How do I have a garante that I arrived to global optimal
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Petrichor
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Sep 23, 2024, 4:26:03 PM9/23/24
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I have a non g-convex function. I am using conjugate gradient. I experimented also with trust region. Both solvers give me the same results, should I conclude that I am not stuck in a local minima? What should I do to verify that I atteind a global extreme?
Nicolas Boumal
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Sep 24, 2024, 1:58:16 AM9/24/24
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This observation is not enough to conclude global optimality. Unless you can verify some special structure (and you already excluded g-convexity), there is no general tool that can easily allow to guarantee global optimality.