作者
Dmitry Zheltkov, Eugene Tyrtyshnikov
发表日期
2020/8/26
期刊
Russian Journal of Numerical Analysis and Mathematical Modelling
卷号
35
期号
4
页码范围
247-261
出版商
De Gruyter
简介
In contrast to many other heuristic and stochastic methods, the global optimization based on TT-decomposition uses the structure of the optimized functional and hence allows one to obtain the global optimum in some problem faster and more reliable. The method is based on the TT-cross method of interpolation of tensors. In this case, the global optimum can be found in practice even in the case when the approximation of the tensor does not possess a high accuracy. We present a detailed description of the method and its justification for the matrix case and rank-1 approximation.
引用总数
学术搜索中的文章
D Zheltkov, E Tyrtyshnikov - Russian Journal of Numerical Analysis and …, 2020