NEW GLOBAL OPTIMALITY CONDITIONS FOR CUBIC MINIMIZATION SUBJECT TO BOX OR BIVALENT CONSTRAINTS

被引:0
作者
Zhou, Xue-Gang [2 ]
Cao, Bing-Yuan [1 ]
机构
[1] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China
[2] Guangdong Univ Finance, Dept Appl Math, Guangzhou 510521, Guangdong, Peoples R China
来源
PACIFIC JOURNAL OF OPTIMIZATION | 2012年 / 8卷 / 03期
基金
中国国家自然科学基金;
关键词
cubic minimization; global optimality conditions; box or bivalent constraints; qauadratic overestimators and underestimators; CONVEX UNDERESTIMATORS; OPTIMIZATION;
D O I
暂无
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we present global optimality conditions for cubic minimization involving box or bivalent constraints via quadratic overestimators and underestimators. We first construct quadratic overestimators and underestimators of cubic function. Then, by utilizing quadratic overestimators, we derive a necessary global optimality condition for cubic minimization problems where the cubic objective function contains no cross terms. Finally, we establish the sufficient condition for global minimizers using quadratic underestimators,and also derive global optimality conditions for cubic minimization over bivalent constraints before we illustrate new optimality conditions by providing examples.
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页码:631 / 647
页数:17
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