Title
Optimization via separated representations and the canonical tensor decomposition.
Abstract
We introduce a new, quadratically convergent algorithm for finding maximum absolute value entries of tensors represented in the canonical format. The computational complexity of the algorithm is linear in the dimension of the tensor. We show how to use this algorithm to find global maxima of non-convex multivariate functions in separated form. We demonstrate the performance of the new algorithms on several examples.
Year
DOI
Venue
2017
10.1016/j.jcp.2017.07.012
Journal of Computational Physics
Keywords
Field
DocType
Separated representations,Tensor decompositions,Canonical tensors,Global optimization,Quadratic convergence
Tensor density,Mathematical optimization,Quadratic growth,Tensor,Absolute value,Multivariate statistics,Tensor contraction,Maxima,Mathematics,Computational complexity theory
Journal
Volume
Issue
ISSN
348
C
0021-9991
Citations 
PageRank 
References 
0
0.34
11
Authors
3
Name
Order
Citations
PageRank
Matthew J. Reynolds140.76
Gregory Beylkin223430.77
Alireza Doostan318815.57