Suppose I have the following optimization problem: \begin{equation} \min\limits_{\mathbf{x},\mathbf{y}} f(\mathbf{x},\mathbf{y}) \qquad \qquad \qquad (1) \end{equation}
$$ \min\limits_{\mathbf{x},\mathbf{y}} f(\mathbf{x},\mathbf{y}) \tag{1} $$
It is already known that the target function $f(\mathbf{x},\mathbf{y})$$f$ is continuous and differentiable, which has a unique stationary point, and this stationary point is also a global minimum. But However, $f(\mathbf{x},\mathbf{y})$$f$ is not convex.
Here I guess that $f(\mathbf{x},\mathbf{y})$ is a strict quasi-convex function, and my question is based on this. convex. Here, I guess that $f$ is a strict quasi-convex function, and my question is based on this.
From the KKT condition, I find that the necessary condition for the optimal point is: \begin{equation} \mathbf x=g(\mathbf y) \end{equation}
The first question is:
Is my guess about this function correctly (just based on the properties discussed above) ?
If it is, then, we can use convex optimization algorithms to find a global optimal point of $f(\mathbf{x},\mathbf{y})$ since $f(\mathbf{x},\mathbf{y})$ is strict quasi-convex, reference.
Another question is:
Can we substitute $\mathbf x=g(\mathbf y)$ into the target function and solve the consequent optimization problem$ \mathbf x=g(\mathbf y) $.
In words, is the solution to the following optimization problem equivalent to the original optimization problem in $(1)$?
Is my guess about this function correctly (just based on the properties discussed above)? If it is, then, we can use convex optimization algorithms to find a global optimal point of $f$ since $f$ is strictly quasi-convex.
Can we substitute $\mathbf x=g(\mathbf y)$ into the target function and solve the consequent optimization problem. In words, is the solution to the following optimization problem equivalent to the original optimization problem in $(1)$?
\begin{equation} \min\limits_{\mathbf{y}} f(g(\mathbf y),\mathbf{y}) \end{equation}$$ \min\limits_{\mathbf{y}} f(g(\mathbf y),\mathbf{y}) $$
Any helpful comments are appreciated! ^_^!