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Non-convex minimization of a quadratic function on a sphere
E. A. Kotel'nikov Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia
Abstract:
The minimization of convex functions on a sphere reduces to a sequence of problems minimizing its convex majorants on a sphere. To build majorants, the representation of the target function as a difference of convex quadratic functions and the solutions of the problem at the previous step is used. Representation of the target function in the form of a difference of convex quadratic functions is based on a modified procedure of decomposition of the Cholesky symmetric alternating-sign matrices.
Key words:
quadratic optimization on sphere, collinearity gradients, convex majorant, Cholesky decomposition.
Received: 23.06.2014 Revised: 25.07.2014
Citation:
E. A. Kotel'nikov, “Non-convex minimization of a quadratic function on a sphere”, Sib. Zh. Vychisl. Mat., 18:2 (2015), 163–176; Num. Anal. Appl., 8:2 (2015), 135–147
Linking options:
https://www.mathnet.ru/eng/sjvm574 https://www.mathnet.ru/eng/sjvm/v18/i2/p163
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