On the numerical solution of the problem of nonconvex optimization

MaRDI QIDQ2729361zbMATH OpenFDO

Authors A. S. Strekalovskiĭ, A. A. Kuznetsova, Tat'yana Vladimirovna Yakovleva

Publication date 22 July 2001

Published in Sibirskiĭ Zhurnal Vychislitel'noĭ Matematiki (Search for Journal in Brave)

zbMATH Keywords

minimax problemnonconvex optimizationnumerical algorithmquadratic functions

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Minimax problems in mathematical programming (90C47)

Review text

The article is devoted to the numerical study of the minimax problem, in particular, special attention is paid to the search of a global minimum for the quadratic functions with matrices of variable sign on a parallelepiped. The authors expose sufficient conditions for global optimality of the general nonconvex problem for d.~c. optimization. Using the conditions obtained, the authors present a global search strategy to the problem and, as a result, for the minimization problem of quadratic functions, they obtain certain realizations of the strategy. The test calculations illustrate the efficiency of the algorithm suggested.

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Cited in

(9)

• A method for solution of special problems of global minimization
• D.C. programming approach for solving an applied ore-processing problem
• On numerical solution of hemivariational inequalities by nonsmooth optimization methods
• New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming
• Numerical resolution of scalar convex equations: Explicit stability, entropy and convergence conditions
• Non-convex quadratic optimization on a parallelepiped
• A modification of the Nevanlinna algorithm on the solution of the H/sup infinity //sub m*n/-optimization problem
• A numerical embedding method for solving the nonlinear optimization problem
• Three search algorithms for three nonconvex optimization problems

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