Global optimization by canonical dual function
โ Scribed by Jinghao Zhu; Jiani Zhou; David Gao
- Book ID
- 104007019
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 400 KB
- Volume
- 234
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
โฆ Synopsis
In this paper, the canonical dual function (Gao, 2004 [4]) is used to solve a global optimization. We find global minimizers by backward differential flows. The backward flow is created by the local solution to the initial value problem of an ordinary differential equation. Some examples and applications are presented.
๐ SIMILAR VOLUMES
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 ext