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A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search

Douglas Bunker, Lixing Han, Shu Hua Zhang (2013)

Applications of Mathematics

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....

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