Global search strategies for solving multilinear least-squares problems

Abstract EN

The multilinear least-squares (MLLS) problem is an extension of the linear leastsquares 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.