Nonlinearly preconditioned L-BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition

DOI10.1002/nla.2202OpenAlexW2963002636WikidataQ129530237 ScholiaQ129530237MaRDI QIDQ3120348

Alexander J. M. Howse, Hans De Sterck

Publication date: 1 March 2019

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.08849

zbMATH Keywords

nonlinear optimization quasi-Newton methods L-BFGS Tucker decomposition canonical polyadic decomposition tensor decompositions nonlinear preconditioning nonlinear acceleration

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Multilinear algebra, tensor calculus (15A69)

Related Items (5)

Closed-form geodesics and optimization for Riemannian logarithms of Stiefel and flag manifolds ⋮ Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations ⋮ Rank properties and computational methods for orthogonal tensor decompositions ⋮ On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES ⋮ On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM

This page was built for publication: Nonlinearly preconditioned L-BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition