Complete Solutions to General Box-Constrained Global Optimization Problems
Author(s) -
Dan Wu,
Youlin Shang
Publication year - 2011
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2011/478608
Subject(s) - mathematical optimization , convexity , mathematics , duality (order theory) , class (philosophy) , nonlinear programming , optimization problem , dual (grammatical number) , optimal control , nonlinear system , set (abstract data type) , feasible region , space (punctuation) , computer science , discrete mathematics , literature , quantum mechanics , artificial intelligence , financial economics , economics , programming language , operating system , art , physics
This paper presents a global optimization method for solving general nonlinear programmingproblems subjected to box constraints. Regardless of convexity or nonconvexity, by introducing adifferential flow on the dual feasible space, a set of complete solutions to the original problem is obtained,and criteria for global optimality and existence of solutions are given. Our theorems improve andgeneralize recent known results in the canonical duality theory. Applications to a class of constrainedoptimal control problems are discussed. Particularly, an analytical form of the optimal control isexpressed. Some examples are included to illustrate this new approach
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