NONLINEAR COORDINATE TRANSFORMATIONS FOR UNCONSTRAINED OPTIMIZATION .1. BASIC TRANSFORMATIONS

被引:3
|
作者
CSENDES, T
RAPCSAK, T
机构
[1] ATTILA JOZSEF UNIV,KALMAR LAB,H-6701 SZEGED,HUNGARY
[2] HUNGARIAN ACAD SCI,INST COMP & AUTOMAT,H-1361 BUDAPEST 5,HUNGARY
关键词
GLOBAL OPTIMIZATION; NONLINEAR PARAMETER TRANSFORMATION; UNCONSTRAINED OPTIMIZATION; UNIMODAL FUNCTION;
D O I
10.1007/BF01096739
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
In this two-part article, nonlinear coordinate transformations are discussed to simplify unconstrained global optimization problems and to test their unimodality on the basis of the analytical structure of the objective functions. If the transformed problems are 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 unconstrained global 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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页码:213 / 221
页数:9
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