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Title: A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search (English)
Author: Bunker, Douglas
Author: Han, Lixing
Author: Zhang, Shuhua
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 58
Issue: 5
Year: 2013
Pages: 493-509
Summary lang: English
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Category: math
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Summary: The Alternating Nonnegative Least Squares (ANLS) method is commonly used for solving nonnegative tensor factorization problems. In this paper, we focus on algorithmic improvement of this method. We present a Proximal ANLS (PANLS) algorithm to enforce convergence. To speed up the PANLS method, we propose to combine it with a periodic enhanced line search strategy. The resulting algorithm, PANLS/PELS, converges to a critical point of the nonnegative tensor factorization problem under mild conditions. We also provide some numerical results comparing the ANLS and PANLS/PELS methods. (English)
Keyword: nonnegative tensor factorization
Keyword: proximal method
Keyword: alternating least squares
Keyword: enhanced line search
Keyword: global convergence
MSC: 15A69
MSC: 65F99
MSC: 65K05
idZBL: Zbl 06282093
idMR: MR3104615
DOI: 10.1007/s10492-013-0026-2
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Date available: 2013-09-14T11:40:03Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/143429
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