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On modeling and global solutions for d.c. optimization problems by canonical duality theory

This paper presents a canonical d.c. (difference of canonical and convex functions) programming problem, which can be used to model general global optimization problems in complex systems. It shows that by using the canonical duality theory, a large class of nonconvex minimization problems can be equivalently converted to a unified concave maximization problem over a convex domain, which can be solved easily under certain conditions. Additionally, a detailed proof for triality theory is provided, which can be used to identify local extremal solutions. Applications are illustrated and open problems are presented.

preprint2016arXivOpen access
Zhong JinDavid Y Gao
math.OC
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Open access2 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Zhong JinDavid Y Gao

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