<p>This paper studies a robust approach to the simultaneous approximate diagonalization (SADI) of symmetric third-order tensors. Because <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\ell_{2}\)</EquationSource> </InlineEquation>-norm–based formulations (<InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\ell_{2}\)</EquationSource> </InlineEquation>-SADI) are sensitive to outliers and non-Gaussian noise, we propose an <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\ell_{1}\)</EquationSource> </InlineEquation>-norm–based model (<InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\ell_{1}\)</EquationSource> </InlineEquation>-SADI) that enhances robustness by minimizing the <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\ell_{1}\)</EquationSource> </InlineEquation>-norm of the off-diagonal entries. To solve the resulting nonsmooth optimization problem, a Riemannian smoothing conjugate gradient (RSCG) algorithm with adaptively decaying smoothing parameters is introduced. It is shown that any accumulation point of the sequence generated by RSCG satisfies the necessary conditions for local optimality of the original problem, with all such points being limiting stationary points, forming a subset of the Clarke stationary point set. The model and algorithm can be naturally extended to <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(d\)</EquationSource> </InlineEquation>-order tensors. Numerical experiments demonstrate that RSCG performs well in terms of efficiency, robustness, and accuracy in the presence of outliers and noise.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A robust \(\ell_{1}\)-norm approach to simultaneous approximate tensor diagonalization via Riemannian smoothing

  • Xinying Li,
  • Yuning Yang

摘要

This paper studies a robust approach to the simultaneous approximate diagonalization (SADI) of symmetric third-order tensors. Because \(\ell_{2}\) -norm–based formulations ( \(\ell_{2}\) -SADI) are sensitive to outliers and non-Gaussian noise, we propose an \(\ell_{1}\) -norm–based model ( \(\ell_{1}\) -SADI) that enhances robustness by minimizing the \(\ell_{1}\) -norm of the off-diagonal entries. To solve the resulting nonsmooth optimization problem, a Riemannian smoothing conjugate gradient (RSCG) algorithm with adaptively decaying smoothing parameters is introduced. It is shown that any accumulation point of the sequence generated by RSCG satisfies the necessary conditions for local optimality of the original problem, with all such points being limiting stationary points, forming a subset of the Clarke stationary point set. The model and algorithm can be naturally extended to \(d\) -order tensors. Numerical experiments demonstrate that RSCG performs well in terms of efficiency, robustness, and accuracy in the presence of outliers and noise.