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Abstract:
It is known that computing the largest (smallest) Z-eigenvalue of a symmetric tensor is equivalent to maximizing (minimizing) a homogenous polynomial over the unit sphere. Based on such a reformulation, we shall propose a feasible trust-region method for calculating extreme Z-eigenvalues of symmetric tensors. One basic feature of the method is that the true Hessian, which is ready for polynomials, is utilized in the trust-region subproblem so that any cluster point of the iterations can be shown to satisfy the second-order necessary conditions. The other feature is that after a trial step d(k) is provided by solving the trust-region subproblem at the current point x(k), the projection of x(k) + d(k) to the unit sphere, instead of the point x(k) + d(k) itself, is judged and if successful, is used for the next point. Global convergence and local quadratic convergence of the feasible trust-region method are established for the tensor Z-eigenvalue problem. The preliminary numerical results over several testing problems show that the feasible trust-region method is quite promising.
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Source :
PACIFIC JOURNAL OF OPTIMIZATION
ISSN: 1348-9151
Year: 2015
Issue: 2
Volume: 11
Page: 291-307
0 . 2 0 0
JCR@2022
ESI Discipline: ENGINEERING;
ESI HC Threshold:174
JCR Journal Grade:4
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 14
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
Affiliated Colleges: