Feasible Newton methods for symmetric tensor Z-eigenvalue problems

Jiefeng Xu, Donghui Li, Xueli Bai
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引用次数: 1

Abstract

Finding a Z-eigenpair of a symmetric tensor is equivalent to finding a Karush–Kuhn–Tucker point of a sphere constrained minimization problem. Based on this equivalency, in this paper, we first propose a class of iterative methods to get a Z-eigenpair of a symmetric tensor. Each method can generate a sequence of feasible points such that the sequence of function evaluations is decreasing. These methods can be regarded as extensions of the descent methods for unconstrained optimization problems. We pay particular attention to the Newton method. We show that under appropriate conditions, the Newton method is globally and quadratically convergent. Moreover, after finitely many iterations, the unit steplength will always be accepted. We also propose a nonlinear equations-based Newton method and establish its global and quadratic convergence. In the end, we do several numerical experiments to test the proposed Newton methods. The results show that both Newton methods are very efficient.
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对称张量z特征值问题的可行牛顿方法
寻找对称张量的z特征对等价于寻找球面约束最小化问题的Karush-Kuhn-Tucker点。基于这一等价性,本文首先提出了一类求对称张量的z特征对的迭代方法。每种方法都能产生一系列可行点,使得函数求值的顺序递减。这些方法可以看作是无约束优化问题下降方法的扩展。我们特别注意牛顿法。我们证明了在适当的条件下,牛顿方法是全局和二次收敛的。而且,经过有限次迭代后,单位步长总是可以接受的。提出了一种基于非线性方程的牛顿方法,并证明了其全局收敛性和二次收敛性。最后,我们做了几个数值实验来验证所提出的牛顿方法。结果表明,这两种牛顿方法都是非常有效的。
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