Global optimization over a box via canonical dual function

Authors:
Jinghao Zhu;Chao Wang;David Gao
Affiliations:
Department of Applied Mathematics, Tongji University, Shanghai 200092, China;Department of Mathematics, Tongji University, Shanghai, China;Department of Mathematics, Virginia Tech, Blacksburg, VA, USA
Venue:
Journal of Computational and Applied Mathematics
Year:
2011

Citing 6
Cited 0

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Abstract

In this paper, we study global concave optimization by the canonical dual function. A differential flow on the dual feasible space is introduced. We show that the flow reaches a global minimizer of the concave function over a box. An example is illustrated.