Abstract
In this two-part article, nonlinear coordinate transformations are discussed in order to simplify global unconstrained optimization problems and to test their unimodality on the basis of the analytical structure of the objective functions. If the transformed problems can be quadratic in some or all the variables, then the optimum can be calculated directly, without an iterative procedure, or the number of variables to be optimized can be reduced. Otherwise, the analysis of the structure can serve as a first phase for solving global unconstrained optimization problems.
The first part treats real-life problems where the presented technique is applied and the transformation steps are constructed. The second part of the article deals with the differential geometrical background and the conditions of the existence of such transformations.
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Rapcsák, T., Csendes, T. Nonlinear coordinate transformations for unconstrained optimization II. Theoretical background. J Glob Optim 3, 359–375 (1993). https://doi.org/10.1007/BF01096776
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DOI: https://doi.org/10.1007/BF01096776
Key words
- Global optimization
- smooth unconstrained optimization
- geodesic convexity
- unimodal function
- nonlinear coordinate transformation