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A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…

最优化与控制 · 数学 2024-02-21 Mauricio S. Louzeiro , Gilson N. Silva , Jinyun Yuan , Daoping Zhang

This paper studies tensor eigenvalue complementarity problems. Basic properties of standard and complementarity tensor eigenvalues are discussed. We formulate tensor eigenvalue complementarity problems as constrained polynomial…

最优化与控制 · 数学 2017-05-30 Jinyan Fan , Jiawang Nie , Anwa Zhou

The cubic regularization (CR) algorithm has attracted a lot of attentions in the literature in recent years. We propose a new reformulation of the cubic regularization subproblem. The reformulation is an unconstrained convex problem that…

最优化与控制 · 数学 2021-12-20 Rujun Jiang , Zhishuo Zhou , Zirui Zhou

The scalable adaptive cubic regularization method ($\mathrm{ARC_{q}K}$: Dussault et al. in Math. Program. Ser. A 207(1-2): 191-225, 2024) has been recently proposed for unconstrained optimization. It has excellent convergence properties,…

最优化与控制 · 数学 2026-03-17 Yonggang Pei , Yubing Lin , Shuai Shao , Mauricio Silva Louzeiro , Detong Zhu

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

数值分析 · 数学 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…

最优化与控制 · 数学 2022-03-15 Xi Chen , Bo Jiang , Tianyi Lin , Shuzhong Zhang

This paper proposes hybrid high-order eigensolvers for the computation of guaranteed lower eigenvalue bounds. These bounds display higher order convergence rates and are accessible to adaptive mesh-refining algorithms. The involved…

数值分析 · 数学 2026-04-23 Ngoc Tien Tran

We consider the Adaptive Regularization with Cubics approach for solving nonconvex optimization problems and propose a new variant based on inexact Hessian information chosen dynamically. The theoretical analysis of the proposed procedure…

最优化与控制 · 数学 2019-12-04 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini

This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…

数值分析 · 数学 2017-10-05 Harri Hakula , Pauliina Ilmonen , Vesa Kaarnioja

The method of computing eigenvectors from eigenvalues of submatrices can be shown as equivalent to a method of computing the constraint which achieves specified stationary values of a quadratic optimization. Similarly, we show computation…

环与代数 · 数学 2019-12-10 John Lakness

In this paper, we focus on a special class of symmetric tensors, which can be orthogonally diagonalizable, and investigate their Z-eigenpairs problem. We show that the eigenpairs can be uniformly expressed using several basic eigenpairs,…

谱理论 · 数学 2021-12-09 Lei Wang , Xiurui Geng

The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…

数值分析 · 数学 2022-02-25 Qichen Hong , Hehu Xie , Fei Xu

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

数值分析 · 数学 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

In this paper, we study the approximate orthogonal diagonalization problem of third order symmetric tensors. We define several classes of approximately diagonal tensors, including the ones corresponding to the stationary points of this…

数值分析 · 数学 2019-04-08 Jianze Li , Konstantin Usevich , Pierre Comon

We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to some random subspace of the parameters, constructing and…

最优化与控制 · 数学 2025-01-17 Coralia Cartis , Zhen Shao , Edward Tansley

The spectral theory of higher-order symmetric tensors is an important tool to reveal some important properties of a hypergraph via its adjacency tensor, Laplacian tensor, and signless Laplacian tensor. Owing to the sparsity of these…

组合数学 · 数学 2016-03-25 Jingya Chang , Yannan Chen , Liqun Qi

The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a…

数值分析 · 数学 2024-04-09 Salman Ahmadi-Asl

This paper introduces the notion of tubular eigenvalues of third-order tensors with respect to T-products of tensors and analyzes their properties. A focus of the paper is to discuss relations between tubular eigenvalues and two alternative…

数值分析 · 数学 2023-05-11 Fatemeh P. A. Beik , Yousef Saad

Let $A \in (\mathbb{C}^{n})^{\otimes p}$ be a complex tensor of order $p$. The pair $(v,\eta)\in\mathbb{C}^n\times \mathbb{C}$ is called an h-eigenpair of $A$, if $v\neq0$ and it satisfies $Av^{p-1}=\eta^{p-2} v$, where $Av^{p-1}$ is the…

数值分析 · 数学 2018-01-12 Paul Breiding

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

数值分析 · 数学 2015-09-22 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow