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Some Global Optimization Problems on Stiefel Manifolds

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Abstract

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.

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Balogh, J., Csendes, T. & Rapcsák, T. Some Global Optimization Problems on Stiefel Manifolds. Journal of Global Optimization 30, 91–101 (2004). https://doi.org/10.1007/s10898-004-0574-9

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  • DOI: https://doi.org/10.1007/s10898-004-0574-9

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