Canonical dual transformation method and generalized triality theory in nonsmooth global optimization (Q5928205)

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scientific article; zbMATH DE number 1582180
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Canonical dual transformation method and generalized triality theory in nonsmooth global optimization
scientific article; zbMATH DE number 1582180

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    Canonical dual transformation method and generalized triality theory in nonsmooth global optimization (English)
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    2000
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    The aim is to develop a general theory for solving the general nonconvex nonsmooth extremum problem \(P(x)= \Phi(x,\Lambda(x))\to \text{extremum }\forall x\in\chi\) (\(\chi\) is locally convex topological vector space, and \(P:\chi\to \overline{\mathbb{R}}= \mathbb{R}\cup \{-\infty\}\cup \{+\infty\}\) is a nonconvex and nonsmooth extended function). The paper presents, within a unified framework, a potentially powerful canonical dual transformation method and associated generalized duality theory in nonsmooth global optimization. It is shown that by the use of this method, many nonsmooth (nonconvex constrained primal problems in \(\mathbb{R}^n\) can be reformulated into certain smooth problems) convex unconstrained dual problems in \(\mathbb{R}^m\) with \(m\leq n\) and without duality gap, and some NP-hard concave minimization problems can be transformed into unconstrained convex minimization dual problems. The extended Lagrange duality principles in finite deformation theory are generalized suitable for solving a large class of nonconvex and nonsmooth problems. Finally, the generalized triality theory is used to establish theoretical results and to develop efficient alternative algorithms for robust computations.
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    nonconvex nonsmooth extremum problem
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    locally convex topological vector space
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    canonical dual transformation method
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    generalized duality theory
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    nonsmooth global optimization
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    NP-hard concave minimization problems
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    extended Lagrange duality principles
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    finite deformation theory
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    generalized triality theory
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