Some Global Optimization Problems on Stiefel Manifolds

Optimization on Stiefel manifolds was discussed by Rapcsák in earlier papers, and some global optimization methods were considered and tested on Stiefel manifolds. In the paper, test functions are given with known global optimum points and their optimal function values. A restriction, which leads t...

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Veröffentlicht in:Journal of global optimization 2004-09, Vol.30 (1), p.91-101
Hauptverfasser: Balogh, J nos, Csendes, Tibor, Rapcs k, Tam s
Format: Artikel
Sprache:eng
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Zusammenfassung:Optimization on Stiefel manifolds was discussed by Rapcsák in earlier papers, and some global optimization methods were considered and tested on Stiefel manifolds. In the paper, test functions are given with known global optimum points and their optimal function values. A restriction, which leads to a discretization of the problem is suggested, which results in a problem equivalent to the well-known assignment problem.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-004-0574-9