Abstract
We suggest weighted least squares scaling, a basic method in multidimensional scaling, as a class of test functions for global optimization. The functions are easy to code, cheap to calculate, and have important applications in data analysis. For certain data these functions have many local minima. Some characteristic features of the test functions are investigated.
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This paper was written while the second author was a visiting Professor at Aachen University of Technology, funded by the Deutsche Forschungsgemeinschaft.
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Mathar, R., Zilinskas, A. A class of test functions for global optimization. J Glob Optim 5, 195–199 (1994). https://doi.org/10.1007/BF01100693
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DOI: https://doi.org/10.1007/BF01100693