Global Search Strategies for Solving Multilinear Least-Squares Problems

Mats Andersson, Oleg Burdakov, Hans Knutsson, Spartak Zikrin

Abstract


The multilinear least-squares (MLLS) problem is an extension of the linear least-squares problem. The difference is that a multilinear operator is used in place of a matrix-vector product. The MLLS is typically a large-scale problem characterized by a large number of local minimizers. It originates, for instance, from the design of filter networks. We present a global search strategy that allows for moving from one local minimizer to a better one. The efficiency of this strategy is illustrated by the results of numerical experiments performed for some problems related to the design of filter networks.

 

 


Keywords


Filter networks, Global optimization, Global search strategies, Multilinear least-squares.

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References


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DOI: http://dx.doi.org/10.24200/squjs.vol17iss1pp12-21

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Copyright (c) 2017 Mats Andersson, Oleg Burdakov, Hans Knutsson, Spartak Zikrin

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