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Semidefinite Relaxations for Best Rank-1 Tensor Approximations
120
Citations
30
References
2014
Year
Mathematical ProgrammingNumerical AnalysisEngineeringHomogeneous PolynomialsMultilinear Subspace LearningSemi-definite OptimizationInverse ProblemsSemidefinite ProgrammingBest Rank-1 ApproximationsApproximation TheoryLow-rank ApproximationSemidefinite Relaxations
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.
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