Двойственные оценки для оптимизационной задачи квадратичного типа на многообразии Штиффеля

We study the global optimization problem connected to finding of a minimum of homogeneous quadratic function of a special kind on Stiefel manifold. It's considered Lagrange dual bounds for three variants of this problem which differ with restrictions on components orthonormal vectors. It's...

Full description

Saved in:
Bibliographic Details
Date:2004
Main Authors: Шор, Н.З., Стецюк, П.И., Березовский, О.А.
Format: Article
Language:Russian
Published: Інститут кібернетики ім. В.М. Глушкова НАН України 2004
Series:Теорія оптимальних рішень
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/84870
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Двойственные оценки для оптимизационной задачи квадратичного типа на многообразии Штиффеля / Н.З. Шор, П.И. Стецюк, О.А. Березовский // Теорія оптимальних рішень: Зб. наук. пр. — 2004. — № 3. — С. 3-10. — Бібліогр.: 7 назв. — рос.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine
Description
Summary:We study the global optimization problem connected to finding of a minimum of homogeneous quadratic function of a special kind on Stiefel manifold. It's considered Lagrange dual bounds for three variants of this problem which differ with restrictions on components orthonormal vectors. It's shown on tests that they can effectively be used for finding of a global minimum.