A study on concave optimization via canonical dual function

Authors:
Jinghao Zhu;Shiming Tao;David Gao
Affiliations:
Department of Applied Mathematics, Tongji University, Shanghai, China;Department of Mathematics, Tongji University, Shanghai, China;Blacksburg, VA, United States
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

Citing 3
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Abstract

In this study we find a global minimizer of a concave function over a sphere. By introducing a differential equation, we obtain the invariant characteristics for a given optimization problem by constructing a canonical dual function. We present two theorems concerning the global optimality of an extrema of the optimization problem.