低秩正交张量逼近的一种交替极分解方法的线性收敛性

活动信息

  • 开始时间:2020-12-11 14:00:00
  • 活动地点:腾讯会议:822 896 342
  • 主讲人:叶科

活动简介

Low rank orthogonal tensor approximation (LROTA) is an important problem in tensor computations and their applications. A classical and widely used algorithm is the alternating polar decomposition method (APD). In this talk, an improved version iAPD of the classical APD is proposed and all the following four fundamental properties will be discussed for iAPD: (i) the algorithm converges globally and the whole sequence converges to a KKT point without any assumption; (ii) it exhibits an overall sublinear convergence with an explicit rate which is sharper than the usual O(1/k) for first order methods in optimization; (iii) more importantly, it converges R-linearly for a generic tensor without any assumption; (iv) for almost all LROTA problems, iAPD reduces to APD after finitely many iterations if it converges to a local minimizer.

主讲人介绍

叶科,群众,研究方向为代数几何及微分几何的在计算复杂度理论,(多重)线性代数,数值计算以及优化问题中的应用