Local convergence of alternating low‐rank optimization methods with overrelaxation

نویسندگان

چکیده

The local convergence of alternating optimization methods with overrelaxation for low-rank matrix and tensor problems is established. analysis based on the linearization method which takes form an SOR iteration a positive semidefinite Hessian can be studied in corresponding quotient geometry equivalent representations. In case, optimal relaxation parameter accelerating determined from rate standard method. This result relies version Young's theorem 2 × $$ 2\times block systems.

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ژورنال

عنوان ژورنال: Numerical Linear Algebra With Applications

سال: 2022

ISSN: ['1070-5325', '1099-1506']

DOI: https://doi.org/10.1002/nla.2459