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Article Dans Une Revue SIAM Journal on Optimization Année : 2022

Optimization on the Euclidean Unit Sphere

Résumé

We consider the problem of minimizing a continuously differentiable function f of m linear forms in n variables on the Euclidean unit sphere. We show that this problem is equivalent to minimizing the same function of related m linear forms (but now in m variables) on the Euclidean unit ball. When the linear forms are known, this results in a drastic reduction in problem size whenever m ≪ n and allows to solve potentially large scale non-convex such problems. We also provide a test to detect when a polynomial is a polynomial in a fixed number of forms. Finally, we identify two classes of functions with no spurious local minima on the sphere: (i) quasi-convex polynomials of odd degree and (ii) nonnegative and homogeneous functions. Finally, odd degreed forms have only nonpositive local minima and at most (d − 1) m are strictly negative.
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Dates et versions

hal-03291242 , version 1 (19-07-2021)
hal-03291242 , version 2 (11-03-2022)

Identifiants

Citer

Jean-Bernard Lasserre. Optimization on the Euclidean Unit Sphere. SIAM Journal on Optimization, 2022, 32 (2), pp.1430--1445. ⟨10.1137/21M1433150⟩. ⟨hal-03291242v2⟩
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