Nesterov acceleration of alternating least squares for canonical tensor decomposition: Momentum step size selection and restart mechanisms

DOI10.1002/nla.2297zbMath1488.65108arXiv1810.05846MaRDI QIDQ5122239

Hans De Sterck, Nan Ye, Drew Mitchell

Publication date: 22 September 2020

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

Full work available at URL: https://arxiv.org/abs/1810.05846

zbMATH Keywords

nonlinear optimization; alternating least squares; canonical tensor decomposition; nonlinear preconditioning; Nesterov acceleration; nonlinear acceleration

Mathematics Subject Classification ID

15A69: Multilinear algebra, tensor calculus

90C52: Methods of reduced gradient type

65F99: Numerical linear algebra

Uses Software

• Matlab
• TensorToolbox
• Poblano