A linearized relaxing algorithm for the specific nonlinear optimization problem

DOI10.1155/2016/1304954MaRDI QIDQ1669202zbMATH OpenOpenAlexWikidataFDO

Authors Mio Horai, Hideo Kobayashi, Takashi Gyoshin Nitta

Publication date 30 August 2018

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2016/1304954

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Fractional programming (90C32)

Review text

Summary: We propose a new method for the specific nonlinear and nonconvex global optimization problem by using a linear relaxation technique. To simplify the specific nonlinear and nonconvex optimization problem, we transform the problem to the lower linear relaxation form, and we solve the linear relaxation optimization problem by the Branch and Bound Algorithm. Under some reasonable assumptions, the global convergence of the algorithm is certified for the problem. Numerical results show that this method is more efficient than the previous methods.

Recommendations

• A global optimization algorithm using linear relaxation
• scientific article; zbMATH DE number 1300235
• A new linear relaxed method for solving generalized geometric programming
• An effective linearizing method for the specific nonlinear minimax optimization problem
• Global optimization for generalized linear multiplicative programming using convex relaxation

Cites work

• A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems
• A deterministic global optimization algorithm
• A note on a deterministic global optimization algorithm
• A review of recent advances in global optimization
• A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints
• A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
• A unified monotonic approach to generalized linear fractional programming
• BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH
• Global optimization algorithm for sum of generalized polynomial ratios problem
• Global optimization for the sum of certain nonlinear functions
• Global optimization for the sum of generalized polynomial fractional functions
• Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems
• Nonconvex Optimization for Communication Networks
• Optimal solutions to the infinite horizon problems: constructing the optimum as the limit of the solutions for the finite horizon problems
• Transversality conditions for infinite horizon optimality: higher order differential problems
• Using concave envelopes to globally solve the nonlinear sum of ratios problem

Cited in

(5)

• scientific article; zbMATH DE number 5926088 (Why is no real title available?)
• scientific article; zbMATH DE number 5669891 (Why is no real title available?)
• scientific article; zbMATH DE number 1300235 (Why is no real title available?)
• An effective linearizing method for the specific nonlinear minimax optimization problem
• A class of problems for which cyclic relaxation converges linearly

This page was built for publication: A linearized relaxing algorithm for the specific nonlinear optimization problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1669202)