ZERO DUALITY GAP FOR A CLASS OF NONCONVEX OPTIMIZATION PROBLEMS

被引：79

作者：

LI, D

机构：

[1] Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong, Shatin, New Territories

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1995年 / 85卷 / 02期

关键词：

NONCONVEX OPTIMIZATION; NONLINEAR PROGRAMMING; SADDLE POINTS; DUALITY; PRIMAL-DUAL METHODS;

D O I：

10.1007/BF02192229

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：

By an equivalent transformation using the pth power of the objective function and the constraint, a saddle point can be generated for a general class of nonconvex optimization problems. Zero duality gap is thus guaranteed when the primal-dual method is applied to the constructed equivalent form.

引用

页码：309 / 324

页数：16

共 7 条

[1] [Anonymous], 2016, LINEAR NONLINEAR PRO
[2] MULTIPLIER METHODS - SURVEY
BERTSEKAS, DP
[J]. AUTOMATICA, 1976, 12 (02) : 133 - 145
[3] CONVEXIFICATION PROCEDURES AND DECOMPOSITION METHODS FOR NON-CONVEX OPTIMIZATION PROBLEMS
BERTSEKAS, DP
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1979, 29 (02) : 169 - 197
[4] Hestenes M. R., 1969, Journal of Optimization Theory and Applications, V4, P303, DOI 10.1007/BF00927673
[5] LASDON L, 1970, OPTIMIZATION THEORY
[6] The Multiplier Method of Hestenes and Powell Applied to Convex Programming
Rockafellar, R. T.
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1973, 12 (06) : 555 - 562
[7] A NEW TECHNIQUE FOR NONCONVEX PRIMAL DUAL DECOMPOSITION OF A LARGE-SCALE SEPARABLE OPTIMIZATION PROBLEM
TANIKAWA, A
MUKAI, H
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1985, 30 (02) : 133 - 143

← 1 →