Transformation of Quasiconvex Functions to Eliminate Local Minima
| Autor: | Suliman Al-Homidan, Nicolas Hadjisavvas, Loai Shaalan |
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| Rok vydání: | 2018 |
| Předmět: |
Class (set theory)
021103 operations research Control and Optimization Applied Mathematics Mathematics::Analysis of PDEs 0211 other engineering and technologies Structure (category theory) 010103 numerical & computational mathematics 02 engineering and technology Management Science and Operations Research 01 natural sciences Combinatorics Maxima and minima Mathematics::Group Theory Quasiconvex function Operator (computer programming) Transformation (function) Graph (abstract data type) 0101 mathematics Global optimization Mathematics |
| Zdroj: | Journal of Optimization Theory and Applications. 177:93-105 |
| ISSN: | 1573-2878 0022-3239 |
| DOI: | 10.1007/s10957-018-1223-7 |
| Popis: | Quasiconvex functions present some difficulties in global optimization, because their graph contains “flat parts”; thus, a local minimum is not necessarily the global minimum. In this paper, we show that any lower semicontinuous quasiconvex function may be written as a composition of two functions, one of which is nondecreasing, and the other is quasiconvex with the property that every local minimum is global minimum. Thus, finding the global minimum of any lower semicontinuous quasiconvex function is equivalent to finding the minimum of a quasiconvex function, which has no local minima other than its global minimum. The construction of the decomposition is based on the notion of “adjusted sublevel set.” In particular, we study the structure of the class of sublevel sets, and the continuity properties of the sublevel set operator and its corresponding normal operator. |
| Databáze: | OpenAIRE |
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