategies based on the feasible trust-region method to improve the success rate of computing the extreme Z-eigenvalue. The first one is a multi-initial points algorithm. The second one is a simulated annealing algorithm. The third one is an infeasible trust-region algorithm which constructs an infeasible trust-region subproblem, expanding the search scope and expecting to improve the success rate. We prove the global convergence of the infeasible trust-region algorithm. The numerical results show that the success rate of calculating the extreme Zeigenvalue is greatly increased with the help of the global optimization strategy.
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PACIFIC JOURNAL OF OPTIMIZATION
ISSN: 1348-9151
Year: 2025
Issue: 1
Volume: 21
Page: 31-50
0 . 2 0 0
JCR@2022
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 4
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