Local saddle point and a class of convexification methods for nonconvex optimization problems

被引：0

作者：

Tao Li

Yanjun Wang

Zhian Liang

Panos M. Pardalos

机构：

[1] Shanghai University of Finance & Economics,Department of Applied Mathematics

[2] University of Gainesville,Department of Industrial and Systems Engineering

来源：

Journal of Global Optimization | 2007年 / 38卷

关键词：

Nonconvex optimization; Local saddle point; Convexification; Local convexity;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A class of general transformation methods are proposed to convert a nonconvex optimization problem to another equivalent problem. It is shown that under certain assumptions the existence of a local saddle point or local convexity of the Lagrangian function of the equivalent problem (EP) can be guaranteed. Numerical experiments are given to demonstrate the main results geometrically.

引用

页码：405 / 419

页数：14

共 5 条

[1]

Wolfe P.(1961)A duality theorem for nonlinear programming Q. Appl. Math. 19 239-244

[2]

Li D.(1995)Zero Duality gap for a class of nonconvex optimization problems J. Optim. Theory Appl. 85 309-324

[3]

Xu Z.K.(1997)Local saddle points and convexification for nonconvex optimization problems J. Optim. Theory Appl. 94 739-746

[4]

Li D.(2000)Local convexification of Lagrangian function in nonconvex optimization J. Optim. Theory Appl. 104 109-120

[5]

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