SEMIDEFINITE RELAXATIONS FOR BEST RANK-1 TENSOR APPROXIMATIONS

被引:101
|
作者
Nie, Jiawang [1 ]
Wang, Li [1 ]
机构
[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
基金
美国国家科学基金会;
关键词
form; polynomial; relaxation; rank-1; approximation; semidefinite program; sum of squares; tensor; SYMMETRIC TENSOR; MOMENT MATRICES; OPTIMIZATION; ALGORITHM; SPHERES; SQUARES;
D O I
10.1137/130935112
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper studies the problem of finding best rank-1 approximations for both symmetric and nonsymmetric tensors. For symmetric tensors, this is equivalent to optimizing homogeneous polynomials over unit spheres; for nonsymmetric tensors, this is equivalent to optimizing multiquadratic forms over multispheres. We propose semidefinite relaxations, based on sum of squares representations, to solve these polynomial optimization problems. Their special properties and structures are studied. In applications, the resulting semidefinite programs are often large scale. The recent Newton-CG augmented Lagrangian method by Zhao, Sun, and Toh [SIAM J. Optim., 20 (2010), pp. 1737-1765] is suitable for solving these semidefinite relaxations. Extensive numerical experiments are presented to show that this approach is efficient in getting best rank-1 approximations.
引用
收藏
页码:1155 / 1179
页数:25
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