Dual estimates in multiextremal problems (Q1201906)

From MaRDI portal





scientific article; zbMATH DE number 98696
Language Label Description Also known as
default for all languages
No label defined
    English
    Dual estimates in multiextremal problems
    scientific article; zbMATH DE number 98696

      Statements

      Dual estimates in multiextremal problems (English)
      0 references
      17 January 1993
      0 references
      The paper proposes a technique of improving the dual estimates in nonconvex multiextremal problems of mathematical programming by adding some additional constraints which are the consequences of the original constraints as follows: Let a (bounded-from-below) polynomial \(P(x_ 1,x_ 2,\dots,x_ n)\) be given and let \(P^*\) be the value of the polynomial at the global minimum point. By introducing new variables and making use of quadratic substitutions of the form: \(x^ 2_ i=y_ i\); \(x_ j x_ k=z_{kj}\), and so forth, we can reduce the minimization problem for the polynomial \(P(x_ 1,x_ 2,\dots,x_ n)\) to a quadratic extremal problem with constraints in the form of equalities. This technique is used for problems of finding the global optimum of polynomial functions, and extremal quadratic and Boolean quadratic problems. Also, the paper considers an ecological multiextremal problem and gives an algorithm for finding the dual estimate for it. The algorithm is based on a scheme of decomposition and nonsmooth optimization methods.
      0 references
      nondifferentiable optimization
      0 references
      dual estimates
      0 references
      nonconvex multiextremal problems
      0 references
      additional constraints
      0 references
      polynomial functions
      0 references
      decomposition
      0 references
      nonsmooth optimization
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references