Complete solutions to general box-constrained global optimization problems

DOI10.1155/2011/478608MaRDI QIDQ642768zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Dan Wu, Youlin Shang

Publication date 27 October 2011

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2011/478608

zbMATH Keywords

canonical duality theorygeneral nonlinear programming problemsglobal optimization method

Mathematics Subject Classification ID

Existence theories for free problems in two or more independent variables (49J10) Numerical methods based on nonlinear programming (49M37) Duality theory (optimization) (49N15) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

Review text

Summary: This paper presents a global optimization method for solving general nonlinear programming problems subjected to box constraints. Regardless of convexity or nonconvexity, by introducing a differential 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 and generalize recent known results in the canonical duality theory. Applications to a class of constrained optimal control problems are discussed. Particularly, an analytical form of the optimal control is expressed. Some examples are included to illustrate this new approach.

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Cited in

(4)

• A general solution to least squares problems with box constraints and its applications
• The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function
• Modified ADMM algorithm for solving proximal bound formulation of multi-delay optimal control problem with bounded control
• Generating box-constrained optimization problems

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