Canonical dual transformation method and generalized triality theory in nonsmooth global optimization

被引:70
作者
Gao, DY [1 ]
机构
[1] Virginia Polytech Inst & State Univ, Dept Math, Blacksburg, VA 24061 USA
关键词
bi-duality; canonical dual transformation; DC optimization; duality; global optimization; nonconvexity; nonsmoothness; reformulation; triality;
D O I
10.1023/A:1026537630859
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
This paper presents, within ct unified framework, a potentially powerful canonical dual transformation method and associated generalized duality theory in nonsmooth global optimization. It is shown that by the use of this method, many nonsmooth/nonconvex constrained primal problems in R-n can be reformulated into certain smooth/convex unconstrained dual problems in R-m with m less than or equal to n and without duality gap, and some NP-hard concave minimization problems can be transformed into unconstrained convex minimization dual problems. The extended Lagrange duality principles proposed recently in finite deformation theory are generalized suitable for solving a large class of nonconvex and nonsmooth problems. The very interesting generalized triality theory can be used to establish nice theoretical results and to develop efficient alternative algorithms for robust computations.
引用
收藏
页码:127 / 160
页数:34
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