Some global optimization problems on Stiefel manifolds

被引:11
作者
Balogh, J
Csendes, T
Rapcsák, T
机构
[1] Univ Szeged, Dept Comp Sci, Juhasz Gyula Teachers Training Coll, H-6701 Szeged, Hungary
[2] Univ Szeged, Inst Informat, H-6701 Szeged, Hungary
[3] Hungarian Acad Sci, Inst Comp & Automat, Lab Operat Res & Decis Syst, H-1518 Budapest, Hungary
基金
匈牙利科学研究基金会;
关键词
nonlinear optimization; quadratic equality constraints; Stiefel manifolds;
D O I
10.1007/s10898-004-0574-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Optimization on Stiefel manifolds was discussed by Rapcsak 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.
引用
收藏
页码:91 / 101
页数:11
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