Global optimization over a box via canonical dual function

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:235

Article

Zhu, Jinghao¹  Wang, Chao²  Gao, David³ 

[1] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China

[2] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

[3] Virginia Tech, Dept Math, Blacksburg, VA 24061 USA

关键词: Global optimization;    Canonical dual function;    Concave function;   

DOI  :  10.1016/j.cam.2010.07.023

来源: Elsevier

【 摘 要 】

In this paper, we study global concave optimization by the canonical dual function. A differential flow on the dual feasible space is introduced. We show that the flow reaches a global minimizer of the concave function over a box. An example is illustrated. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

Free