Geodesic
A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search
Applications of Mathematics, Tome 58 (2013) no. 5, pp. 493-509.

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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. We also provide some numerical results comparing the ANLS and PANLS/PELS methods.
DOI : 10.1007/s10492-013-0026-2
Classification : 15A69, 65F99, 65K05
Keywords: nonnegative tensor factorization; proximal method; alternating least squares; enhanced line search; global convergence 
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     title = {A proximal {ANLS} algorithm for nonnegative tensor factorization with a periodic enhanced line search},
     journal = {Applications of Mathematics},
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Bunker, Douglas; Han, Lixing; Zhang, Shuhua. A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search. Applications of Mathematics, Tome 58 (2013) no. 5, pp. 493-509. doi : 10.1007/s10492-013-0026-2. http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0026-2/

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