Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions

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Publication:280969

DOI10.1007/S10898-014-0244-5zbMATH Open1369.90133arXiv1308.4732OpenAlexW1989192034MaRDI QIDQ280969FDOQ280969

Yi Chen, David Y. Gao

Publication date: 10 May 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Abstract: This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based on the canonical duality-triality theory, this nonconvex problem is transformed to an equivalent dual problem, which can be solved easily under certain conditions. We proved that both global minimizer and the biggest local extrema of the primal problem can be obtained analytically from the canonical dual solutions. As two special cases, a quartic polynomial minimization and a minimax problem are discussed. Existence conditions are derived, which can be used to classify easy and relative hard instances. Applications are illustrated by several nonconvex and nonsmooth examples.


Full work available at URL: https://arxiv.org/abs/1308.4732




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