论文标题

Riemannian牛顿优化方法的对称张量近似问题

Riemannian Newton optimization methods for the symmetric tensor approximation problem

论文作者

Khouja, Rima, Khalil, Houssam, Mourrain, Bernard

论文摘要

对称张量近似问题(STA)包括通过对称秩-1张量的线性组合或低对称等级的线性形式的幂组合来近似对称张量或均相多项式。我们提出了两种新的Riemannian Newton型方法,用于具有复杂系数的对称张量的低等级近似值。第一种方法使用重量和单位向量的最多$ r $等级张量的参数化,以同量探验的质量效果,并为复杂的工具提供优化的工具,并从而提供有效的工具,并从而提供有效的工具,并从中提供优化的工具。 Riemannian渐变和Hessian,通过局部二次融合进行了牛顿迭代。我们证明,在初始点附近的非缺陷张量的某些规律性条件下,牛顿迭代(使用信任区域方案完成)正在融合到局部最低最小值。第二种方法是维罗伦斯歧管的笛卡尔产品上的Riemannian高斯 - Newton方法。描述了该riemannian歧管的切线空间的明确基础。我们推断出Riemannian渐变和高斯 - 牛顿河畔riemannian Hessian的近似。我们在Veronese歧管上介绍了一个新的缩回操作员。我们分析了这些方法的数值行为,并通过同时基质对角化(SMD)提供了初始点。数量实验表明,在不同情况下,与现有的正式方法相比,两种方法的良好数值行为。

The Symmetric Tensor Approximation problem (STA) consists of approximating a symmetric tensor or a homogeneous polynomial by a linear combination of symmetric rank-1 tensors or powers of linear forms of low symmetric rank. We present two new Riemannian Newton-type methods for low rank approximation of symmetric tensor with complex coefficients.The first method uses the parametrization of the set of tensors of rank at most $r$ by weights and unit vectors.Exploiting the properties of the apolar product on homogeneous polynomials combined with efficient tools from complex optimization, we provide an explicit and tractable formulation of the Riemannian gradient and Hessian, leading to Newton iterations with local quadratic convergence. We prove that under some regularity conditions on non-defective tensors in the neighborhood of the initial point, the Newton iteration (completed with a trust-region scheme) is converging to a local minimum.The second method is a Riemannian Gauss--Newton method on the Cartesian product of Veronese manifolds. An explicit orthonormal basis of the tangent space of this Riemannian manifold is described. We deduce the Riemannian gradient and the Gauss--Newton approximation of the Riemannian Hessian. We present a new retraction operator on the Veronese manifold.We analyze the numerical behavior of these methods, with an initial point provided by Simultaneous Matrix Diagonalisation (SMD).Numerical experiments show the good numerical behavior of the two methods in different cases and in comparison with existing state-of-the-art methods.

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