Skip to main content
Log in

A DCA-Newton method for quartic minimization over the sphere

  • Published:
Advances in Computational Mathematics Aims and scope Submit manuscript

Abstract

In this paper, a method for quartic minimization over the sphere is studied. It is based on an equivalent difference of convex (DC) reformulation of this problem in the matrix variable. This derivation also induces a global optimality certification for the quartic minimization over the sphere. An algorithm with the subproblem being solved by a semismooth Newton method is then proposed for solving the quartic minimization problem. The efficiency of this algorithm and the global optimality certification are illustrated by numerical experiments.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bertsekas, D.P.: Nonlinear Programming, 2nd edn. Athena Scientific, Belmont, USA (1999)

    MATH  Google Scholar 

  2. Bhatia, R.: Matrix Analysis. Springer, New York (1997)

    Book  MATH  Google Scholar 

  3. Blekherman, G., Parrilo, P.A., Thomas, R.R.: Semidefinite Optimization and Convex Algebraic Geometry. SIAM, Philadelphia (2013)

    MATH  Google Scholar 

  4. Bochnak, J., Coste, M., Roy, M.-F.: Real Algebraic Geometry. Ergebnisse der Mathematik und ihrer Grenzgebiete, 36, Springer-Verlag, Berlin (1998)

  5. Bolte, J., Sabach, S., Teboulle, M.: Proximal alternating linearized minimization for nonconvex and nonsmooth problems. Math. Program. 146(1–2), 459–494 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  6. Cartwright, D., Sturmfels, B.: The number of eigenvalues of a tensor. Linear Algebra Appl. 438, 942–952 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  7. Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)

    MATH  Google Scholar 

  8. Comon, P., Golub, G., Lim, L.-H., Mourrain, B.: Symmetric tensors and symmetric tensor rank. SIAM J. Matrix Anal. Appl. 30, 1254–1279 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  9. Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems, vol 1 and vol 2. Springer-Verlag, New York(2003)

  10. Faraut, U., Korányi, A.: Analysis on Symmetric Cones. Oxford University Press, New York, Oxford Mathematical Monographs (1994)

    MATH  Google Scholar 

  11. Gao, Y., Sun, D.: A majorized penalty approach for calibrating rank constrained correlation matrix problems. Preprint available at http://www.math.nus.edu.sg/ matsundf/MajorPenMay5.pdf, 2010

  12. Hu, S.: Nondegeneracy of eigenvectors and singular vector tuples of tensors. Sci. China Math. 65, 2483–2492 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  13. Hu, S.: Certifying the global optimality of quartic minimization over the sphere. J. Oper. Res. Soc. China 10, 241–287 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  14. Hu, S., Li, G.: Convergence rate analysis for the higher order power method in best rank one approximations of tensors. Numer. Math. 140, 993–1031 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  15. Hu, S., Li, G.: \({\operatorname{B}}\)-Subdifferentials of the projection onto the standard matrix simplex. Comput. Optim. App. 80, 915–941 (2021)

    Article  MATH  Google Scholar 

  16. Hu, S., Qi, L.: Algebraic connectivity of an even uniform hypergraph. J. Comb. Optim. 24, 564–579 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  17. Hu, S., Sun, D., Toh, K.-C.: Best nonnegative rank-one approximations of tensors. SIAM J. Matrix Anal. App. 40, 1527–1554 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  18. Jiang, B., Ma, S., Zhang, S.: Tensor principal component analysis via convex optimization. Math. Program. 150, 423–457 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  19. Kolda, T.G., Bader, B.W.: Tensor decompositions and applications. SIAM Rev. 51(3), 455–500 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  20. Kolda, T.G., Mayo, J.: Shifted power method for computing tensor eigenpairs. SIAM J. Matrix Anal. Appl. 32, 1095–1124 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  21. Landsberg, J.M.: Tensors: geometry and applications. Graduate Studies in Mathematics, 128, AMS, Providence, RI, 2012

  22. Laurent, M.: Sums of squares, moment matrices and optimization over polynomials, in Emerging Applications of Algebraic Geometry, IMA Vol. Math. Appl., 149, M. Putinar and S. Sullivant, eds., pp. 157–270, Springer, New York (2009)

  23. Li, G., Pong, T.K.: Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods. Found. Comput. Math. 18, 1199–1232 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  24. Nie, J., Wang, L.: Semidefinite relaxations for best rank-1 tensor approximations. SIAM J. Matrix Anal. Appl. 35, 1155–1179 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  25. Pang, J.S.: Newton’s method for B-differentiable equations. Math. Oper. Res. 15, 311–341 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  26. Pang, J.S., Razaviyayn, M., Alberth, A.: Computing B-statiomary points of nonsmooth DC programs. Math. Oper. Res. 42(1), 95–118 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  27. Pang, J.S., Qi, L.: Nonsmooth equations: motivation and algorithms. SIAM. J. Optim. 3, 443–465 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  28. Pham Dinh, T., Le Thi, H.A.: Convex analysis approach to dc programming: theory, algorithms and applications. Acta Math. Vietnamica 22, 289–355 (1997)

    MathSciNet  MATH  Google Scholar 

  29. Qi, L.: Eigenvalues and invariants of tensors. J. Math. Anal. Appl. 325, 1363–1377 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  30. Qi, L.: Convergence analysis of some algorithms for solving nonsmooth equations. Math. Oper. Res. 18, 227–244 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  31. Qi, L., Luo, Z.: Tensor Analysis: spectral theory and special tensors. SIAM (2017)

  32. Qi, L., Sun, J.: A nonsmooth version of Newton’s method. Math. Program. 58, 353–367 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  33. Qi, L., Wang, F., Wang, Y.: Z-eigenvalue methods for a global polynomial optimization problem. Math. Program. 118, 301–316 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  34. Qi, L., Yu, G., Wu, E.X.: Higher order positive semi-definite diffusion tensor imaging. SIAM J. Imaging Sci. 3, 416–433 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  35. Rockafellar, R.T.: Convex Analysis. Princeton University Press, New Jersey (1970)

    Book  MATH  Google Scholar 

  36. Rockafellar, R.T., Wets, R.: Variational Analysis. Grundlehren der Mathematischen Wissenschaften, Vol. 317. Springer, Berlin (1998)

  37. Sun, D.F., Sun, J.: Strong semismoothness of eigenvalues of symmetric matrices and its applications in inverse eigenvalue problems. SIAM J. Numer. Anal. 40, 2352–2367 (2003)

    Article  MATH  Google Scholar 

  38. Sun, D.F., Toh, K.-C., Yuan, Y.C., Zhao, X.Y.: SDPNAL\(+\): A Matlab software for semidefinite programming with bound constraints (version 1.0). Optim. Methods Softw. 35, 87–115 (2020)

  39. Sun, D.F., Sun, J.: Semismoothness matrix valued functions. Math. Oper. Res. 27, 150–169 (2003)

    Article  Google Scholar 

  40. Sturm, J.F.: SeDuMi 1.02: A Matlab toolbox for optimization over symmetric cones. Optim. Methods Softw. , 625–653 (1999)

  41. Toh, K.C., Todd, M.J., Tutuncu, R.H.: SDPT3: A Matlab software package for semidefinite programming. Optim. Methods Softw. 11, 545–581 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  42. Watson, G.A.: Characterization of the subdifferent of some matrix norms. Linear Algebra. Appl. 170, 33–45 (1988)

    Article  Google Scholar 

  43. Wei, T.C., Goldbart, P.M.: Geometric measure of entanglement and applications to bipartite and multipartite quantum states. Phys. Rev. A. 68, 042307 (2003)

    Article  Google Scholar 

  44. Yang, L.Q., Sun, D.F., Toh, K.-C.: SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints. Math. Program. Comput. 7, 331–366 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  45. Zhao, X.Y., Sun, D.F., Toh, K.C.: A Newton-CG augmented Lagrangian method for semidefinite programming. SIAM J. Optim. 20, 1737–1765 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  46. Zhou, J., Wang, J.: A DC method for minimizing a quartic form over the sphere. Journal of Hangzhou Dianzi University (Natural Sciences) 41(3), 98–102 (2021)

    Google Scholar 

Download references

Acknowledgements

The authors are grateful to the anonymous referees for their suggestions and comments on the manuscript.

Funding

This work is partially supported by the Natural Science Foundation of Zhejiang Province, China (Grant No. LY22A010022 and Grant No. LD19A010002), and the National Natural Science Foundation of China (Grant No. 11771328, Grant No. 12171128 and Grant No. 12171357).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yong Wang.

Ethics declarations

Conflict of interest

The authors declare no competing interests.

Additional information

Communicated by: Guoyin Li

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Hu, S., Wang, Y. & Zhou, J. A DCA-Newton method for quartic minimization over the sphere. Adv Comput Math 49, 53 (2023). https://doi.org/10.1007/s10444-023-10040-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10444-023-10040-4

Keywords

Mathematics Subject Classification (2010)

Navigation